CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3525 |
1.3495 |
-0.0030 |
-0.2% |
1.3537 |
| High |
1.3525 |
1.3565 |
0.0040 |
0.3% |
1.3565 |
| Low |
1.3477 |
1.3492 |
0.0015 |
0.1% |
1.3469 |
| Close |
1.3492 |
1.3524 |
0.0032 |
0.2% |
1.3524 |
| Range |
0.0048 |
0.0073 |
0.0025 |
52.1% |
0.0096 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.5% |
0.0000 |
| Volume |
193 |
177 |
-16 |
-8.3% |
725 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3746 |
1.3708 |
1.3564 |
|
| R3 |
1.3673 |
1.3635 |
1.3544 |
|
| R2 |
1.3600 |
1.3600 |
1.3537 |
|
| R1 |
1.3562 |
1.3562 |
1.3531 |
1.3581 |
| PP |
1.3527 |
1.3527 |
1.3527 |
1.3537 |
| S1 |
1.3489 |
1.3489 |
1.3517 |
1.3508 |
| S2 |
1.3454 |
1.3454 |
1.3511 |
|
| S3 |
1.3381 |
1.3416 |
1.3504 |
|
| S4 |
1.3308 |
1.3343 |
1.3484 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3807 |
1.3762 |
1.3577 |
|
| R3 |
1.3711 |
1.3666 |
1.3550 |
|
| R2 |
1.3615 |
1.3615 |
1.3542 |
|
| R1 |
1.3570 |
1.3570 |
1.3533 |
1.3545 |
| PP |
1.3519 |
1.3519 |
1.3519 |
1.3507 |
| S1 |
1.3474 |
1.3474 |
1.3515 |
1.3449 |
| S2 |
1.3423 |
1.3423 |
1.3506 |
|
| S3 |
1.3327 |
1.3378 |
1.3498 |
|
| S4 |
1.3231 |
1.3282 |
1.3471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3565 |
1.3469 |
0.0096 |
0.7% |
0.0057 |
0.4% |
57% |
True |
False |
145 |
| 10 |
1.3576 |
1.3341 |
0.0235 |
1.7% |
0.0065 |
0.5% |
78% |
False |
False |
123 |
| 20 |
1.3576 |
1.3123 |
0.0453 |
3.3% |
0.0057 |
0.4% |
89% |
False |
False |
80 |
| 40 |
1.3576 |
1.3123 |
0.0453 |
3.3% |
0.0044 |
0.3% |
89% |
False |
False |
42 |
| 60 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0043 |
0.3% |
93% |
False |
False |
32 |
| 80 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0045 |
0.3% |
93% |
False |
False |
26 |
| 100 |
1.3576 |
1.2781 |
0.0795 |
5.9% |
0.0038 |
0.3% |
93% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3875 |
|
2.618 |
1.3756 |
|
1.618 |
1.3683 |
|
1.000 |
1.3638 |
|
0.618 |
1.3610 |
|
HIGH |
1.3565 |
|
0.618 |
1.3537 |
|
0.500 |
1.3529 |
|
0.382 |
1.3520 |
|
LOW |
1.3492 |
|
0.618 |
1.3447 |
|
1.000 |
1.3419 |
|
1.618 |
1.3374 |
|
2.618 |
1.3301 |
|
4.250 |
1.3182 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3529 |
1.3523 |
| PP |
1.3527 |
1.3521 |
| S1 |
1.3526 |
1.3520 |
|