CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3467 |
1.3535 |
0.0068 |
0.5% |
1.3410 |
| High |
1.3501 |
1.3541 |
0.0040 |
0.3% |
1.3501 |
| Low |
1.3467 |
1.3501 |
0.0034 |
0.3% |
1.3396 |
| Close |
1.3495 |
1.3505 |
0.0010 |
0.1% |
1.3495 |
| Range |
0.0034 |
0.0040 |
0.0006 |
17.6% |
0.0105 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
11 |
3 |
-8 |
-72.7% |
61 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3636 |
1.3610 |
1.3527 |
|
| R3 |
1.3596 |
1.3570 |
1.3516 |
|
| R2 |
1.3556 |
1.3556 |
1.3512 |
|
| R1 |
1.3530 |
1.3530 |
1.3509 |
1.3523 |
| PP |
1.3516 |
1.3516 |
1.3516 |
1.3512 |
| S1 |
1.3490 |
1.3490 |
1.3501 |
1.3483 |
| S2 |
1.3476 |
1.3476 |
1.3498 |
|
| S3 |
1.3436 |
1.3450 |
1.3494 |
|
| S4 |
1.3396 |
1.3410 |
1.3483 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3779 |
1.3742 |
1.3553 |
|
| R3 |
1.3674 |
1.3637 |
1.3524 |
|
| R2 |
1.3569 |
1.3569 |
1.3514 |
|
| R1 |
1.3532 |
1.3532 |
1.3505 |
1.3551 |
| PP |
1.3464 |
1.3464 |
1.3464 |
1.3473 |
| S1 |
1.3427 |
1.3427 |
1.3485 |
1.3446 |
| S2 |
1.3359 |
1.3359 |
1.3476 |
|
| S3 |
1.3254 |
1.3322 |
1.3466 |
|
| S4 |
1.3149 |
1.3217 |
1.3437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3541 |
1.3396 |
0.0145 |
1.1% |
0.0047 |
0.3% |
75% |
True |
False |
7 |
| 10 |
1.3541 |
1.3302 |
0.0239 |
1.8% |
0.0063 |
0.5% |
85% |
True |
False |
13 |
| 20 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0052 |
0.4% |
39% |
False |
False |
14 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0036 |
0.3% |
39% |
False |
False |
8 |
| 60 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0032 |
0.2% |
54% |
False |
False |
7 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0026 |
0.2% |
54% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3711 |
|
2.618 |
1.3646 |
|
1.618 |
1.3606 |
|
1.000 |
1.3581 |
|
0.618 |
1.3566 |
|
HIGH |
1.3541 |
|
0.618 |
1.3526 |
|
0.500 |
1.3521 |
|
0.382 |
1.3516 |
|
LOW |
1.3501 |
|
0.618 |
1.3476 |
|
1.000 |
1.3461 |
|
1.618 |
1.3436 |
|
2.618 |
1.3396 |
|
4.250 |
1.3331 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3521 |
1.3499 |
| PP |
1.3516 |
1.3493 |
| S1 |
1.3510 |
1.3488 |
|