CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3526 |
1.3427 |
-0.0099 |
-0.7% |
1.3410 |
| High |
1.3526 |
1.3479 |
-0.0047 |
-0.3% |
1.3501 |
| Low |
1.3425 |
1.3405 |
-0.0020 |
-0.1% |
1.3396 |
| Close |
1.3425 |
1.3465 |
0.0040 |
0.3% |
1.3495 |
| Range |
0.0101 |
0.0074 |
-0.0027 |
-26.7% |
0.0105 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.0% |
0.0000 |
| Volume |
16 |
19 |
3 |
18.8% |
61 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3672 |
1.3642 |
1.3506 |
|
| R3 |
1.3598 |
1.3568 |
1.3485 |
|
| R2 |
1.3524 |
1.3524 |
1.3479 |
|
| R1 |
1.3494 |
1.3494 |
1.3472 |
1.3509 |
| PP |
1.3450 |
1.3450 |
1.3450 |
1.3457 |
| S1 |
1.3420 |
1.3420 |
1.3458 |
1.3435 |
| S2 |
1.3376 |
1.3376 |
1.3451 |
|
| S3 |
1.3302 |
1.3346 |
1.3445 |
|
| S4 |
1.3228 |
1.3272 |
1.3424 |
|
|
| 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 |
1.3405 |
0.0136 |
1.0% |
0.0057 |
0.4% |
44% |
False |
True |
10 |
| 10 |
1.3541 |
1.3302 |
0.0239 |
1.8% |
0.0060 |
0.4% |
68% |
False |
False |
16 |
| 20 |
1.3817 |
1.3302 |
0.0515 |
3.8% |
0.0055 |
0.4% |
32% |
False |
False |
15 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0040 |
0.3% |
31% |
False |
False |
9 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0035 |
0.3% |
48% |
False |
False |
7 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0027 |
0.2% |
48% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3794 |
|
2.618 |
1.3673 |
|
1.618 |
1.3599 |
|
1.000 |
1.3553 |
|
0.618 |
1.3525 |
|
HIGH |
1.3479 |
|
0.618 |
1.3451 |
|
0.500 |
1.3442 |
|
0.382 |
1.3433 |
|
LOW |
1.3405 |
|
0.618 |
1.3359 |
|
1.000 |
1.3331 |
|
1.618 |
1.3285 |
|
2.618 |
1.3211 |
|
4.250 |
1.3091 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3457 |
1.3471 |
| PP |
1.3450 |
1.3469 |
| S1 |
1.3442 |
1.3467 |
|