CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3527 |
1.3530 |
0.0003 |
0.0% |
1.3572 |
| High |
1.3570 |
1.3682 |
0.0112 |
0.8% |
1.3612 |
| Low |
1.3479 |
1.3522 |
0.0043 |
0.3% |
1.3496 |
| Close |
1.3538 |
1.3681 |
0.0143 |
1.1% |
1.3560 |
| Range |
0.0091 |
0.0160 |
0.0069 |
75.8% |
0.0116 |
| ATR |
0.0068 |
0.0074 |
0.0007 |
9.8% |
0.0000 |
| Volume |
845 |
409 |
-436 |
-51.6% |
1,461 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4108 |
1.4055 |
1.3769 |
|
| R3 |
1.3948 |
1.3895 |
1.3725 |
|
| R2 |
1.3788 |
1.3788 |
1.3710 |
|
| R1 |
1.3735 |
1.3735 |
1.3696 |
1.3762 |
| PP |
1.3628 |
1.3628 |
1.3628 |
1.3642 |
| S1 |
1.3575 |
1.3575 |
1.3666 |
1.3602 |
| S2 |
1.3468 |
1.3468 |
1.3652 |
|
| S3 |
1.3308 |
1.3415 |
1.3637 |
|
| S4 |
1.3148 |
1.3255 |
1.3593 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3904 |
1.3848 |
1.3624 |
|
| R3 |
1.3788 |
1.3732 |
1.3592 |
|
| R2 |
1.3672 |
1.3672 |
1.3581 |
|
| R1 |
1.3616 |
1.3616 |
1.3571 |
1.3586 |
| PP |
1.3556 |
1.3556 |
1.3556 |
1.3541 |
| S1 |
1.3500 |
1.3500 |
1.3549 |
1.3470 |
| S2 |
1.3440 |
1.3440 |
1.3539 |
|
| S3 |
1.3324 |
1.3384 |
1.3528 |
|
| S4 |
1.3208 |
1.3268 |
1.3496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3682 |
1.3479 |
0.0203 |
1.5% |
0.0090 |
0.7% |
100% |
True |
False |
414 |
| 10 |
1.3682 |
1.3479 |
0.0203 |
1.5% |
0.0078 |
0.6% |
100% |
True |
False |
357 |
| 20 |
1.3682 |
1.3469 |
0.0213 |
1.6% |
0.0070 |
0.5% |
100% |
True |
False |
288 |
| 40 |
1.3682 |
1.3123 |
0.0559 |
4.1% |
0.0061 |
0.4% |
100% |
True |
False |
163 |
| 60 |
1.3682 |
1.3123 |
0.0559 |
4.1% |
0.0051 |
0.4% |
100% |
True |
False |
111 |
| 80 |
1.3682 |
1.2781 |
0.0901 |
6.6% |
0.0051 |
0.4% |
100% |
True |
False |
87 |
| 100 |
1.3682 |
1.2781 |
0.0901 |
6.6% |
0.0047 |
0.3% |
100% |
True |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4362 |
|
2.618 |
1.4101 |
|
1.618 |
1.3941 |
|
1.000 |
1.3842 |
|
0.618 |
1.3781 |
|
HIGH |
1.3682 |
|
0.618 |
1.3621 |
|
0.500 |
1.3602 |
|
0.382 |
1.3583 |
|
LOW |
1.3522 |
|
0.618 |
1.3423 |
|
1.000 |
1.3362 |
|
1.618 |
1.3263 |
|
2.618 |
1.3103 |
|
4.250 |
1.2842 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3655 |
1.3648 |
| PP |
1.3628 |
1.3614 |
| S1 |
1.3602 |
1.3581 |
|