CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3283 |
1.3378 |
0.0095 |
0.7% |
1.3219 |
| High |
1.3315 |
1.3382 |
0.0067 |
0.5% |
1.3326 |
| Low |
1.3270 |
1.3342 |
0.0072 |
0.5% |
1.3219 |
| Close |
1.3315 |
1.3342 |
0.0027 |
0.2% |
1.3315 |
| Range |
0.0045 |
0.0040 |
-0.0005 |
-11.1% |
0.0107 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
1.5% |
0.0000 |
| Volume |
112 |
53 |
-59 |
-52.7% |
261 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3475 |
1.3449 |
1.3364 |
|
| R3 |
1.3435 |
1.3409 |
1.3353 |
|
| R2 |
1.3395 |
1.3395 |
1.3349 |
|
| R1 |
1.3369 |
1.3369 |
1.3346 |
1.3362 |
| PP |
1.3355 |
1.3355 |
1.3355 |
1.3352 |
| S1 |
1.3329 |
1.3329 |
1.3338 |
1.3322 |
| S2 |
1.3315 |
1.3315 |
1.3335 |
|
| S3 |
1.3275 |
1.3289 |
1.3331 |
|
| S4 |
1.3235 |
1.3249 |
1.3320 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3608 |
1.3568 |
1.3374 |
|
| R3 |
1.3501 |
1.3461 |
1.3344 |
|
| R2 |
1.3394 |
1.3394 |
1.3335 |
|
| R1 |
1.3354 |
1.3354 |
1.3325 |
1.3374 |
| PP |
1.3287 |
1.3287 |
1.3287 |
1.3297 |
| S1 |
1.3247 |
1.3247 |
1.3305 |
1.3267 |
| S2 |
1.3180 |
1.3180 |
1.3295 |
|
| S3 |
1.3073 |
1.3140 |
1.3286 |
|
| S4 |
1.2966 |
1.3033 |
1.3256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3382 |
1.3253 |
0.0129 |
1.0% |
0.0041 |
0.3% |
69% |
True |
False |
57 |
| 10 |
1.3382 |
1.3123 |
0.0259 |
1.9% |
0.0048 |
0.4% |
85% |
True |
False |
42 |
| 20 |
1.3430 |
1.3123 |
0.0307 |
2.3% |
0.0041 |
0.3% |
71% |
False |
False |
23 |
| 40 |
1.3430 |
1.3123 |
0.0307 |
2.3% |
0.0037 |
0.3% |
71% |
False |
False |
15 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0042 |
0.3% |
86% |
False |
False |
15 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0038 |
0.3% |
86% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3552 |
|
2.618 |
1.3487 |
|
1.618 |
1.3447 |
|
1.000 |
1.3422 |
|
0.618 |
1.3407 |
|
HIGH |
1.3382 |
|
0.618 |
1.3367 |
|
0.500 |
1.3362 |
|
0.382 |
1.3357 |
|
LOW |
1.3342 |
|
0.618 |
1.3317 |
|
1.000 |
1.3302 |
|
1.618 |
1.3277 |
|
2.618 |
1.3237 |
|
4.250 |
1.3172 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3362 |
1.3337 |
| PP |
1.3355 |
1.3331 |
| S1 |
1.3349 |
1.3326 |
|