CME Euro FX (E) Future June 2014
Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.3504 |
1.3480 |
-0.0024 |
-0.2% |
1.3794 |
High |
1.3523 |
1.3480 |
-0.0043 |
-0.3% |
1.3809 |
Low |
1.3504 |
1.3480 |
-0.0024 |
-0.2% |
1.3498 |
Close |
1.3523 |
1.3480 |
-0.0043 |
-0.3% |
1.3498 |
Range |
0.0019 |
0.0000 |
-0.0019 |
-100.0% |
0.0311 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
8 |
1 |
-7 |
-87.5% |
97 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3480 |
1.3480 |
1.3480 |
|
R3 |
1.3480 |
1.3480 |
1.3480 |
|
R2 |
1.3480 |
1.3480 |
1.3480 |
|
R1 |
1.3480 |
1.3480 |
1.3480 |
1.3480 |
PP |
1.3480 |
1.3480 |
1.3480 |
1.3480 |
S1 |
1.3480 |
1.3480 |
1.3480 |
1.3480 |
S2 |
1.3480 |
1.3480 |
1.3480 |
|
S3 |
1.3480 |
1.3480 |
1.3480 |
|
S4 |
1.3480 |
1.3480 |
1.3480 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4535 |
1.4327 |
1.3669 |
|
R3 |
1.4224 |
1.4016 |
1.3584 |
|
R2 |
1.3913 |
1.3913 |
1.3555 |
|
R1 |
1.3705 |
1.3705 |
1.3527 |
1.3654 |
PP |
1.3602 |
1.3602 |
1.3602 |
1.3576 |
S1 |
1.3394 |
1.3394 |
1.3469 |
1.3343 |
S2 |
1.3291 |
1.3291 |
1.3441 |
|
S3 |
1.2980 |
1.3083 |
1.3412 |
|
S4 |
1.2669 |
1.2772 |
1.3327 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3777 |
1.3480 |
0.0297 |
2.2% |
0.0034 |
0.3% |
0% |
False |
True |
16 |
10 |
1.3820 |
1.3480 |
0.0340 |
2.5% |
0.0032 |
0.2% |
0% |
False |
True |
15 |
20 |
1.3820 |
1.3480 |
0.0340 |
2.5% |
0.0036 |
0.3% |
0% |
False |
True |
10 |
40 |
1.3820 |
1.3270 |
0.0550 |
4.1% |
0.0027 |
0.2% |
38% |
False |
False |
6 |
60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0022 |
0.2% |
51% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3480 |
2.618 |
1.3480 |
1.618 |
1.3480 |
1.000 |
1.3480 |
0.618 |
1.3480 |
HIGH |
1.3480 |
0.618 |
1.3480 |
0.500 |
1.3480 |
0.382 |
1.3480 |
LOW |
1.3480 |
0.618 |
1.3480 |
1.000 |
1.3480 |
1.618 |
1.3480 |
2.618 |
1.3480 |
4.250 |
1.3480 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3480 |
1.3502 |
PP |
1.3480 |
1.3494 |
S1 |
1.3480 |
1.3487 |
|