CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3533 |
1.3539 |
0.0006 |
0.0% |
1.3368 |
| High |
1.3552 |
1.3548 |
-0.0004 |
0.0% |
1.3573 |
| Low |
1.3501 |
1.3482 |
-0.0019 |
-0.1% |
1.3329 |
| Close |
1.3524 |
1.3498 |
-0.0026 |
-0.2% |
1.3524 |
| Range |
0.0051 |
0.0066 |
0.0015 |
29.4% |
0.0244 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
166,089 |
151,457 |
-14,632 |
-8.8% |
888,758 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3707 |
1.3669 |
1.3534 |
|
| R3 |
1.3641 |
1.3603 |
1.3516 |
|
| R2 |
1.3575 |
1.3575 |
1.3510 |
|
| R1 |
1.3537 |
1.3537 |
1.3504 |
1.3523 |
| PP |
1.3509 |
1.3509 |
1.3509 |
1.3503 |
| S1 |
1.3471 |
1.3471 |
1.3492 |
1.3457 |
| S2 |
1.3443 |
1.3443 |
1.3486 |
|
| S3 |
1.3377 |
1.3405 |
1.3480 |
|
| S4 |
1.3311 |
1.3339 |
1.3462 |
|
|
| 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% |
0.0088 |
0.6% |
69% |
False |
False |
175,220 |
| 10 |
1.3573 |
1.3235 |
0.0338 |
2.5% |
0.0076 |
0.6% |
78% |
False |
False |
150,746 |
| 20 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0082 |
0.6% |
84% |
False |
False |
79,990 |
| 40 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0082 |
0.6% |
84% |
False |
False |
40,405 |
| 60 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0088 |
0.7% |
91% |
False |
False |
27,050 |
| 80 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0087 |
0.6% |
91% |
False |
False |
20,333 |
| 100 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0084 |
0.6% |
91% |
False |
False |
16,273 |
| 120 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0082 |
0.6% |
91% |
False |
False |
13,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3829 |
|
2.618 |
1.3721 |
|
1.618 |
1.3655 |
|
1.000 |
1.3614 |
|
0.618 |
1.3589 |
|
HIGH |
1.3548 |
|
0.618 |
1.3523 |
|
0.500 |
1.3515 |
|
0.382 |
1.3507 |
|
LOW |
1.3482 |
|
0.618 |
1.3441 |
|
1.000 |
1.3416 |
|
1.618 |
1.3375 |
|
2.618 |
1.3309 |
|
4.250 |
1.3202 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3515 |
1.3528 |
| PP |
1.3509 |
1.3518 |
| S1 |
1.3504 |
1.3508 |
|