CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3528 |
1.3530 |
0.0002 |
0.0% |
1.3537 |
| High |
1.3595 |
1.3605 |
0.0010 |
0.1% |
1.3565 |
| Low |
1.3526 |
1.3515 |
-0.0011 |
-0.1% |
1.3469 |
| Close |
1.3536 |
1.3588 |
0.0052 |
0.4% |
1.3524 |
| Range |
0.0069 |
0.0090 |
0.0021 |
30.4% |
0.0096 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.2% |
0.0000 |
| Volume |
570 |
229 |
-341 |
-59.8% |
725 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3839 |
1.3804 |
1.3638 |
|
| R3 |
1.3749 |
1.3714 |
1.3613 |
|
| R2 |
1.3659 |
1.3659 |
1.3605 |
|
| R1 |
1.3624 |
1.3624 |
1.3596 |
1.3642 |
| PP |
1.3569 |
1.3569 |
1.3569 |
1.3578 |
| S1 |
1.3534 |
1.3534 |
1.3580 |
1.3552 |
| S2 |
1.3479 |
1.3479 |
1.3572 |
|
| S3 |
1.3389 |
1.3444 |
1.3563 |
|
| S4 |
1.3299 |
1.3354 |
1.3539 |
|
|
| 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 |
1.3605 |
1.3477 |
0.0128 |
0.9% |
0.0070 |
0.5% |
87% |
True |
False |
285 |
| 10 |
1.3605 |
1.3469 |
0.0136 |
1.0% |
0.0062 |
0.5% |
88% |
True |
False |
211 |
| 20 |
1.3605 |
1.3123 |
0.0482 |
3.5% |
0.0062 |
0.5% |
96% |
True |
False |
131 |
| 40 |
1.3605 |
1.3123 |
0.0482 |
3.5% |
0.0047 |
0.3% |
96% |
True |
False |
68 |
| 60 |
1.3605 |
1.2901 |
0.0704 |
5.2% |
0.0042 |
0.3% |
98% |
True |
False |
49 |
| 80 |
1.3605 |
1.2781 |
0.0824 |
6.1% |
0.0045 |
0.3% |
98% |
True |
False |
39 |
| 100 |
1.3605 |
1.2781 |
0.0824 |
6.1% |
0.0039 |
0.3% |
98% |
True |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3988 |
|
2.618 |
1.3841 |
|
1.618 |
1.3751 |
|
1.000 |
1.3695 |
|
0.618 |
1.3661 |
|
HIGH |
1.3605 |
|
0.618 |
1.3571 |
|
0.500 |
1.3560 |
|
0.382 |
1.3549 |
|
LOW |
1.3515 |
|
0.618 |
1.3459 |
|
1.000 |
1.3425 |
|
1.618 |
1.3369 |
|
2.618 |
1.3279 |
|
4.250 |
1.3133 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3579 |
1.3575 |
| PP |
1.3569 |
1.3561 |
| S1 |
1.3560 |
1.3548 |
|