CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3539 |
1.3496 |
-0.0043 |
-0.3% |
1.3368 |
| High |
1.3548 |
1.3522 |
-0.0026 |
-0.2% |
1.3573 |
| Low |
1.3482 |
1.3467 |
-0.0015 |
-0.1% |
1.3329 |
| Close |
1.3498 |
1.3479 |
-0.0019 |
-0.1% |
1.3524 |
| Range |
0.0066 |
0.0055 |
-0.0011 |
-16.7% |
0.0244 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
151,457 |
137,957 |
-13,500 |
-8.9% |
888,758 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3654 |
1.3622 |
1.3509 |
|
| R3 |
1.3599 |
1.3567 |
1.3494 |
|
| R2 |
1.3544 |
1.3544 |
1.3489 |
|
| R1 |
1.3512 |
1.3512 |
1.3484 |
1.3501 |
| PP |
1.3489 |
1.3489 |
1.3489 |
1.3484 |
| S1 |
1.3457 |
1.3457 |
1.3474 |
1.3446 |
| S2 |
1.3434 |
1.3434 |
1.3469 |
|
| S3 |
1.3379 |
1.3402 |
1.3464 |
|
| S4 |
1.3324 |
1.3347 |
1.3449 |
|
|
| 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 |
1.3342 |
0.0231 |
1.7% |
0.0089 |
0.7% |
59% |
False |
False |
182,052 |
| 10 |
1.3573 |
1.3248 |
0.0325 |
2.4% |
0.0077 |
0.6% |
71% |
False |
False |
158,316 |
| 20 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0083 |
0.6% |
80% |
False |
False |
86,819 |
| 40 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0082 |
0.6% |
80% |
False |
False |
43,840 |
| 60 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0088 |
0.6% |
88% |
False |
False |
29,343 |
| 80 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0088 |
0.6% |
88% |
False |
False |
22,057 |
| 100 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0083 |
0.6% |
88% |
False |
False |
17,652 |
| 120 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0081 |
0.6% |
88% |
False |
False |
14,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3756 |
|
2.618 |
1.3666 |
|
1.618 |
1.3611 |
|
1.000 |
1.3577 |
|
0.618 |
1.3556 |
|
HIGH |
1.3522 |
|
0.618 |
1.3501 |
|
0.500 |
1.3495 |
|
0.382 |
1.3488 |
|
LOW |
1.3467 |
|
0.618 |
1.3433 |
|
1.000 |
1.3412 |
|
1.618 |
1.3378 |
|
2.618 |
1.3323 |
|
4.250 |
1.3233 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3495 |
1.3510 |
| PP |
1.3489 |
1.3499 |
| S1 |
1.3484 |
1.3489 |
|