CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3530 |
1.3587 |
0.0057 |
0.4% |
1.3537 |
| High |
1.3605 |
1.3650 |
0.0045 |
0.3% |
1.3565 |
| Low |
1.3515 |
1.3586 |
0.0071 |
0.5% |
1.3469 |
| Close |
1.3588 |
1.3627 |
0.0039 |
0.3% |
1.3524 |
| Range |
0.0090 |
0.0064 |
-0.0026 |
-28.9% |
0.0096 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0000 |
| Volume |
229 |
248 |
19 |
8.3% |
725 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3813 |
1.3784 |
1.3662 |
|
| R3 |
1.3749 |
1.3720 |
1.3645 |
|
| R2 |
1.3685 |
1.3685 |
1.3639 |
|
| R1 |
1.3656 |
1.3656 |
1.3633 |
1.3671 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3628 |
| S1 |
1.3592 |
1.3592 |
1.3621 |
1.3607 |
| S2 |
1.3557 |
1.3557 |
1.3615 |
|
| S3 |
1.3493 |
1.3528 |
1.3609 |
|
| S4 |
1.3429 |
1.3464 |
1.3592 |
|
|
| 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 |
1.3650 |
1.3490 |
0.0160 |
1.2% |
0.0073 |
0.5% |
86% |
True |
False |
296 |
| 10 |
1.3650 |
1.3469 |
0.0181 |
1.3% |
0.0062 |
0.5% |
87% |
True |
False |
219 |
| 20 |
1.3650 |
1.3126 |
0.0524 |
3.8% |
0.0061 |
0.5% |
96% |
True |
False |
141 |
| 40 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0048 |
0.3% |
96% |
True |
False |
74 |
| 60 |
1.3650 |
1.3070 |
0.0580 |
4.3% |
0.0043 |
0.3% |
96% |
True |
False |
53 |
| 80 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0046 |
0.3% |
97% |
True |
False |
42 |
| 100 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0040 |
0.3% |
97% |
True |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3922 |
|
2.618 |
1.3818 |
|
1.618 |
1.3754 |
|
1.000 |
1.3714 |
|
0.618 |
1.3690 |
|
HIGH |
1.3650 |
|
0.618 |
1.3626 |
|
0.500 |
1.3618 |
|
0.382 |
1.3610 |
|
LOW |
1.3586 |
|
0.618 |
1.3546 |
|
1.000 |
1.3522 |
|
1.618 |
1.3482 |
|
2.618 |
1.3418 |
|
4.250 |
1.3314 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3624 |
1.3612 |
| PP |
1.3621 |
1.3597 |
| S1 |
1.3618 |
1.3583 |
|