CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3484 |
1.3461 |
-0.0023 |
-0.2% |
1.3363 |
| High |
1.3487 |
1.3507 |
0.0020 |
0.1% |
1.3507 |
| Low |
1.3423 |
1.3434 |
0.0011 |
0.1% |
1.3357 |
| Close |
1.3457 |
1.3492 |
0.0035 |
0.3% |
1.3492 |
| Range |
0.0064 |
0.0073 |
0.0009 |
14.1% |
0.0150 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
579 |
676 |
97 |
16.8% |
2,849 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3697 |
1.3667 |
1.3532 |
|
| R3 |
1.3624 |
1.3594 |
1.3512 |
|
| R2 |
1.3551 |
1.3551 |
1.3505 |
|
| R1 |
1.3521 |
1.3521 |
1.3499 |
1.3536 |
| PP |
1.3478 |
1.3478 |
1.3478 |
1.3485 |
| S1 |
1.3448 |
1.3448 |
1.3485 |
1.3463 |
| S2 |
1.3405 |
1.3405 |
1.3479 |
|
| S3 |
1.3332 |
1.3375 |
1.3472 |
|
| S4 |
1.3259 |
1.3302 |
1.3452 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3902 |
1.3847 |
1.3575 |
|
| R3 |
1.3752 |
1.3697 |
1.3533 |
|
| R2 |
1.3602 |
1.3602 |
1.3520 |
|
| R1 |
1.3547 |
1.3547 |
1.3506 |
1.3575 |
| PP |
1.3452 |
1.3452 |
1.3452 |
1.3466 |
| S1 |
1.3397 |
1.3397 |
1.3478 |
1.3425 |
| S2 |
1.3302 |
1.3302 |
1.3465 |
|
| S3 |
1.3152 |
1.3247 |
1.3451 |
|
| S4 |
1.3002 |
1.3097 |
1.3410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3507 |
1.3357 |
0.0150 |
1.1% |
0.0079 |
0.6% |
90% |
True |
False |
569 |
| 10 |
1.3548 |
1.3300 |
0.0248 |
1.8% |
0.0099 |
0.7% |
77% |
False |
False |
708 |
| 20 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0088 |
0.7% |
36% |
False |
False |
616 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
4.0% |
0.0079 |
0.6% |
36% |
False |
False |
455 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0070 |
0.5% |
52% |
False |
False |
318 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0060 |
0.4% |
52% |
False |
False |
241 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0058 |
0.4% |
68% |
False |
False |
195 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0054 |
0.4% |
68% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3817 |
|
2.618 |
1.3698 |
|
1.618 |
1.3625 |
|
1.000 |
1.3580 |
|
0.618 |
1.3552 |
|
HIGH |
1.3507 |
|
0.618 |
1.3479 |
|
0.500 |
1.3471 |
|
0.382 |
1.3462 |
|
LOW |
1.3434 |
|
0.618 |
1.3389 |
|
1.000 |
1.3361 |
|
1.618 |
1.3316 |
|
2.618 |
1.3243 |
|
4.250 |
1.3124 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3485 |
1.3478 |
| PP |
1.3478 |
1.3464 |
| S1 |
1.3471 |
1.3451 |
|