CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3396 |
-0.0014 |
-0.1% |
1.3504 |
| High |
1.3416 |
1.3447 |
0.0031 |
0.2% |
1.3537 |
| Low |
1.3409 |
1.3396 |
-0.0013 |
-0.1% |
1.3302 |
| Close |
1.3410 |
1.3433 |
0.0023 |
0.2% |
1.3362 |
| Range |
0.0007 |
0.0051 |
0.0044 |
628.6% |
0.0235 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
26 |
4 |
-22 |
-84.6% |
80 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3578 |
1.3557 |
1.3461 |
|
| R3 |
1.3527 |
1.3506 |
1.3447 |
|
| R2 |
1.3476 |
1.3476 |
1.3442 |
|
| R1 |
1.3455 |
1.3455 |
1.3438 |
1.3466 |
| PP |
1.3425 |
1.3425 |
1.3425 |
1.3431 |
| S1 |
1.3404 |
1.3404 |
1.3428 |
1.3415 |
| S2 |
1.3374 |
1.3374 |
1.3424 |
|
| S3 |
1.3323 |
1.3353 |
1.3419 |
|
| S4 |
1.3272 |
1.3302 |
1.3405 |
|
|
| 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 |
1.7% |
0.0089 |
0.7% |
56% |
False |
False |
20 |
| 10 |
1.3777 |
1.3302 |
0.0475 |
3.5% |
0.0061 |
0.5% |
28% |
False |
False |
18 |
| 20 |
1.3820 |
1.3302 |
0.0518 |
3.9% |
0.0053 |
0.4% |
25% |
False |
False |
14 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.9% |
0.0037 |
0.3% |
25% |
False |
False |
8 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0029 |
0.2% |
44% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3664 |
|
2.618 |
1.3581 |
|
1.618 |
1.3530 |
|
1.000 |
1.3498 |
|
0.618 |
1.3479 |
|
HIGH |
1.3447 |
|
0.618 |
1.3428 |
|
0.500 |
1.3422 |
|
0.382 |
1.3415 |
|
LOW |
1.3396 |
|
0.618 |
1.3364 |
|
1.000 |
1.3345 |
|
1.618 |
1.3313 |
|
2.618 |
1.3262 |
|
4.250 |
1.3179 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3429 |
1.3414 |
| PP |
1.3425 |
1.3395 |
| S1 |
1.3422 |
1.3376 |
|