CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3487 |
1.3508 |
0.0021 |
0.2% |
1.3363 |
| High |
1.3542 |
1.3548 |
0.0006 |
0.0% |
1.3507 |
| Low |
1.3479 |
1.3490 |
0.0011 |
0.1% |
1.3357 |
| Close |
1.3502 |
1.3534 |
0.0032 |
0.2% |
1.3492 |
| Range |
0.0063 |
0.0058 |
-0.0005 |
-7.9% |
0.0150 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
348 |
687 |
339 |
97.4% |
2,849 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3698 |
1.3674 |
1.3566 |
|
| R3 |
1.3640 |
1.3616 |
1.3550 |
|
| R2 |
1.3582 |
1.3582 |
1.3545 |
|
| R1 |
1.3558 |
1.3558 |
1.3539 |
1.3570 |
| PP |
1.3524 |
1.3524 |
1.3524 |
1.3530 |
| S1 |
1.3500 |
1.3500 |
1.3529 |
1.3512 |
| S2 |
1.3466 |
1.3466 |
1.3523 |
|
| S3 |
1.3408 |
1.3442 |
1.3518 |
|
| S4 |
1.3350 |
1.3384 |
1.3502 |
|
|
| 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 |
1.3548 |
1.3394 |
0.0154 |
1.1% |
0.0072 |
0.5% |
91% |
True |
False |
580 |
| 10 |
1.3548 |
1.3300 |
0.0248 |
1.8% |
0.0095 |
0.7% |
94% |
True |
False |
684 |
| 20 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0086 |
0.6% |
44% |
False |
False |
641 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0080 |
0.6% |
44% |
False |
False |
475 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0071 |
0.5% |
58% |
False |
False |
335 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0061 |
0.5% |
58% |
False |
False |
253 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0058 |
0.4% |
72% |
False |
False |
205 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0055 |
0.4% |
72% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3795 |
|
2.618 |
1.3700 |
|
1.618 |
1.3642 |
|
1.000 |
1.3606 |
|
0.618 |
1.3584 |
|
HIGH |
1.3548 |
|
0.618 |
1.3526 |
|
0.500 |
1.3519 |
|
0.382 |
1.3512 |
|
LOW |
1.3490 |
|
0.618 |
1.3454 |
|
1.000 |
1.3432 |
|
1.618 |
1.3396 |
|
2.618 |
1.3338 |
|
4.250 |
1.3244 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3529 |
1.3520 |
| PP |
1.3524 |
1.3505 |
| S1 |
1.3519 |
1.3491 |
|