CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3502 |
1.3565 |
0.0063 |
0.5% |
1.3535 |
| High |
1.3554 |
1.3565 |
0.0011 |
0.1% |
1.3554 |
| Low |
1.3502 |
1.3495 |
-0.0007 |
-0.1% |
1.3405 |
| Close |
1.3554 |
1.3519 |
-0.0035 |
-0.3% |
1.3554 |
| Range |
0.0052 |
0.0070 |
0.0018 |
34.6% |
0.0149 |
| ATR |
0.0067 |
0.0068 |
0.0000 |
0.3% |
0.0000 |
| Volume |
57 |
32 |
-25 |
-43.9% |
99 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3736 |
1.3698 |
1.3558 |
|
| R3 |
1.3666 |
1.3628 |
1.3538 |
|
| R2 |
1.3596 |
1.3596 |
1.3532 |
|
| R1 |
1.3558 |
1.3558 |
1.3525 |
1.3542 |
| PP |
1.3526 |
1.3526 |
1.3526 |
1.3519 |
| S1 |
1.3488 |
1.3488 |
1.3513 |
1.3472 |
| S2 |
1.3456 |
1.3456 |
1.3506 |
|
| S3 |
1.3386 |
1.3418 |
1.3500 |
|
| S4 |
1.3316 |
1.3348 |
1.3481 |
|
|
| 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 |
1.3565 |
1.3405 |
0.0160 |
1.2% |
0.0067 |
0.5% |
71% |
True |
False |
25 |
| 10 |
1.3565 |
1.3396 |
0.0169 |
1.3% |
0.0057 |
0.4% |
73% |
True |
False |
16 |
| 20 |
1.3789 |
1.3302 |
0.0487 |
3.6% |
0.0059 |
0.4% |
45% |
False |
False |
18 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0043 |
0.3% |
42% |
False |
False |
12 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0036 |
0.3% |
56% |
False |
False |
9 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0029 |
0.2% |
56% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3863 |
|
2.618 |
1.3748 |
|
1.618 |
1.3678 |
|
1.000 |
1.3635 |
|
0.618 |
1.3608 |
|
HIGH |
1.3565 |
|
0.618 |
1.3538 |
|
0.500 |
1.3530 |
|
0.382 |
1.3522 |
|
LOW |
1.3495 |
|
0.618 |
1.3452 |
|
1.000 |
1.3425 |
|
1.618 |
1.3382 |
|
2.618 |
1.3312 |
|
4.250 |
1.3198 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3530 |
1.3508 |
| PP |
1.3526 |
1.3496 |
| S1 |
1.3523 |
1.3485 |
|