CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3528 |
1.3584 |
0.0056 |
0.4% |
1.3535 |
| High |
1.3579 |
1.3607 |
0.0028 |
0.2% |
1.3554 |
| Low |
1.3525 |
1.3569 |
0.0044 |
0.3% |
1.3405 |
| Close |
1.3579 |
1.3577 |
-0.0002 |
0.0% |
1.3554 |
| Range |
0.0054 |
0.0038 |
-0.0016 |
-29.6% |
0.0149 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
28 |
27 |
-1 |
-3.6% |
99 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3698 |
1.3676 |
1.3598 |
|
| R3 |
1.3660 |
1.3638 |
1.3587 |
|
| R2 |
1.3622 |
1.3622 |
1.3584 |
|
| R1 |
1.3600 |
1.3600 |
1.3580 |
1.3592 |
| PP |
1.3584 |
1.3584 |
1.3584 |
1.3581 |
| S1 |
1.3562 |
1.3562 |
1.3574 |
1.3554 |
| S2 |
1.3546 |
1.3546 |
1.3570 |
|
| S3 |
1.3508 |
1.3524 |
1.3567 |
|
| S4 |
1.3470 |
1.3486 |
1.3556 |
|
|
| 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 |
1.3607 |
1.3405 |
0.0202 |
1.5% |
0.0058 |
0.4% |
85% |
True |
False |
32 |
| 10 |
1.3607 |
1.3405 |
0.0202 |
1.5% |
0.0054 |
0.4% |
85% |
True |
False |
21 |
| 20 |
1.3676 |
1.3302 |
0.0374 |
2.8% |
0.0059 |
0.4% |
74% |
False |
False |
18 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0045 |
0.3% |
53% |
False |
False |
13 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0038 |
0.3% |
65% |
False |
False |
9 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0029 |
0.2% |
65% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3769 |
|
2.618 |
1.3706 |
|
1.618 |
1.3668 |
|
1.000 |
1.3645 |
|
0.618 |
1.3630 |
|
HIGH |
1.3607 |
|
0.618 |
1.3592 |
|
0.500 |
1.3588 |
|
0.382 |
1.3584 |
|
LOW |
1.3569 |
|
0.618 |
1.3546 |
|
1.000 |
1.3531 |
|
1.618 |
1.3508 |
|
2.618 |
1.3470 |
|
4.250 |
1.3408 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3588 |
1.3568 |
| PP |
1.3584 |
1.3560 |
| S1 |
1.3581 |
1.3551 |
|