CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3489 |
1.3517 |
0.0028 |
0.2% |
1.3813 |
| High |
1.3527 |
1.3527 |
0.0000 |
0.0% |
1.3814 |
| Low |
1.3444 |
1.3453 |
0.0009 |
0.1% |
1.3484 |
| Close |
1.3520 |
1.3477 |
-0.0043 |
-0.3% |
1.3495 |
| Range |
0.0083 |
0.0074 |
-0.0009 |
-10.8% |
0.0330 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
997 |
278 |
-719 |
-72.1% |
3,247 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3708 |
1.3666 |
1.3518 |
|
| R3 |
1.3634 |
1.3592 |
1.3497 |
|
| R2 |
1.3560 |
1.3560 |
1.3491 |
|
| R1 |
1.3518 |
1.3518 |
1.3484 |
1.3502 |
| PP |
1.3486 |
1.3486 |
1.3486 |
1.3478 |
| S1 |
1.3444 |
1.3444 |
1.3470 |
1.3428 |
| S2 |
1.3412 |
1.3412 |
1.3463 |
|
| S3 |
1.3338 |
1.3370 |
1.3457 |
|
| S4 |
1.3264 |
1.3296 |
1.3436 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4588 |
1.4371 |
1.3677 |
|
| R3 |
1.4258 |
1.4041 |
1.3586 |
|
| R2 |
1.3928 |
1.3928 |
1.3556 |
|
| R1 |
1.3711 |
1.3711 |
1.3525 |
1.3655 |
| PP |
1.3598 |
1.3598 |
1.3598 |
1.3569 |
| S1 |
1.3381 |
1.3381 |
1.3465 |
1.3325 |
| S2 |
1.3268 |
1.3268 |
1.3435 |
|
| S3 |
1.2938 |
1.3051 |
1.3404 |
|
| S4 |
1.2608 |
1.2721 |
1.3314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3784 |
1.3444 |
0.0340 |
2.5% |
0.0102 |
0.8% |
10% |
False |
False |
810 |
| 10 |
1.3834 |
1.3444 |
0.0390 |
2.9% |
0.0077 |
0.6% |
8% |
False |
False |
597 |
| 20 |
1.3834 |
1.3444 |
0.0390 |
2.9% |
0.0079 |
0.6% |
8% |
False |
False |
473 |
| 40 |
1.3834 |
1.3268 |
0.0566 |
4.2% |
0.0071 |
0.5% |
37% |
False |
False |
328 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0060 |
0.4% |
50% |
False |
False |
222 |
| 80 |
1.3834 |
1.3109 |
0.0725 |
5.4% |
0.0054 |
0.4% |
51% |
False |
False |
169 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0054 |
0.4% |
66% |
False |
False |
137 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0048 |
0.4% |
66% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3842 |
|
2.618 |
1.3721 |
|
1.618 |
1.3647 |
|
1.000 |
1.3601 |
|
0.618 |
1.3573 |
|
HIGH |
1.3527 |
|
0.618 |
1.3499 |
|
0.500 |
1.3490 |
|
0.382 |
1.3481 |
|
LOW |
1.3453 |
|
0.618 |
1.3407 |
|
1.000 |
1.3379 |
|
1.618 |
1.3333 |
|
2.618 |
1.3259 |
|
4.250 |
1.3139 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3490 |
1.3518 |
| PP |
1.3486 |
1.3504 |
| S1 |
1.3481 |
1.3491 |
|