CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3584 |
1.3600 |
0.0016 |
0.1% |
1.3565 |
| High |
1.3607 |
1.3617 |
0.0010 |
0.1% |
1.3617 |
| Low |
1.3569 |
1.3588 |
0.0019 |
0.1% |
1.3495 |
| Close |
1.3577 |
1.3591 |
0.0014 |
0.1% |
1.3591 |
| Range |
0.0038 |
0.0029 |
-0.0009 |
-23.7% |
0.0122 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
27 |
26 |
-1 |
-3.7% |
113 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3686 |
1.3667 |
1.3607 |
|
| R3 |
1.3657 |
1.3638 |
1.3599 |
|
| R2 |
1.3628 |
1.3628 |
1.3596 |
|
| R1 |
1.3609 |
1.3609 |
1.3594 |
1.3604 |
| PP |
1.3599 |
1.3599 |
1.3599 |
1.3596 |
| S1 |
1.3580 |
1.3580 |
1.3588 |
1.3575 |
| S2 |
1.3570 |
1.3570 |
1.3586 |
|
| S3 |
1.3541 |
1.3551 |
1.3583 |
|
| S4 |
1.3512 |
1.3522 |
1.3575 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3884 |
1.3658 |
|
| R3 |
1.3812 |
1.3762 |
1.3625 |
|
| R2 |
1.3690 |
1.3690 |
1.3613 |
|
| R1 |
1.3640 |
1.3640 |
1.3602 |
1.3665 |
| PP |
1.3568 |
1.3568 |
1.3568 |
1.3580 |
| S1 |
1.3518 |
1.3518 |
1.3580 |
1.3543 |
| S2 |
1.3446 |
1.3446 |
1.3569 |
|
| S3 |
1.3324 |
1.3396 |
1.3557 |
|
| S4 |
1.3202 |
1.3274 |
1.3524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3617 |
1.3495 |
0.0122 |
0.9% |
0.0049 |
0.4% |
79% |
True |
False |
34 |
| 10 |
1.3617 |
1.3405 |
0.0212 |
1.6% |
0.0053 |
0.4% |
88% |
True |
False |
22 |
| 20 |
1.3617 |
1.3302 |
0.0315 |
2.3% |
0.0056 |
0.4% |
92% |
True |
False |
18 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0046 |
0.3% |
56% |
False |
False |
13 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0038 |
0.3% |
67% |
False |
False |
10 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0030 |
0.2% |
67% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3740 |
|
2.618 |
1.3693 |
|
1.618 |
1.3664 |
|
1.000 |
1.3646 |
|
0.618 |
1.3635 |
|
HIGH |
1.3617 |
|
0.618 |
1.3606 |
|
0.500 |
1.3603 |
|
0.382 |
1.3599 |
|
LOW |
1.3588 |
|
0.618 |
1.3570 |
|
1.000 |
1.3559 |
|
1.618 |
1.3541 |
|
2.618 |
1.3512 |
|
4.250 |
1.3465 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3603 |
1.3584 |
| PP |
1.3599 |
1.3578 |
| S1 |
1.3595 |
1.3571 |
|