CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3276 |
1.3268 |
-0.0008 |
-0.1% |
1.3203 |
| High |
1.3277 |
1.3318 |
0.0041 |
0.3% |
1.3216 |
| Low |
1.3253 |
1.3268 |
0.0015 |
0.1% |
1.3123 |
| Close |
1.3277 |
1.3318 |
0.0041 |
0.3% |
1.3192 |
| Range |
0.0024 |
0.0050 |
0.0026 |
108.3% |
0.0093 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
27 |
77 |
50 |
185.2% |
110 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3451 |
1.3435 |
1.3346 |
|
| R3 |
1.3401 |
1.3385 |
1.3332 |
|
| R2 |
1.3351 |
1.3351 |
1.3327 |
|
| R1 |
1.3335 |
1.3335 |
1.3323 |
1.3343 |
| PP |
1.3301 |
1.3301 |
1.3301 |
1.3306 |
| S1 |
1.3285 |
1.3285 |
1.3313 |
1.3293 |
| S2 |
1.3251 |
1.3251 |
1.3309 |
|
| S3 |
1.3201 |
1.3235 |
1.3304 |
|
| S4 |
1.3151 |
1.3185 |
1.3291 |
|
|
| 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 |
1.3318 |
1.3123 |
0.0195 |
1.5% |
0.0054 |
0.4% |
100% |
True |
False |
41 |
| 10 |
1.3355 |
1.3123 |
0.0232 |
1.7% |
0.0048 |
0.4% |
84% |
False |
False |
25 |
| 20 |
1.3430 |
1.3123 |
0.0307 |
2.3% |
0.0040 |
0.3% |
64% |
False |
False |
14 |
| 40 |
1.3430 |
1.3109 |
0.0321 |
2.4% |
0.0036 |
0.3% |
65% |
False |
False |
12 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0043 |
0.3% |
83% |
False |
False |
12 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0036 |
0.3% |
83% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3531 |
|
2.618 |
1.3449 |
|
1.618 |
1.3399 |
|
1.000 |
1.3368 |
|
0.618 |
1.3349 |
|
HIGH |
1.3318 |
|
0.618 |
1.3299 |
|
0.500 |
1.3293 |
|
0.382 |
1.3287 |
|
LOW |
1.3268 |
|
0.618 |
1.3237 |
|
1.000 |
1.3218 |
|
1.618 |
1.3187 |
|
2.618 |
1.3137 |
|
4.250 |
1.3056 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3310 |
1.3302 |
| PP |
1.3301 |
1.3285 |
| S1 |
1.3293 |
1.3269 |
|