CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3565 |
1.3528 |
-0.0037 |
-0.3% |
1.3535 |
| High |
1.3565 |
1.3579 |
0.0014 |
0.1% |
1.3554 |
| Low |
1.3495 |
1.3525 |
0.0030 |
0.2% |
1.3405 |
| Close |
1.3519 |
1.3579 |
0.0060 |
0.4% |
1.3554 |
| Range |
0.0070 |
0.0054 |
-0.0016 |
-22.9% |
0.0149 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
32 |
28 |
-4 |
-12.5% |
99 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3723 |
1.3705 |
1.3609 |
|
| R3 |
1.3669 |
1.3651 |
1.3594 |
|
| R2 |
1.3615 |
1.3615 |
1.3589 |
|
| R1 |
1.3597 |
1.3597 |
1.3584 |
1.3606 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3566 |
| S1 |
1.3543 |
1.3543 |
1.3574 |
1.3552 |
| S2 |
1.3507 |
1.3507 |
1.3569 |
|
| S3 |
1.3453 |
1.3489 |
1.3564 |
|
| S4 |
1.3399 |
1.3435 |
1.3549 |
|
|
| 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 |
1.3579 |
1.3405 |
0.0174 |
1.3% |
0.0070 |
0.5% |
100% |
True |
False |
30 |
| 10 |
1.3579 |
1.3397 |
0.0182 |
1.3% |
0.0057 |
0.4% |
100% |
True |
False |
19 |
| 20 |
1.3777 |
1.3302 |
0.0475 |
3.5% |
0.0059 |
0.4% |
58% |
False |
False |
18 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0045 |
0.3% |
53% |
False |
False |
12 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0037 |
0.3% |
65% |
False |
False |
9 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0029 |
0.2% |
65% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3809 |
|
2.618 |
1.3720 |
|
1.618 |
1.3666 |
|
1.000 |
1.3633 |
|
0.618 |
1.3612 |
|
HIGH |
1.3579 |
|
0.618 |
1.3558 |
|
0.500 |
1.3552 |
|
0.382 |
1.3546 |
|
LOW |
1.3525 |
|
0.618 |
1.3492 |
|
1.000 |
1.3471 |
|
1.618 |
1.3438 |
|
2.618 |
1.3384 |
|
4.250 |
1.3296 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3570 |
1.3565 |
| PP |
1.3561 |
1.3551 |
| S1 |
1.3552 |
1.3537 |
|