CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3219 |
1.3276 |
0.0057 |
0.4% |
1.3203 |
| High |
1.3270 |
1.3277 |
0.0007 |
0.1% |
1.3216 |
| Low |
1.3219 |
1.3253 |
0.0034 |
0.3% |
1.3123 |
| Close |
1.3270 |
1.3277 |
0.0007 |
0.1% |
1.3192 |
| Range |
0.0051 |
0.0024 |
-0.0027 |
-52.9% |
0.0093 |
| ATR |
0.0060 |
0.0058 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
26 |
27 |
1 |
3.8% |
110 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3341 |
1.3333 |
1.3290 |
|
| R3 |
1.3317 |
1.3309 |
1.3284 |
|
| R2 |
1.3293 |
1.3293 |
1.3281 |
|
| R1 |
1.3285 |
1.3285 |
1.3279 |
1.3289 |
| PP |
1.3269 |
1.3269 |
1.3269 |
1.3271 |
| S1 |
1.3261 |
1.3261 |
1.3275 |
1.3265 |
| S2 |
1.3245 |
1.3245 |
1.3273 |
|
| S3 |
1.3221 |
1.3237 |
1.3270 |
|
| S4 |
1.3197 |
1.3213 |
1.3264 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3417 |
1.3243 |
|
| R3 |
1.3363 |
1.3324 |
1.3218 |
|
| R2 |
1.3270 |
1.3270 |
1.3209 |
|
| R1 |
1.3231 |
1.3231 |
1.3201 |
1.3204 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3164 |
| S1 |
1.3138 |
1.3138 |
1.3183 |
1.3111 |
| S2 |
1.3084 |
1.3084 |
1.3175 |
|
| S3 |
1.2991 |
1.3045 |
1.3166 |
|
| S4 |
1.2898 |
1.2952 |
1.3141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3277 |
1.3123 |
0.0154 |
1.2% |
0.0051 |
0.4% |
100% |
True |
False |
31 |
| 10 |
1.3395 |
1.3123 |
0.0272 |
2.0% |
0.0047 |
0.4% |
57% |
False |
False |
17 |
| 20 |
1.3430 |
1.3123 |
0.0307 |
2.3% |
0.0038 |
0.3% |
50% |
False |
False |
10 |
| 40 |
1.3430 |
1.3109 |
0.0321 |
2.4% |
0.0036 |
0.3% |
52% |
False |
False |
10 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0043 |
0.3% |
76% |
False |
False |
11 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0036 |
0.3% |
76% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3379 |
|
2.618 |
1.3340 |
|
1.618 |
1.3316 |
|
1.000 |
1.3301 |
|
0.618 |
1.3292 |
|
HIGH |
1.3277 |
|
0.618 |
1.3268 |
|
0.500 |
1.3265 |
|
0.382 |
1.3262 |
|
LOW |
1.3253 |
|
0.618 |
1.3238 |
|
1.000 |
1.3229 |
|
1.618 |
1.3214 |
|
2.618 |
1.3190 |
|
4.250 |
1.3151 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3273 |
1.3252 |
| PP |
1.3269 |
1.3227 |
| S1 |
1.3265 |
1.3202 |
|