CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3799 |
1.3813 |
0.0014 |
0.1% |
1.3685 |
| High |
1.3834 |
1.3814 |
-0.0020 |
-0.1% |
1.3834 |
| Low |
1.3777 |
1.3777 |
0.0000 |
0.0% |
1.3657 |
| Close |
1.3807 |
1.3808 |
0.0001 |
0.0% |
1.3807 |
| Range |
0.0057 |
0.0037 |
-0.0020 |
-35.1% |
0.0177 |
| ATR |
0.0069 |
0.0066 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
547 |
250 |
-297 |
-54.3% |
1,999 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3911 |
1.3896 |
1.3828 |
|
| R3 |
1.3874 |
1.3859 |
1.3818 |
|
| R2 |
1.3837 |
1.3837 |
1.3815 |
|
| R1 |
1.3822 |
1.3822 |
1.3811 |
1.3811 |
| PP |
1.3800 |
1.3800 |
1.3800 |
1.3794 |
| S1 |
1.3785 |
1.3785 |
1.3805 |
1.3774 |
| S2 |
1.3763 |
1.3763 |
1.3801 |
|
| S3 |
1.3726 |
1.3748 |
1.3798 |
|
| S4 |
1.3689 |
1.3711 |
1.3788 |
|
|
| 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 |
1.3669 |
0.0165 |
1.2% |
0.0063 |
0.5% |
84% |
False |
False |
398 |
| 10 |
1.3834 |
1.3479 |
0.0355 |
2.6% |
0.0073 |
0.5% |
93% |
False |
False |
418 |
| 20 |
1.3834 |
1.3479 |
0.0355 |
2.6% |
0.0070 |
0.5% |
93% |
False |
False |
357 |
| 40 |
1.3834 |
1.3123 |
0.0711 |
5.1% |
0.0064 |
0.5% |
96% |
False |
False |
225 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.1% |
0.0053 |
0.4% |
96% |
False |
False |
151 |
| 80 |
1.3834 |
1.2781 |
0.1053 |
7.6% |
0.0049 |
0.4% |
98% |
False |
False |
117 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.6% |
0.0049 |
0.4% |
98% |
False |
False |
95 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.6% |
0.0044 |
0.3% |
98% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3971 |
|
2.618 |
1.3911 |
|
1.618 |
1.3874 |
|
1.000 |
1.3851 |
|
0.618 |
1.3837 |
|
HIGH |
1.3814 |
|
0.618 |
1.3800 |
|
0.500 |
1.3796 |
|
0.382 |
1.3791 |
|
LOW |
1.3777 |
|
0.618 |
1.3754 |
|
1.000 |
1.3740 |
|
1.618 |
1.3717 |
|
2.618 |
1.3680 |
|
4.250 |
1.3620 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3804 |
1.3807 |
| PP |
1.3800 |
1.3806 |
| S1 |
1.3796 |
1.3805 |
|