CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3674 |
1.3520 |
-0.0154 |
-1.1% |
1.3794 |
| High |
1.3676 |
1.3520 |
-0.0156 |
-1.1% |
1.3809 |
| Low |
1.3594 |
1.3498 |
-0.0096 |
-0.7% |
1.3498 |
| Close |
1.3597 |
1.3498 |
-0.0099 |
-0.7% |
1.3498 |
| Range |
0.0082 |
0.0022 |
-0.0060 |
-73.2% |
0.0311 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
6.2% |
0.0000 |
| Volume |
22 |
26 |
4 |
18.2% |
97 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3571 |
1.3557 |
1.3510 |
|
| R3 |
1.3549 |
1.3535 |
1.3504 |
|
| R2 |
1.3527 |
1.3527 |
1.3502 |
|
| R1 |
1.3513 |
1.3513 |
1.3500 |
1.3509 |
| PP |
1.3505 |
1.3505 |
1.3505 |
1.3504 |
| S1 |
1.3491 |
1.3491 |
1.3496 |
1.3487 |
| S2 |
1.3483 |
1.3483 |
1.3494 |
|
| S3 |
1.3461 |
1.3469 |
1.3492 |
|
| S4 |
1.3439 |
1.3447 |
1.3486 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4535 |
1.4327 |
1.3669 |
|
| R3 |
1.4224 |
1.4016 |
1.3584 |
|
| R2 |
1.3913 |
1.3913 |
1.3555 |
|
| R1 |
1.3705 |
1.3705 |
1.3527 |
1.3654 |
| PP |
1.3602 |
1.3602 |
1.3602 |
1.3576 |
| S1 |
1.3394 |
1.3394 |
1.3469 |
1.3343 |
| S2 |
1.3291 |
1.3291 |
1.3441 |
|
| S3 |
1.2980 |
1.3083 |
1.3412 |
|
| S4 |
1.2669 |
1.2772 |
1.3327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3809 |
1.3498 |
0.0311 |
2.3% |
0.0045 |
0.3% |
0% |
False |
True |
19 |
| 10 |
1.3820 |
1.3498 |
0.0322 |
2.4% |
0.0043 |
0.3% |
0% |
False |
True |
15 |
| 20 |
1.3820 |
1.3491 |
0.0329 |
2.4% |
0.0036 |
0.3% |
2% |
False |
False |
10 |
| 40 |
1.3820 |
1.3201 |
0.0619 |
4.6% |
0.0028 |
0.2% |
48% |
False |
False |
6 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0021 |
0.2% |
53% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3614 |
|
2.618 |
1.3578 |
|
1.618 |
1.3556 |
|
1.000 |
1.3542 |
|
0.618 |
1.3534 |
|
HIGH |
1.3520 |
|
0.618 |
1.3512 |
|
0.500 |
1.3509 |
|
0.382 |
1.3506 |
|
LOW |
1.3498 |
|
0.618 |
1.3484 |
|
1.000 |
1.3476 |
|
1.618 |
1.3462 |
|
2.618 |
1.3440 |
|
4.250 |
1.3405 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3509 |
1.3638 |
| PP |
1.3505 |
1.3591 |
| S1 |
1.3502 |
1.3545 |
|