CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3513 |
1.3533 |
0.0020 |
0.1% |
1.3368 |
| High |
1.3573 |
1.3552 |
-0.0021 |
-0.2% |
1.3573 |
| Low |
1.3505 |
1.3501 |
-0.0004 |
0.0% |
1.3329 |
| Close |
1.3530 |
1.3524 |
-0.0006 |
0.0% |
1.3524 |
| Range |
0.0068 |
0.0051 |
-0.0017 |
-25.0% |
0.0244 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
224,931 |
166,089 |
-58,842 |
-26.2% |
888,758 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3679 |
1.3652 |
1.3552 |
|
| R3 |
1.3628 |
1.3601 |
1.3538 |
|
| R2 |
1.3577 |
1.3577 |
1.3533 |
|
| R1 |
1.3550 |
1.3550 |
1.3529 |
1.3538 |
| PP |
1.3526 |
1.3526 |
1.3526 |
1.3520 |
| S1 |
1.3499 |
1.3499 |
1.3519 |
1.3487 |
| S2 |
1.3475 |
1.3475 |
1.3515 |
|
| S3 |
1.3424 |
1.3448 |
1.3510 |
|
| S4 |
1.3373 |
1.3397 |
1.3496 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4207 |
1.4110 |
1.3658 |
|
| R3 |
1.3963 |
1.3866 |
1.3591 |
|
| R2 |
1.3719 |
1.3719 |
1.3569 |
|
| R1 |
1.3622 |
1.3622 |
1.3546 |
1.3671 |
| PP |
1.3475 |
1.3475 |
1.3475 |
1.3500 |
| S1 |
1.3378 |
1.3378 |
1.3502 |
1.3427 |
| S2 |
1.3231 |
1.3231 |
1.3479 |
|
| S3 |
1.2987 |
1.3134 |
1.3457 |
|
| S4 |
1.2743 |
1.2890 |
1.3390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3573 |
1.3329 |
0.0244 |
1.8% |
0.0086 |
0.6% |
80% |
False |
False |
177,751 |
| 10 |
1.3573 |
1.3171 |
0.0402 |
3.0% |
0.0081 |
0.6% |
88% |
False |
False |
139,170 |
| 20 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0082 |
0.6% |
89% |
False |
False |
72,523 |
| 40 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0081 |
0.6% |
89% |
False |
False |
36,635 |
| 60 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0088 |
0.7% |
94% |
False |
False |
24,531 |
| 80 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0087 |
0.6% |
94% |
False |
False |
18,440 |
| 100 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0084 |
0.6% |
94% |
False |
False |
14,758 |
| 120 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0082 |
0.6% |
94% |
False |
False |
12,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3769 |
|
2.618 |
1.3686 |
|
1.618 |
1.3635 |
|
1.000 |
1.3603 |
|
0.618 |
1.3584 |
|
HIGH |
1.3552 |
|
0.618 |
1.3533 |
|
0.500 |
1.3527 |
|
0.382 |
1.3520 |
|
LOW |
1.3501 |
|
0.618 |
1.3469 |
|
1.000 |
1.3450 |
|
1.618 |
1.3418 |
|
2.618 |
1.3367 |
|
4.250 |
1.3284 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3527 |
1.3502 |
| PP |
1.3526 |
1.3480 |
| S1 |
1.3525 |
1.3458 |
|