CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3538 |
1.3674 |
0.0136 |
1.0% |
1.3559 |
| High |
1.3685 |
1.3707 |
0.0022 |
0.2% |
1.3707 |
| Low |
1.3518 |
1.3662 |
0.0144 |
1.1% |
1.3475 |
| Close |
1.3679 |
1.3681 |
0.0002 |
0.0% |
1.3681 |
| Range |
0.0167 |
0.0045 |
-0.0122 |
-73.1% |
0.0232 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
242,596 |
131,453 |
-111,143 |
-45.8% |
886,242 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3818 |
1.3795 |
1.3706 |
|
| R3 |
1.3773 |
1.3750 |
1.3693 |
|
| R2 |
1.3728 |
1.3728 |
1.3689 |
|
| R1 |
1.3705 |
1.3705 |
1.3685 |
1.3717 |
| PP |
1.3683 |
1.3683 |
1.3683 |
1.3689 |
| S1 |
1.3660 |
1.3660 |
1.3677 |
1.3672 |
| S2 |
1.3638 |
1.3638 |
1.3673 |
|
| S3 |
1.3593 |
1.3615 |
1.3669 |
|
| S4 |
1.3548 |
1.3570 |
1.3656 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4317 |
1.4231 |
1.3809 |
|
| R3 |
1.4085 |
1.3999 |
1.3745 |
|
| R2 |
1.3853 |
1.3853 |
1.3724 |
|
| R1 |
1.3767 |
1.3767 |
1.3702 |
1.3810 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3643 |
| S1 |
1.3535 |
1.3535 |
1.3660 |
1.3578 |
| S2 |
1.3389 |
1.3389 |
1.3638 |
|
| S3 |
1.3157 |
1.3303 |
1.3617 |
|
| S4 |
1.2925 |
1.3071 |
1.3553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3707 |
1.3475 |
0.0232 |
1.7% |
0.0092 |
0.7% |
89% |
True |
False |
177,248 |
| 10 |
1.3707 |
1.3475 |
0.0232 |
1.7% |
0.0081 |
0.6% |
89% |
True |
False |
164,209 |
| 20 |
1.3707 |
1.3464 |
0.0243 |
1.8% |
0.0078 |
0.6% |
89% |
True |
False |
162,570 |
| 40 |
1.3707 |
1.3110 |
0.0597 |
4.4% |
0.0080 |
0.6% |
96% |
True |
False |
117,547 |
| 60 |
1.3707 |
1.3110 |
0.0597 |
4.4% |
0.0080 |
0.6% |
96% |
True |
False |
78,613 |
| 80 |
1.3707 |
1.2760 |
0.0947 |
6.9% |
0.0086 |
0.6% |
97% |
True |
False |
59,041 |
| 100 |
1.3707 |
1.2760 |
0.0947 |
6.9% |
0.0086 |
0.6% |
97% |
True |
False |
47,266 |
| 120 |
1.3707 |
1.2760 |
0.0947 |
6.9% |
0.0083 |
0.6% |
97% |
True |
False |
39,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3898 |
|
2.618 |
1.3825 |
|
1.618 |
1.3780 |
|
1.000 |
1.3752 |
|
0.618 |
1.3735 |
|
HIGH |
1.3707 |
|
0.618 |
1.3690 |
|
0.500 |
1.3685 |
|
0.382 |
1.3679 |
|
LOW |
1.3662 |
|
0.618 |
1.3634 |
|
1.000 |
1.3617 |
|
1.618 |
1.3589 |
|
2.618 |
1.3544 |
|
4.250 |
1.3471 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3685 |
1.3651 |
| PP |
1.3683 |
1.3621 |
| S1 |
1.3682 |
1.3591 |
|