CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3498 |
1.3526 |
0.0028 |
0.2% |
1.3410 |
| High |
1.3536 |
1.3526 |
-0.0010 |
-0.1% |
1.3501 |
| Low |
1.3498 |
1.3425 |
-0.0073 |
-0.5% |
1.3396 |
| Close |
1.3536 |
1.3425 |
-0.0111 |
-0.8% |
1.3495 |
| Range |
0.0038 |
0.0101 |
0.0063 |
165.8% |
0.0105 |
| ATR |
0.0062 |
0.0065 |
0.0004 |
5.7% |
0.0000 |
| Volume |
4 |
16 |
12 |
300.0% |
61 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3762 |
1.3694 |
1.3481 |
|
| R3 |
1.3661 |
1.3593 |
1.3453 |
|
| R2 |
1.3560 |
1.3560 |
1.3444 |
|
| R1 |
1.3492 |
1.3492 |
1.3434 |
1.3476 |
| PP |
1.3459 |
1.3459 |
1.3459 |
1.3450 |
| S1 |
1.3391 |
1.3391 |
1.3416 |
1.3375 |
| S2 |
1.3358 |
1.3358 |
1.3406 |
|
| S3 |
1.3257 |
1.3290 |
1.3397 |
|
| S4 |
1.3156 |
1.3189 |
1.3369 |
|
|
| 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 |
1.3425 |
0.0116 |
0.9% |
0.0050 |
0.4% |
0% |
False |
True |
9 |
| 10 |
1.3541 |
1.3302 |
0.0239 |
1.8% |
0.0075 |
0.6% |
51% |
False |
False |
15 |
| 20 |
1.3820 |
1.3302 |
0.0518 |
3.9% |
0.0053 |
0.4% |
24% |
False |
False |
14 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.9% |
0.0038 |
0.3% |
24% |
False |
False |
9 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0034 |
0.3% |
43% |
False |
False |
7 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0027 |
0.2% |
43% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3955 |
|
2.618 |
1.3790 |
|
1.618 |
1.3689 |
|
1.000 |
1.3627 |
|
0.618 |
1.3588 |
|
HIGH |
1.3526 |
|
0.618 |
1.3487 |
|
0.500 |
1.3476 |
|
0.382 |
1.3464 |
|
LOW |
1.3425 |
|
0.618 |
1.3363 |
|
1.000 |
1.3324 |
|
1.618 |
1.3262 |
|
2.618 |
1.3161 |
|
4.250 |
1.2996 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3476 |
1.3483 |
| PP |
1.3459 |
1.3464 |
| S1 |
1.3442 |
1.3444 |
|