CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3514 |
1.3387 |
-0.0127 |
-0.9% |
1.3504 |
| High |
1.3532 |
1.3450 |
-0.0082 |
-0.6% |
1.3537 |
| Low |
1.3311 |
1.3302 |
-0.0009 |
-0.1% |
1.3302 |
| Close |
1.3434 |
1.3362 |
-0.0072 |
-0.5% |
1.3362 |
| Range |
0.0221 |
0.0148 |
-0.0073 |
-33.0% |
0.0235 |
| ATR |
0.0065 |
0.0071 |
0.0006 |
9.0% |
0.0000 |
| Volume |
12 |
58 |
46 |
383.3% |
80 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3815 |
1.3737 |
1.3443 |
|
| R3 |
1.3667 |
1.3589 |
1.3403 |
|
| R2 |
1.3519 |
1.3519 |
1.3389 |
|
| R1 |
1.3441 |
1.3441 |
1.3376 |
1.3406 |
| PP |
1.3371 |
1.3371 |
1.3371 |
1.3354 |
| S1 |
1.3293 |
1.3293 |
1.3348 |
1.3258 |
| S2 |
1.3223 |
1.3223 |
1.3335 |
|
| S3 |
1.3075 |
1.3145 |
1.3321 |
|
| S4 |
1.2927 |
1.2997 |
1.3281 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4105 |
1.3969 |
1.3491 |
|
| R3 |
1.3870 |
1.3734 |
1.3427 |
|
| R2 |
1.3635 |
1.3635 |
1.3405 |
|
| R1 |
1.3499 |
1.3499 |
1.3384 |
1.3450 |
| PP |
1.3400 |
1.3400 |
1.3400 |
1.3376 |
| S1 |
1.3264 |
1.3264 |
1.3340 |
1.3215 |
| S2 |
1.3165 |
1.3165 |
1.3319 |
|
| S3 |
1.2930 |
1.3029 |
1.3297 |
|
| S4 |
1.2695 |
1.2794 |
1.3233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3537 |
1.3302 |
0.0235 |
1.8% |
0.0081 |
0.6% |
26% |
False |
True |
16 |
| 10 |
1.3809 |
1.3302 |
0.0507 |
3.8% |
0.0063 |
0.5% |
12% |
False |
True |
17 |
| 20 |
1.3820 |
1.3302 |
0.0518 |
3.9% |
0.0053 |
0.4% |
12% |
False |
True |
13 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.9% |
0.0035 |
0.3% |
12% |
False |
True |
8 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.2% |
0.0028 |
0.2% |
34% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4079 |
|
2.618 |
1.3837 |
|
1.618 |
1.3689 |
|
1.000 |
1.3598 |
|
0.618 |
1.3541 |
|
HIGH |
1.3450 |
|
0.618 |
1.3393 |
|
0.500 |
1.3376 |
|
0.382 |
1.3359 |
|
LOW |
1.3302 |
|
0.618 |
1.3211 |
|
1.000 |
1.3154 |
|
1.618 |
1.3063 |
|
2.618 |
1.2915 |
|
4.250 |
1.2673 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3376 |
1.3420 |
| PP |
1.3371 |
1.3400 |
| S1 |
1.3367 |
1.3381 |
|