CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3556 |
1.3520 |
-0.0036 |
-0.3% |
1.3487 |
| High |
1.3559 |
1.3577 |
0.0018 |
0.1% |
1.3580 |
| Low |
1.3492 |
1.3519 |
0.0027 |
0.2% |
1.3402 |
| Close |
1.3517 |
1.3576 |
0.0059 |
0.4% |
1.3552 |
| Range |
0.0067 |
0.0058 |
-0.0009 |
-13.4% |
0.0178 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
1,632 |
1,040 |
-592 |
-36.3% |
5,922 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3731 |
1.3712 |
1.3608 |
|
| R3 |
1.3673 |
1.3654 |
1.3592 |
|
| R2 |
1.3615 |
1.3615 |
1.3587 |
|
| R1 |
1.3596 |
1.3596 |
1.3581 |
1.3606 |
| PP |
1.3557 |
1.3557 |
1.3557 |
1.3562 |
| S1 |
1.3538 |
1.3538 |
1.3571 |
1.3548 |
| S2 |
1.3499 |
1.3499 |
1.3565 |
|
| S3 |
1.3441 |
1.3480 |
1.3560 |
|
| S4 |
1.3383 |
1.3422 |
1.3544 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4045 |
1.3977 |
1.3650 |
|
| R3 |
1.3867 |
1.3799 |
1.3601 |
|
| R2 |
1.3689 |
1.3689 |
1.3585 |
|
| R1 |
1.3621 |
1.3621 |
1.3568 |
1.3655 |
| PP |
1.3511 |
1.3511 |
1.3511 |
1.3529 |
| S1 |
1.3443 |
1.3443 |
1.3536 |
1.3477 |
| S2 |
1.3333 |
1.3333 |
1.3519 |
|
| S3 |
1.3155 |
1.3265 |
1.3503 |
|
| S4 |
1.2977 |
1.3087 |
1.3454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3580 |
1.3402 |
0.0178 |
1.3% |
0.0093 |
0.7% |
98% |
False |
False |
1,511 |
| 10 |
1.3580 |
1.3394 |
0.0186 |
1.4% |
0.0083 |
0.6% |
98% |
False |
False |
1,046 |
| 20 |
1.3784 |
1.3300 |
0.0484 |
3.6% |
0.0096 |
0.7% |
57% |
False |
False |
922 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0083 |
0.6% |
52% |
False |
False |
631 |
| 60 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0075 |
0.6% |
64% |
False |
False |
461 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0064 |
0.5% |
64% |
False |
False |
347 |
| 100 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0058 |
0.4% |
75% |
False |
False |
280 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0057 |
0.4% |
75% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3824 |
|
2.618 |
1.3729 |
|
1.618 |
1.3671 |
|
1.000 |
1.3635 |
|
0.618 |
1.3613 |
|
HIGH |
1.3577 |
|
0.618 |
1.3555 |
|
0.500 |
1.3548 |
|
0.382 |
1.3541 |
|
LOW |
1.3519 |
|
0.618 |
1.3483 |
|
1.000 |
1.3461 |
|
1.618 |
1.3425 |
|
2.618 |
1.3367 |
|
4.250 |
1.3273 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3567 |
1.3558 |
| PP |
1.3557 |
1.3540 |
| S1 |
1.3548 |
1.3522 |
|