CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3517 |
1.3474 |
-0.0043 |
-0.3% |
1.3813 |
| High |
1.3527 |
1.3548 |
0.0021 |
0.2% |
1.3814 |
| Low |
1.3453 |
1.3471 |
0.0018 |
0.1% |
1.3484 |
| Close |
1.3477 |
1.3523 |
0.0046 |
0.3% |
1.3495 |
| Range |
0.0074 |
0.0077 |
0.0003 |
4.1% |
0.0330 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0000 |
| Volume |
278 |
359 |
81 |
29.1% |
3,247 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3745 |
1.3711 |
1.3565 |
|
| R3 |
1.3668 |
1.3634 |
1.3544 |
|
| R2 |
1.3591 |
1.3591 |
1.3537 |
|
| R1 |
1.3557 |
1.3557 |
1.3530 |
1.3574 |
| PP |
1.3514 |
1.3514 |
1.3514 |
1.3523 |
| S1 |
1.3480 |
1.3480 |
1.3516 |
1.3497 |
| S2 |
1.3437 |
1.3437 |
1.3509 |
|
| S3 |
1.3360 |
1.3403 |
1.3502 |
|
| S4 |
1.3283 |
1.3326 |
1.3481 |
|
|
| 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 |
1.3738 |
1.3444 |
0.0294 |
2.2% |
0.0100 |
0.7% |
27% |
False |
False |
734 |
| 10 |
1.3834 |
1.3444 |
0.0390 |
2.9% |
0.0080 |
0.6% |
20% |
False |
False |
560 |
| 20 |
1.3834 |
1.3444 |
0.0390 |
2.9% |
0.0077 |
0.6% |
20% |
False |
False |
473 |
| 40 |
1.3834 |
1.3270 |
0.0564 |
4.2% |
0.0072 |
0.5% |
45% |
False |
False |
335 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0061 |
0.5% |
56% |
False |
False |
228 |
| 80 |
1.3834 |
1.3109 |
0.0725 |
5.4% |
0.0054 |
0.4% |
57% |
False |
False |
173 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0055 |
0.4% |
70% |
False |
False |
141 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0048 |
0.4% |
70% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3875 |
|
2.618 |
1.3750 |
|
1.618 |
1.3673 |
|
1.000 |
1.3625 |
|
0.618 |
1.3596 |
|
HIGH |
1.3548 |
|
0.618 |
1.3519 |
|
0.500 |
1.3510 |
|
0.382 |
1.3500 |
|
LOW |
1.3471 |
|
0.618 |
1.3423 |
|
1.000 |
1.3394 |
|
1.618 |
1.3346 |
|
2.618 |
1.3269 |
|
4.250 |
1.3144 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3519 |
1.3514 |
| PP |
1.3514 |
1.3505 |
| S1 |
1.3510 |
1.3496 |
|