CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3496 |
1.3474 |
-0.0022 |
-0.2% |
1.3368 |
| High |
1.3522 |
1.3540 |
0.0018 |
0.1% |
1.3573 |
| Low |
1.3467 |
1.3464 |
-0.0003 |
0.0% |
1.3329 |
| Close |
1.3479 |
1.3525 |
0.0046 |
0.3% |
1.3524 |
| Range |
0.0055 |
0.0076 |
0.0021 |
38.2% |
0.0244 |
| ATR |
0.0082 |
0.0081 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
137,957 |
134,855 |
-3,102 |
-2.2% |
888,758 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3738 |
1.3707 |
1.3567 |
|
| R3 |
1.3662 |
1.3631 |
1.3546 |
|
| R2 |
1.3586 |
1.3586 |
1.3539 |
|
| R1 |
1.3555 |
1.3555 |
1.3532 |
1.3571 |
| PP |
1.3510 |
1.3510 |
1.3510 |
1.3517 |
| S1 |
1.3479 |
1.3479 |
1.3518 |
1.3495 |
| S2 |
1.3434 |
1.3434 |
1.3511 |
|
| S3 |
1.3358 |
1.3403 |
1.3504 |
|
| S4 |
1.3282 |
1.3327 |
1.3483 |
|
|
| 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 |
1.3464 |
0.0109 |
0.8% |
0.0063 |
0.5% |
56% |
False |
True |
163,057 |
| 10 |
1.3573 |
1.3257 |
0.0316 |
2.3% |
0.0077 |
0.6% |
85% |
False |
False |
161,353 |
| 20 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0083 |
0.6% |
90% |
False |
False |
93,501 |
| 40 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0082 |
0.6% |
90% |
False |
False |
47,191 |
| 60 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0088 |
0.6% |
94% |
False |
False |
31,588 |
| 80 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0087 |
0.6% |
94% |
False |
False |
23,743 |
| 100 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0083 |
0.6% |
94% |
False |
False |
19,000 |
| 120 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0081 |
0.6% |
94% |
False |
False |
15,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3863 |
|
2.618 |
1.3739 |
|
1.618 |
1.3663 |
|
1.000 |
1.3616 |
|
0.618 |
1.3587 |
|
HIGH |
1.3540 |
|
0.618 |
1.3511 |
|
0.500 |
1.3502 |
|
0.382 |
1.3493 |
|
LOW |
1.3464 |
|
0.618 |
1.3417 |
|
1.000 |
1.3388 |
|
1.618 |
1.3341 |
|
2.618 |
1.3265 |
|
4.250 |
1.3141 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3517 |
1.3519 |
| PP |
1.3510 |
1.3512 |
| S1 |
1.3502 |
1.3506 |
|