CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3345 |
1.3355 |
0.0010 |
0.1% |
1.3219 |
| High |
1.3370 |
1.3546 |
0.0176 |
1.3% |
1.3326 |
| Low |
1.3341 |
1.3349 |
0.0008 |
0.1% |
1.3219 |
| Close |
1.3366 |
1.3513 |
0.0147 |
1.1% |
1.3315 |
| Range |
0.0029 |
0.0197 |
0.0168 |
579.3% |
0.0107 |
| ATR |
0.0054 |
0.0065 |
0.0010 |
18.7% |
0.0000 |
| Volume |
98 |
29 |
-69 |
-70.4% |
261 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4060 |
1.3984 |
1.3621 |
|
| R3 |
1.3863 |
1.3787 |
1.3567 |
|
| R2 |
1.3666 |
1.3666 |
1.3549 |
|
| R1 |
1.3590 |
1.3590 |
1.3531 |
1.3628 |
| PP |
1.3469 |
1.3469 |
1.3469 |
1.3489 |
| S1 |
1.3393 |
1.3393 |
1.3495 |
1.3431 |
| S2 |
1.3272 |
1.3272 |
1.3477 |
|
| S3 |
1.3075 |
1.3196 |
1.3459 |
|
| S4 |
1.2878 |
1.2999 |
1.3405 |
|
|
| 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 |
1.3546 |
1.3270 |
0.0276 |
2.0% |
0.0071 |
0.5% |
88% |
True |
False |
62 |
| 10 |
1.3546 |
1.3123 |
0.0423 |
3.1% |
0.0062 |
0.5% |
92% |
True |
False |
51 |
| 20 |
1.3546 |
1.3123 |
0.0423 |
3.1% |
0.0052 |
0.4% |
92% |
True |
False |
29 |
| 40 |
1.3546 |
1.3123 |
0.0423 |
3.1% |
0.0041 |
0.3% |
92% |
True |
False |
18 |
| 60 |
1.3546 |
1.2781 |
0.0765 |
5.7% |
0.0044 |
0.3% |
96% |
True |
False |
17 |
| 80 |
1.3546 |
1.2781 |
0.0765 |
5.7% |
0.0041 |
0.3% |
96% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4383 |
|
2.618 |
1.4062 |
|
1.618 |
1.3865 |
|
1.000 |
1.3743 |
|
0.618 |
1.3668 |
|
HIGH |
1.3546 |
|
0.618 |
1.3471 |
|
0.500 |
1.3448 |
|
0.382 |
1.3424 |
|
LOW |
1.3349 |
|
0.618 |
1.3227 |
|
1.000 |
1.3152 |
|
1.618 |
1.3030 |
|
2.618 |
1.2833 |
|
4.250 |
1.2512 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3491 |
1.3490 |
| PP |
1.3469 |
1.3467 |
| S1 |
1.3448 |
1.3444 |
|