CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3540 |
1.3537 |
-0.0003 |
0.0% |
1.3378 |
| High |
1.3543 |
1.3541 |
-0.0002 |
0.0% |
1.3576 |
| Low |
1.3504 |
1.3490 |
-0.0014 |
-0.1% |
1.3341 |
| Close |
1.3526 |
1.3500 |
-0.0026 |
-0.2% |
1.3526 |
| Range |
0.0039 |
0.0051 |
0.0012 |
30.8% |
0.0235 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
159 |
59 |
-100 |
-62.9% |
514 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3663 |
1.3633 |
1.3528 |
|
| R3 |
1.3612 |
1.3582 |
1.3514 |
|
| R2 |
1.3561 |
1.3561 |
1.3509 |
|
| R1 |
1.3531 |
1.3531 |
1.3505 |
1.3521 |
| PP |
1.3510 |
1.3510 |
1.3510 |
1.3505 |
| S1 |
1.3480 |
1.3480 |
1.3495 |
1.3470 |
| S2 |
1.3459 |
1.3459 |
1.3491 |
|
| S3 |
1.3408 |
1.3429 |
1.3486 |
|
| S4 |
1.3357 |
1.3378 |
1.3472 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4186 |
1.4091 |
1.3655 |
|
| R3 |
1.3951 |
1.3856 |
1.3591 |
|
| R2 |
1.3716 |
1.3716 |
1.3569 |
|
| R1 |
1.3621 |
1.3621 |
1.3548 |
1.3669 |
| PP |
1.3481 |
1.3481 |
1.3481 |
1.3505 |
| S1 |
1.3386 |
1.3386 |
1.3504 |
1.3434 |
| S2 |
1.3246 |
1.3246 |
1.3483 |
|
| S3 |
1.3011 |
1.3151 |
1.3461 |
|
| S4 |
1.2776 |
1.2916 |
1.3397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3576 |
1.3341 |
0.0235 |
1.7% |
0.0076 |
0.6% |
68% |
False |
False |
104 |
| 10 |
1.3576 |
1.3253 |
0.0323 |
2.4% |
0.0058 |
0.4% |
76% |
False |
False |
80 |
| 20 |
1.3576 |
1.3123 |
0.0453 |
3.4% |
0.0052 |
0.4% |
83% |
False |
False |
48 |
| 40 |
1.3576 |
1.3123 |
0.0453 |
3.4% |
0.0043 |
0.3% |
83% |
False |
False |
27 |
| 60 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0045 |
0.3% |
90% |
False |
False |
23 |
| 80 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0043 |
0.3% |
90% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3758 |
|
2.618 |
1.3675 |
|
1.618 |
1.3624 |
|
1.000 |
1.3592 |
|
0.618 |
1.3573 |
|
HIGH |
1.3541 |
|
0.618 |
1.3522 |
|
0.500 |
1.3516 |
|
0.382 |
1.3509 |
|
LOW |
1.3490 |
|
0.618 |
1.3458 |
|
1.000 |
1.3439 |
|
1.618 |
1.3407 |
|
2.618 |
1.3356 |
|
4.250 |
1.3273 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3516 |
1.3533 |
| PP |
1.3510 |
1.3522 |
| S1 |
1.3505 |
1.3511 |
|