CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3427 |
1.3502 |
0.0075 |
0.6% |
1.3535 |
| High |
1.3479 |
1.3554 |
0.0075 |
0.6% |
1.3554 |
| Low |
1.3405 |
1.3502 |
0.0097 |
0.7% |
1.3405 |
| Close |
1.3465 |
1.3554 |
0.0089 |
0.7% |
1.3554 |
| Range |
0.0074 |
0.0052 |
-0.0022 |
-29.7% |
0.0149 |
| ATR |
0.0066 |
0.0067 |
0.0002 |
2.5% |
0.0000 |
| Volume |
19 |
57 |
38 |
200.0% |
99 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3693 |
1.3675 |
1.3583 |
|
| R3 |
1.3641 |
1.3623 |
1.3568 |
|
| R2 |
1.3589 |
1.3589 |
1.3564 |
|
| R1 |
1.3571 |
1.3571 |
1.3559 |
1.3580 |
| PP |
1.3537 |
1.3537 |
1.3537 |
1.3541 |
| S1 |
1.3519 |
1.3519 |
1.3549 |
1.3528 |
| S2 |
1.3485 |
1.3485 |
1.3544 |
|
| S3 |
1.3433 |
1.3467 |
1.3540 |
|
| S4 |
1.3381 |
1.3415 |
1.3525 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3951 |
1.3902 |
1.3636 |
|
| R3 |
1.3802 |
1.3753 |
1.3595 |
|
| R2 |
1.3653 |
1.3653 |
1.3581 |
|
| R1 |
1.3604 |
1.3604 |
1.3568 |
1.3629 |
| PP |
1.3504 |
1.3504 |
1.3504 |
1.3517 |
| S1 |
1.3455 |
1.3455 |
1.3540 |
1.3480 |
| S2 |
1.3355 |
1.3355 |
1.3527 |
|
| S3 |
1.3206 |
1.3306 |
1.3513 |
|
| S4 |
1.3057 |
1.3157 |
1.3472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3554 |
1.3405 |
0.0149 |
1.1% |
0.0061 |
0.5% |
100% |
True |
False |
19 |
| 10 |
1.3554 |
1.3396 |
0.0158 |
1.2% |
0.0051 |
0.4% |
100% |
True |
False |
16 |
| 20 |
1.3809 |
1.3302 |
0.0507 |
3.7% |
0.0057 |
0.4% |
50% |
False |
False |
16 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0042 |
0.3% |
49% |
False |
False |
11 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0035 |
0.3% |
61% |
False |
False |
8 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0028 |
0.2% |
61% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3775 |
|
2.618 |
1.3690 |
|
1.618 |
1.3638 |
|
1.000 |
1.3606 |
|
0.618 |
1.3586 |
|
HIGH |
1.3554 |
|
0.618 |
1.3534 |
|
0.500 |
1.3528 |
|
0.382 |
1.3522 |
|
LOW |
1.3502 |
|
0.618 |
1.3470 |
|
1.000 |
1.3450 |
|
1.618 |
1.3418 |
|
2.618 |
1.3366 |
|
4.250 |
1.3281 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3545 |
1.3529 |
| PP |
1.3537 |
1.3504 |
| S1 |
1.3528 |
1.3480 |
|