CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3782 |
1.3799 |
0.0017 |
0.1% |
1.3685 |
| High |
1.3824 |
1.3834 |
0.0010 |
0.1% |
1.3834 |
| Low |
1.3775 |
1.3777 |
0.0002 |
0.0% |
1.3657 |
| Close |
1.3805 |
1.3807 |
0.0002 |
0.0% |
1.3807 |
| Range |
0.0049 |
0.0057 |
0.0008 |
16.3% |
0.0177 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
174 |
547 |
373 |
214.4% |
1,999 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3977 |
1.3949 |
1.3838 |
|
| R3 |
1.3920 |
1.3892 |
1.3823 |
|
| R2 |
1.3863 |
1.3863 |
1.3817 |
|
| R1 |
1.3835 |
1.3835 |
1.3812 |
1.3849 |
| PP |
1.3806 |
1.3806 |
1.3806 |
1.3813 |
| S1 |
1.3778 |
1.3778 |
1.3802 |
1.3792 |
| S2 |
1.3749 |
1.3749 |
1.3797 |
|
| S3 |
1.3692 |
1.3721 |
1.3791 |
|
| S4 |
1.3635 |
1.3664 |
1.3776 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4297 |
1.4229 |
1.3904 |
|
| R3 |
1.4120 |
1.4052 |
1.3856 |
|
| R2 |
1.3943 |
1.3943 |
1.3839 |
|
| R1 |
1.3875 |
1.3875 |
1.3823 |
1.3909 |
| PP |
1.3766 |
1.3766 |
1.3766 |
1.3783 |
| S1 |
1.3698 |
1.3698 |
1.3791 |
1.3732 |
| S2 |
1.3589 |
1.3589 |
1.3775 |
|
| S3 |
1.3412 |
1.3521 |
1.3758 |
|
| S4 |
1.3235 |
1.3344 |
1.3710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3834 |
1.3657 |
0.0177 |
1.3% |
0.0062 |
0.5% |
85% |
True |
False |
399 |
| 10 |
1.3834 |
1.3479 |
0.0355 |
2.6% |
0.0074 |
0.5% |
92% |
True |
False |
408 |
| 20 |
1.3834 |
1.3479 |
0.0355 |
2.6% |
0.0071 |
0.5% |
92% |
True |
False |
358 |
| 40 |
1.3834 |
1.3123 |
0.0711 |
5.1% |
0.0064 |
0.5% |
96% |
True |
False |
219 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.1% |
0.0053 |
0.4% |
96% |
True |
False |
147 |
| 80 |
1.3834 |
1.2781 |
0.1053 |
7.6% |
0.0050 |
0.4% |
97% |
True |
False |
114 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.6% |
0.0050 |
0.4% |
97% |
True |
False |
93 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.6% |
0.0044 |
0.3% |
97% |
True |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4076 |
|
2.618 |
1.3983 |
|
1.618 |
1.3926 |
|
1.000 |
1.3891 |
|
0.618 |
1.3869 |
|
HIGH |
1.3834 |
|
0.618 |
1.3812 |
|
0.500 |
1.3806 |
|
0.382 |
1.3799 |
|
LOW |
1.3777 |
|
0.618 |
1.3742 |
|
1.000 |
1.3720 |
|
1.618 |
1.3685 |
|
2.618 |
1.3628 |
|
4.250 |
1.3535 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3807 |
1.3802 |
| PP |
1.3806 |
1.3796 |
| S1 |
1.3806 |
1.3791 |
|