CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3685 |
1.3677 |
-0.0008 |
-0.1% |
1.3560 |
| High |
1.3691 |
1.3795 |
0.0104 |
0.8% |
1.3705 |
| Low |
1.3657 |
1.3669 |
0.0012 |
0.1% |
1.3479 |
| Close |
1.3682 |
1.3786 |
0.0104 |
0.8% |
1.3683 |
| Range |
0.0034 |
0.0126 |
0.0092 |
270.6% |
0.0226 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
5.9% |
0.0000 |
| Volume |
257 |
287 |
30 |
11.7% |
2,082 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4128 |
1.4083 |
1.3855 |
|
| R3 |
1.4002 |
1.3957 |
1.3821 |
|
| R2 |
1.3876 |
1.3876 |
1.3809 |
|
| R1 |
1.3831 |
1.3831 |
1.3798 |
1.3854 |
| PP |
1.3750 |
1.3750 |
1.3750 |
1.3761 |
| S1 |
1.3705 |
1.3705 |
1.3774 |
1.3728 |
| S2 |
1.3624 |
1.3624 |
1.3763 |
|
| S3 |
1.3498 |
1.3579 |
1.3751 |
|
| S4 |
1.3372 |
1.3453 |
1.3717 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4300 |
1.4218 |
1.3807 |
|
| R3 |
1.4074 |
1.3992 |
1.3745 |
|
| R2 |
1.3848 |
1.3848 |
1.3724 |
|
| R1 |
1.3766 |
1.3766 |
1.3704 |
1.3807 |
| PP |
1.3622 |
1.3622 |
1.3622 |
1.3643 |
| S1 |
1.3540 |
1.3540 |
1.3662 |
1.3581 |
| S2 |
1.3396 |
1.3396 |
1.3642 |
|
| S3 |
1.3170 |
1.3314 |
1.3621 |
|
| S4 |
1.2944 |
1.3088 |
1.3559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3795 |
1.3479 |
0.0316 |
2.3% |
0.0090 |
0.7% |
97% |
True |
False |
415 |
| 10 |
1.3795 |
1.3479 |
0.0316 |
2.3% |
0.0081 |
0.6% |
97% |
True |
False |
349 |
| 20 |
1.3795 |
1.3474 |
0.0321 |
2.3% |
0.0073 |
0.5% |
97% |
True |
False |
308 |
| 40 |
1.3795 |
1.3123 |
0.0672 |
4.9% |
0.0064 |
0.5% |
99% |
True |
False |
183 |
| 60 |
1.3795 |
1.3123 |
0.0672 |
4.9% |
0.0053 |
0.4% |
99% |
True |
False |
123 |
| 80 |
1.3795 |
1.2781 |
0.1014 |
7.4% |
0.0051 |
0.4% |
99% |
True |
False |
96 |
| 100 |
1.3795 |
1.2781 |
0.1014 |
7.4% |
0.0049 |
0.4% |
99% |
True |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4331 |
|
2.618 |
1.4125 |
|
1.618 |
1.3999 |
|
1.000 |
1.3921 |
|
0.618 |
1.3873 |
|
HIGH |
1.3795 |
|
0.618 |
1.3747 |
|
0.500 |
1.3732 |
|
0.382 |
1.3717 |
|
LOW |
1.3669 |
|
0.618 |
1.3591 |
|
1.000 |
1.3543 |
|
1.618 |
1.3465 |
|
2.618 |
1.3339 |
|
4.250 |
1.3134 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3768 |
1.3766 |
| PP |
1.3750 |
1.3746 |
| S1 |
1.3732 |
1.3726 |
|