CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3337 |
1.3362 |
0.0025 |
0.2% |
1.3181 |
| High |
1.3377 |
1.3547 |
0.0170 |
1.3% |
1.3329 |
| Low |
1.3329 |
1.3342 |
0.0013 |
0.1% |
1.3171 |
| Close |
1.3362 |
1.3509 |
0.0147 |
1.1% |
1.3310 |
| Range |
0.0048 |
0.0205 |
0.0157 |
327.1% |
0.0158 |
| ATR |
0.0080 |
0.0089 |
0.0009 |
11.1% |
0.0000 |
| Volume |
103,799 |
229,827 |
126,028 |
121.4% |
502,950 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4081 |
1.4000 |
1.3622 |
|
| R3 |
1.3876 |
1.3795 |
1.3565 |
|
| R2 |
1.3671 |
1.3671 |
1.3547 |
|
| R1 |
1.3590 |
1.3590 |
1.3528 |
1.3631 |
| PP |
1.3466 |
1.3466 |
1.3466 |
1.3486 |
| S1 |
1.3385 |
1.3385 |
1.3490 |
1.3426 |
| S2 |
1.3261 |
1.3261 |
1.3471 |
|
| S3 |
1.3056 |
1.3180 |
1.3453 |
|
| S4 |
1.2851 |
1.2975 |
1.3396 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3744 |
1.3685 |
1.3397 |
|
| R3 |
1.3586 |
1.3527 |
1.3353 |
|
| R2 |
1.3428 |
1.3428 |
1.3339 |
|
| R1 |
1.3369 |
1.3369 |
1.3324 |
1.3399 |
| PP |
1.3270 |
1.3270 |
1.3270 |
1.3285 |
| S1 |
1.3211 |
1.3211 |
1.3296 |
1.3241 |
| S2 |
1.3112 |
1.3112 |
1.3281 |
|
| S3 |
1.2954 |
1.3053 |
1.3267 |
|
| S4 |
1.2796 |
1.2895 |
1.3223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3547 |
1.3257 |
0.0290 |
2.1% |
0.0090 |
0.7% |
87% |
True |
False |
159,648 |
| 10 |
1.3547 |
1.3110 |
0.0437 |
3.2% |
0.0089 |
0.7% |
91% |
True |
False |
102,368 |
| 20 |
1.3547 |
1.3110 |
0.0437 |
3.2% |
0.0085 |
0.6% |
91% |
True |
False |
53,141 |
| 40 |
1.3547 |
1.3110 |
0.0437 |
3.2% |
0.0083 |
0.6% |
91% |
True |
False |
26,891 |
| 60 |
1.3547 |
1.2760 |
0.0787 |
5.8% |
0.0089 |
0.7% |
95% |
True |
False |
18,024 |
| 80 |
1.3547 |
1.2760 |
0.0787 |
5.8% |
0.0088 |
0.6% |
95% |
True |
False |
13,553 |
| 100 |
1.3547 |
1.2760 |
0.0787 |
5.8% |
0.0084 |
0.6% |
95% |
True |
False |
10,848 |
| 120 |
1.3547 |
1.2760 |
0.0787 |
5.8% |
0.0082 |
0.6% |
95% |
True |
False |
9,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4418 |
|
2.618 |
1.4084 |
|
1.618 |
1.3879 |
|
1.000 |
1.3752 |
|
0.618 |
1.3674 |
|
HIGH |
1.3547 |
|
0.618 |
1.3469 |
|
0.500 |
1.3445 |
|
0.382 |
1.3420 |
|
LOW |
1.3342 |
|
0.618 |
1.3215 |
|
1.000 |
1.3137 |
|
1.618 |
1.3010 |
|
2.618 |
1.2805 |
|
4.250 |
1.2471 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3488 |
1.3485 |
| PP |
1.3466 |
1.3462 |
| S1 |
1.3445 |
1.3438 |
|