CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3674 |
1.3686 |
0.0012 |
0.1% |
1.3559 |
| High |
1.3707 |
1.3691 |
-0.0016 |
-0.1% |
1.3707 |
| Low |
1.3662 |
1.3653 |
-0.0009 |
-0.1% |
1.3475 |
| Close |
1.3681 |
1.3680 |
-0.0001 |
0.0% |
1.3681 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-15.6% |
0.0232 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
131,453 |
100,967 |
-30,486 |
-23.2% |
886,242 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3789 |
1.3772 |
1.3701 |
|
| R3 |
1.3751 |
1.3734 |
1.3690 |
|
| R2 |
1.3713 |
1.3713 |
1.3687 |
|
| R1 |
1.3696 |
1.3696 |
1.3683 |
1.3686 |
| PP |
1.3675 |
1.3675 |
1.3675 |
1.3669 |
| S1 |
1.3658 |
1.3658 |
1.3677 |
1.3648 |
| S2 |
1.3637 |
1.3637 |
1.3673 |
|
| S3 |
1.3599 |
1.3620 |
1.3670 |
|
| S4 |
1.3561 |
1.3582 |
1.3659 |
|
|
| 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% |
0.0089 |
0.6% |
88% |
False |
False |
178,303 |
| 10 |
1.3707 |
1.3475 |
0.0232 |
1.7% |
0.0079 |
0.6% |
88% |
False |
False |
163,254 |
| 20 |
1.3707 |
1.3464 |
0.0243 |
1.8% |
0.0077 |
0.6% |
89% |
False |
False |
160,045 |
| 40 |
1.3707 |
1.3110 |
0.0597 |
4.4% |
0.0079 |
0.6% |
95% |
False |
False |
120,018 |
| 60 |
1.3707 |
1.3110 |
0.0597 |
4.4% |
0.0080 |
0.6% |
95% |
False |
False |
80,285 |
| 80 |
1.3707 |
1.2760 |
0.0947 |
6.9% |
0.0085 |
0.6% |
97% |
False |
False |
60,299 |
| 100 |
1.3707 |
1.2760 |
0.0947 |
6.9% |
0.0085 |
0.6% |
97% |
False |
False |
48,276 |
| 120 |
1.3707 |
1.2760 |
0.0947 |
6.9% |
0.0083 |
0.6% |
97% |
False |
False |
40,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3853 |
|
2.618 |
1.3790 |
|
1.618 |
1.3752 |
|
1.000 |
1.3729 |
|
0.618 |
1.3714 |
|
HIGH |
1.3691 |
|
0.618 |
1.3676 |
|
0.500 |
1.3672 |
|
0.382 |
1.3668 |
|
LOW |
1.3653 |
|
0.618 |
1.3630 |
|
1.000 |
1.3615 |
|
1.618 |
1.3592 |
|
2.618 |
1.3554 |
|
4.250 |
1.3492 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3677 |
1.3658 |
| PP |
1.3675 |
1.3635 |
| S1 |
1.3672 |
1.3613 |
|