CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3491 |
1.3528 |
0.0037 |
0.3% |
1.3537 |
| High |
1.3560 |
1.3595 |
0.0035 |
0.3% |
1.3565 |
| Low |
1.3490 |
1.3526 |
0.0036 |
0.3% |
1.3469 |
| Close |
1.3531 |
1.3536 |
0.0005 |
0.0% |
1.3524 |
| Range |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0096 |
| ATR |
0.0062 |
0.0062 |
0.0001 |
0.8% |
0.0000 |
| Volume |
260 |
570 |
310 |
119.2% |
725 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3759 |
1.3717 |
1.3574 |
|
| R3 |
1.3690 |
1.3648 |
1.3555 |
|
| R2 |
1.3621 |
1.3621 |
1.3549 |
|
| R1 |
1.3579 |
1.3579 |
1.3542 |
1.3600 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3563 |
| S1 |
1.3510 |
1.3510 |
1.3530 |
1.3531 |
| S2 |
1.3483 |
1.3483 |
1.3523 |
|
| S3 |
1.3414 |
1.3441 |
1.3517 |
|
| S4 |
1.3345 |
1.3372 |
1.3498 |
|
|
| 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 |
1.3595 |
1.3474 |
0.0121 |
0.9% |
0.0065 |
0.5% |
51% |
True |
False |
260 |
| 10 |
1.3595 |
1.3349 |
0.0246 |
1.8% |
0.0072 |
0.5% |
76% |
True |
False |
191 |
| 20 |
1.3595 |
1.3123 |
0.0472 |
3.5% |
0.0059 |
0.4% |
88% |
True |
False |
121 |
| 40 |
1.3595 |
1.3123 |
0.0472 |
3.5% |
0.0044 |
0.3% |
88% |
True |
False |
63 |
| 60 |
1.3595 |
1.2781 |
0.0814 |
6.0% |
0.0042 |
0.3% |
93% |
True |
False |
45 |
| 80 |
1.3595 |
1.2781 |
0.0814 |
6.0% |
0.0044 |
0.3% |
93% |
True |
False |
36 |
| 100 |
1.3595 |
1.2781 |
0.0814 |
6.0% |
0.0038 |
0.3% |
93% |
True |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3888 |
|
2.618 |
1.3776 |
|
1.618 |
1.3707 |
|
1.000 |
1.3664 |
|
0.618 |
1.3638 |
|
HIGH |
1.3595 |
|
0.618 |
1.3569 |
|
0.500 |
1.3561 |
|
0.382 |
1.3552 |
|
LOW |
1.3526 |
|
0.618 |
1.3483 |
|
1.000 |
1.3457 |
|
1.618 |
1.3414 |
|
2.618 |
1.3345 |
|
4.250 |
1.3233 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3561 |
1.3543 |
| PP |
1.3552 |
1.3540 |
| S1 |
1.3544 |
1.3538 |
|