CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3583 |
1.3583 |
0.0000 |
0.0% |
1.3491 |
| High |
1.3612 |
1.3609 |
-0.0003 |
0.0% |
1.3650 |
| Low |
1.3565 |
1.3496 |
-0.0069 |
-0.5% |
1.3490 |
| Close |
1.3573 |
1.3529 |
-0.0044 |
-0.3% |
1.3561 |
| Range |
0.0047 |
0.0113 |
0.0066 |
140.4% |
0.0160 |
| ATR |
0.0063 |
0.0066 |
0.0004 |
5.7% |
0.0000 |
| Volume |
181 |
357 |
176 |
97.2% |
1,621 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3884 |
1.3819 |
1.3591 |
|
| R3 |
1.3771 |
1.3706 |
1.3560 |
|
| R2 |
1.3658 |
1.3658 |
1.3550 |
|
| R1 |
1.3593 |
1.3593 |
1.3539 |
1.3569 |
| PP |
1.3545 |
1.3545 |
1.3545 |
1.3533 |
| S1 |
1.3480 |
1.3480 |
1.3519 |
1.3456 |
| S2 |
1.3432 |
1.3432 |
1.3508 |
|
| S3 |
1.3319 |
1.3367 |
1.3498 |
|
| S4 |
1.3206 |
1.3254 |
1.3467 |
|
|
| 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 |
1.3496 |
0.0154 |
1.1% |
0.0070 |
0.5% |
21% |
False |
True |
302 |
| 10 |
1.3650 |
1.3477 |
0.0173 |
1.3% |
0.0070 |
0.5% |
30% |
False |
False |
294 |
| 20 |
1.3650 |
1.3270 |
0.0380 |
2.8% |
0.0066 |
0.5% |
68% |
False |
False |
197 |
| 40 |
1.3650 |
1.3123 |
0.0527 |
3.9% |
0.0053 |
0.4% |
77% |
False |
False |
105 |
| 60 |
1.3650 |
1.3109 |
0.0541 |
4.0% |
0.0046 |
0.3% |
78% |
False |
False |
74 |
| 80 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0049 |
0.4% |
86% |
False |
False |
58 |
| 100 |
1.3650 |
1.2781 |
0.0869 |
6.4% |
0.0042 |
0.3% |
86% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4089 |
|
2.618 |
1.3905 |
|
1.618 |
1.3792 |
|
1.000 |
1.3722 |
|
0.618 |
1.3679 |
|
HIGH |
1.3609 |
|
0.618 |
1.3566 |
|
0.500 |
1.3553 |
|
0.382 |
1.3539 |
|
LOW |
1.3496 |
|
0.618 |
1.3426 |
|
1.000 |
1.3383 |
|
1.618 |
1.3313 |
|
2.618 |
1.3200 |
|
4.250 |
1.3016 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3553 |
1.3554 |
| PP |
1.3545 |
1.3546 |
| S1 |
1.3537 |
1.3537 |
|