CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3535 |
1.3498 |
-0.0037 |
-0.3% |
1.3410 |
| High |
1.3541 |
1.3536 |
-0.0005 |
0.0% |
1.3501 |
| Low |
1.3501 |
1.3498 |
-0.0003 |
0.0% |
1.3396 |
| Close |
1.3505 |
1.3536 |
0.0031 |
0.2% |
1.3495 |
| Range |
0.0040 |
0.0038 |
-0.0002 |
-5.0% |
0.0105 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
3 |
4 |
1 |
33.3% |
61 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3637 |
1.3625 |
1.3557 |
|
| R3 |
1.3599 |
1.3587 |
1.3546 |
|
| R2 |
1.3561 |
1.3561 |
1.3543 |
|
| R1 |
1.3549 |
1.3549 |
1.3539 |
1.3555 |
| PP |
1.3523 |
1.3523 |
1.3523 |
1.3527 |
| S1 |
1.3511 |
1.3511 |
1.3533 |
1.3517 |
| S2 |
1.3485 |
1.3485 |
1.3529 |
|
| S3 |
1.3447 |
1.3473 |
1.3526 |
|
| S4 |
1.3409 |
1.3435 |
1.3515 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3779 |
1.3742 |
1.3553 |
|
| R3 |
1.3674 |
1.3637 |
1.3524 |
|
| R2 |
1.3569 |
1.3569 |
1.3514 |
|
| R1 |
1.3532 |
1.3532 |
1.3505 |
1.3551 |
| PP |
1.3464 |
1.3464 |
1.3464 |
1.3473 |
| S1 |
1.3427 |
1.3427 |
1.3485 |
1.3446 |
| S2 |
1.3359 |
1.3359 |
1.3476 |
|
| S3 |
1.3254 |
1.3322 |
1.3466 |
|
| S4 |
1.3149 |
1.3217 |
1.3437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3541 |
1.3397 |
0.0144 |
1.1% |
0.0044 |
0.3% |
97% |
False |
False |
7 |
| 10 |
1.3541 |
1.3302 |
0.0239 |
1.8% |
0.0066 |
0.5% |
98% |
False |
False |
13 |
| 20 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0049 |
0.4% |
45% |
False |
False |
14 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0037 |
0.3% |
45% |
False |
False |
9 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0033 |
0.2% |
59% |
False |
False |
7 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0026 |
0.2% |
59% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3698 |
|
2.618 |
1.3635 |
|
1.618 |
1.3597 |
|
1.000 |
1.3574 |
|
0.618 |
1.3559 |
|
HIGH |
1.3536 |
|
0.618 |
1.3521 |
|
0.500 |
1.3517 |
|
0.382 |
1.3513 |
|
LOW |
1.3498 |
|
0.618 |
1.3475 |
|
1.000 |
1.3460 |
|
1.618 |
1.3437 |
|
2.618 |
1.3399 |
|
4.250 |
1.3337 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3530 |
1.3525 |
| PP |
1.3523 |
1.3515 |
| S1 |
1.3517 |
1.3504 |
|