CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3362 |
1.3513 |
0.0151 |
1.1% |
1.3181 |
| High |
1.3547 |
1.3573 |
0.0026 |
0.2% |
1.3329 |
| Low |
1.3342 |
1.3505 |
0.0163 |
1.2% |
1.3171 |
| Close |
1.3509 |
1.3530 |
0.0021 |
0.2% |
1.3310 |
| Range |
0.0205 |
0.0068 |
-0.0137 |
-66.8% |
0.0158 |
| ATR |
0.0089 |
0.0088 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
229,827 |
224,931 |
-4,896 |
-2.1% |
502,950 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3740 |
1.3703 |
1.3567 |
|
| R3 |
1.3672 |
1.3635 |
1.3549 |
|
| R2 |
1.3604 |
1.3604 |
1.3542 |
|
| R1 |
1.3567 |
1.3567 |
1.3536 |
1.3586 |
| PP |
1.3536 |
1.3536 |
1.3536 |
1.3545 |
| S1 |
1.3499 |
1.3499 |
1.3524 |
1.3518 |
| S2 |
1.3468 |
1.3468 |
1.3518 |
|
| S3 |
1.3400 |
1.3431 |
1.3511 |
|
| S4 |
1.3332 |
1.3363 |
1.3493 |
|
|
| 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 |
1.3573 |
1.3257 |
0.0316 |
2.3% |
0.0090 |
0.7% |
86% |
True |
False |
181,868 |
| 10 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0084 |
0.6% |
91% |
True |
False |
123,561 |
| 20 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0083 |
0.6% |
91% |
True |
False |
64,294 |
| 40 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0083 |
0.6% |
91% |
True |
False |
32,505 |
| 60 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0089 |
0.7% |
95% |
True |
False |
21,766 |
| 80 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0088 |
0.7% |
95% |
True |
False |
16,365 |
| 100 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0084 |
0.6% |
95% |
True |
False |
13,098 |
| 120 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0082 |
0.6% |
95% |
True |
False |
10,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3862 |
|
2.618 |
1.3751 |
|
1.618 |
1.3683 |
|
1.000 |
1.3641 |
|
0.618 |
1.3615 |
|
HIGH |
1.3573 |
|
0.618 |
1.3547 |
|
0.500 |
1.3539 |
|
0.382 |
1.3531 |
|
LOW |
1.3505 |
|
0.618 |
1.3463 |
|
1.000 |
1.3437 |
|
1.618 |
1.3395 |
|
2.618 |
1.3327 |
|
4.250 |
1.3216 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3539 |
1.3504 |
| PP |
1.3536 |
1.3477 |
| S1 |
1.3533 |
1.3451 |
|