CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3474 |
1.3526 |
0.0052 |
0.4% |
1.3368 |
| High |
1.3540 |
1.3529 |
-0.0011 |
-0.1% |
1.3573 |
| Low |
1.3464 |
1.3474 |
0.0010 |
0.1% |
1.3329 |
| Close |
1.3525 |
1.3490 |
-0.0035 |
-0.3% |
1.3524 |
| Range |
0.0076 |
0.0055 |
-0.0021 |
-27.6% |
0.0244 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
134,855 |
140,716 |
5,861 |
4.3% |
888,758 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3663 |
1.3631 |
1.3520 |
|
| R3 |
1.3608 |
1.3576 |
1.3505 |
|
| R2 |
1.3553 |
1.3553 |
1.3500 |
|
| R1 |
1.3521 |
1.3521 |
1.3495 |
1.3510 |
| PP |
1.3498 |
1.3498 |
1.3498 |
1.3492 |
| S1 |
1.3466 |
1.3466 |
1.3485 |
1.3455 |
| S2 |
1.3443 |
1.3443 |
1.3480 |
|
| S3 |
1.3388 |
1.3411 |
1.3475 |
|
| S4 |
1.3333 |
1.3356 |
1.3460 |
|
|
| 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 |
1.3552 |
1.3464 |
0.0088 |
0.7% |
0.0061 |
0.4% |
30% |
False |
False |
146,214 |
| 10 |
1.3573 |
1.3257 |
0.0316 |
2.3% |
0.0075 |
0.6% |
74% |
False |
False |
164,041 |
| 20 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0081 |
0.6% |
82% |
False |
False |
100,410 |
| 40 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0080 |
0.6% |
82% |
False |
False |
50,698 |
| 60 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0087 |
0.6% |
90% |
False |
False |
33,931 |
| 80 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0087 |
0.6% |
90% |
False |
False |
25,501 |
| 100 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0083 |
0.6% |
90% |
False |
False |
20,407 |
| 120 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0081 |
0.6% |
90% |
False |
False |
17,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3763 |
|
2.618 |
1.3673 |
|
1.618 |
1.3618 |
|
1.000 |
1.3584 |
|
0.618 |
1.3563 |
|
HIGH |
1.3529 |
|
0.618 |
1.3508 |
|
0.500 |
1.3502 |
|
0.382 |
1.3495 |
|
LOW |
1.3474 |
|
0.618 |
1.3440 |
|
1.000 |
1.3419 |
|
1.618 |
1.3385 |
|
2.618 |
1.3330 |
|
4.250 |
1.3240 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3502 |
1.3502 |
| PP |
1.3498 |
1.3498 |
| S1 |
1.3494 |
1.3494 |
|