CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3572 |
1.3583 |
0.0011 |
0.1% |
1.3491 |
| High |
1.3591 |
1.3612 |
0.0021 |
0.2% |
1.3650 |
| Low |
1.3551 |
1.3565 |
0.0014 |
0.1% |
1.3490 |
| Close |
1.3583 |
1.3573 |
-0.0010 |
-0.1% |
1.3561 |
| Range |
0.0040 |
0.0047 |
0.0007 |
17.5% |
0.0160 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
412 |
181 |
-231 |
-56.1% |
1,621 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3724 |
1.3696 |
1.3599 |
|
| R3 |
1.3677 |
1.3649 |
1.3586 |
|
| R2 |
1.3630 |
1.3630 |
1.3582 |
|
| R1 |
1.3602 |
1.3602 |
1.3577 |
1.3593 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3579 |
| S1 |
1.3555 |
1.3555 |
1.3569 |
1.3546 |
| S2 |
1.3536 |
1.3536 |
1.3564 |
|
| S3 |
1.3489 |
1.3508 |
1.3560 |
|
| S4 |
1.3442 |
1.3461 |
1.3547 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4047 |
1.3964 |
1.3649 |
|
| R3 |
1.3887 |
1.3804 |
1.3605 |
|
| R2 |
1.3727 |
1.3727 |
1.3590 |
|
| R1 |
1.3644 |
1.3644 |
1.3576 |
1.3686 |
| PP |
1.3567 |
1.3567 |
1.3567 |
1.3588 |
| S1 |
1.3484 |
1.3484 |
1.3546 |
1.3526 |
| S2 |
1.3407 |
1.3407 |
1.3532 |
|
| S3 |
1.3247 |
1.3324 |
1.3517 |
|
| S4 |
1.3087 |
1.3164 |
1.3473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3650 |
1.3515 |
0.0135 |
1.0% |
0.0065 |
0.5% |
43% |
False |
False |
276 |
| 10 |
1.3650 |
1.3474 |
0.0176 |
1.3% |
0.0065 |
0.5% |
56% |
False |
False |
268 |
| 20 |
1.3650 |
1.3268 |
0.0382 |
2.8% |
0.0063 |
0.5% |
80% |
False |
False |
183 |
| 40 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0050 |
0.4% |
85% |
False |
False |
96 |
| 60 |
1.3650 |
1.3109 |
0.0541 |
4.0% |
0.0045 |
0.3% |
86% |
False |
False |
68 |
| 80 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0048 |
0.4% |
91% |
False |
False |
54 |
| 100 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0041 |
0.3% |
91% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3812 |
|
2.618 |
1.3735 |
|
1.618 |
1.3688 |
|
1.000 |
1.3659 |
|
0.618 |
1.3641 |
|
HIGH |
1.3612 |
|
0.618 |
1.3594 |
|
0.500 |
1.3589 |
|
0.382 |
1.3583 |
|
LOW |
1.3565 |
|
0.618 |
1.3536 |
|
1.000 |
1.3518 |
|
1.618 |
1.3489 |
|
2.618 |
1.3442 |
|
4.250 |
1.3365 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3589 |
1.3592 |
| PP |
1.3583 |
1.3586 |
| S1 |
1.3578 |
1.3579 |
|