CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3396 |
1.3421 |
0.0025 |
0.2% |
1.3504 |
| High |
1.3447 |
1.3469 |
0.0022 |
0.2% |
1.3537 |
| Low |
1.3396 |
1.3397 |
0.0001 |
0.0% |
1.3302 |
| Close |
1.3433 |
1.3469 |
0.0036 |
0.3% |
1.3362 |
| Range |
0.0051 |
0.0072 |
0.0021 |
41.2% |
0.0235 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.3% |
0.0000 |
| Volume |
4 |
6 |
2 |
50.0% |
80 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3661 |
1.3637 |
1.3509 |
|
| R3 |
1.3589 |
1.3565 |
1.3489 |
|
| R2 |
1.3517 |
1.3517 |
1.3482 |
|
| R1 |
1.3493 |
1.3493 |
1.3476 |
1.3505 |
| PP |
1.3445 |
1.3445 |
1.3445 |
1.3451 |
| S1 |
1.3421 |
1.3421 |
1.3462 |
1.3433 |
| S2 |
1.3373 |
1.3373 |
1.3456 |
|
| S3 |
1.3301 |
1.3349 |
1.3449 |
|
| S4 |
1.3229 |
1.3277 |
1.3429 |
|
|
| 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 |
1.3532 |
1.3302 |
0.0230 |
1.7% |
0.0100 |
0.7% |
73% |
False |
False |
21 |
| 10 |
1.3676 |
1.3302 |
0.0374 |
2.8% |
0.0064 |
0.5% |
45% |
False |
False |
16 |
| 20 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0054 |
0.4% |
32% |
False |
False |
13 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0035 |
0.3% |
32% |
False |
False |
8 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0030 |
0.2% |
49% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3775 |
|
2.618 |
1.3657 |
|
1.618 |
1.3585 |
|
1.000 |
1.3541 |
|
0.618 |
1.3513 |
|
HIGH |
1.3469 |
|
0.618 |
1.3441 |
|
0.500 |
1.3433 |
|
0.382 |
1.3425 |
|
LOW |
1.3397 |
|
0.618 |
1.3353 |
|
1.000 |
1.3325 |
|
1.618 |
1.3281 |
|
2.618 |
1.3209 |
|
4.250 |
1.3091 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3457 |
1.3457 |
| PP |
1.3445 |
1.3445 |
| S1 |
1.3433 |
1.3433 |
|