CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3570 |
1.3575 |
0.0005 |
0.0% |
1.3556 |
| High |
1.3613 |
1.3623 |
0.0010 |
0.1% |
1.3623 |
| Low |
1.3561 |
1.3554 |
-0.0007 |
-0.1% |
1.3492 |
| Close |
1.3574 |
1.3588 |
0.0014 |
0.1% |
1.3588 |
| Range |
0.0052 |
0.0069 |
0.0017 |
32.7% |
0.0131 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
7,628 |
1,768 |
-5,860 |
-76.8% |
12,068 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3795 |
1.3761 |
1.3626 |
|
| R3 |
1.3726 |
1.3692 |
1.3607 |
|
| R2 |
1.3657 |
1.3657 |
1.3601 |
|
| R1 |
1.3623 |
1.3623 |
1.3594 |
1.3640 |
| PP |
1.3588 |
1.3588 |
1.3588 |
1.3597 |
| S1 |
1.3554 |
1.3554 |
1.3582 |
1.3571 |
| S2 |
1.3519 |
1.3519 |
1.3575 |
|
| S3 |
1.3450 |
1.3485 |
1.3569 |
|
| S4 |
1.3381 |
1.3416 |
1.3550 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3961 |
1.3905 |
1.3660 |
|
| R3 |
1.3830 |
1.3774 |
1.3624 |
|
| R2 |
1.3699 |
1.3699 |
1.3612 |
|
| R1 |
1.3643 |
1.3643 |
1.3600 |
1.3671 |
| PP |
1.3568 |
1.3568 |
1.3568 |
1.3582 |
| S1 |
1.3512 |
1.3512 |
1.3576 |
1.3540 |
| S2 |
1.3437 |
1.3437 |
1.3564 |
|
| S3 |
1.3306 |
1.3381 |
1.3552 |
|
| S4 |
1.3175 |
1.3250 |
1.3516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3623 |
1.3466 |
0.0157 |
1.2% |
0.0068 |
0.5% |
78% |
True |
False |
2,756 |
| 10 |
1.3623 |
1.3402 |
0.0221 |
1.6% |
0.0078 |
0.6% |
84% |
True |
False |
1,866 |
| 20 |
1.3623 |
1.3300 |
0.0323 |
2.4% |
0.0090 |
0.7% |
89% |
True |
False |
1,330 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0082 |
0.6% |
54% |
False |
False |
854 |
| 60 |
1.3834 |
1.3126 |
0.0708 |
5.2% |
0.0075 |
0.6% |
65% |
False |
False |
616 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0065 |
0.5% |
65% |
False |
False |
464 |
| 100 |
1.3834 |
1.3070 |
0.0764 |
5.6% |
0.0059 |
0.4% |
68% |
False |
False |
373 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0058 |
0.4% |
77% |
False |
False |
313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3916 |
|
2.618 |
1.3804 |
|
1.618 |
1.3735 |
|
1.000 |
1.3692 |
|
0.618 |
1.3666 |
|
HIGH |
1.3623 |
|
0.618 |
1.3597 |
|
0.500 |
1.3589 |
|
0.382 |
1.3580 |
|
LOW |
1.3554 |
|
0.618 |
1.3511 |
|
1.000 |
1.3485 |
|
1.618 |
1.3442 |
|
2.618 |
1.3373 |
|
4.250 |
1.3261 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3589 |
1.3582 |
| PP |
1.3588 |
1.3577 |
| S1 |
1.3588 |
1.3571 |
|