CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3490 |
1.3481 |
-0.0009 |
-0.1% |
1.3539 |
| High |
1.3567 |
1.3559 |
-0.0008 |
-0.1% |
1.3567 |
| Low |
1.3477 |
1.3480 |
0.0003 |
0.0% |
1.3464 |
| Close |
1.3521 |
1.3527 |
0.0006 |
0.0% |
1.3521 |
| Range |
0.0090 |
0.0079 |
-0.0011 |
-12.2% |
0.0103 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
149,897 |
158,856 |
8,959 |
6.0% |
714,882 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3759 |
1.3722 |
1.3570 |
|
| R3 |
1.3680 |
1.3643 |
1.3549 |
|
| R2 |
1.3601 |
1.3601 |
1.3541 |
|
| R1 |
1.3564 |
1.3564 |
1.3534 |
1.3583 |
| PP |
1.3522 |
1.3522 |
1.3522 |
1.3531 |
| S1 |
1.3485 |
1.3485 |
1.3520 |
1.3504 |
| S2 |
1.3443 |
1.3443 |
1.3513 |
|
| S3 |
1.3364 |
1.3406 |
1.3505 |
|
| S4 |
1.3285 |
1.3327 |
1.3484 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3826 |
1.3777 |
1.3578 |
|
| R3 |
1.3723 |
1.3674 |
1.3549 |
|
| R2 |
1.3620 |
1.3620 |
1.3540 |
|
| R1 |
1.3571 |
1.3571 |
1.3530 |
1.3544 |
| PP |
1.3517 |
1.3517 |
1.3517 |
1.3504 |
| S1 |
1.3468 |
1.3468 |
1.3512 |
1.3441 |
| S2 |
1.3414 |
1.3414 |
1.3502 |
|
| S3 |
1.3311 |
1.3365 |
1.3493 |
|
| S4 |
1.3208 |
1.3262 |
1.3464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3567 |
1.3464 |
0.0103 |
0.8% |
0.0071 |
0.5% |
61% |
False |
False |
144,456 |
| 10 |
1.3573 |
1.3329 |
0.0244 |
1.8% |
0.0079 |
0.6% |
81% |
False |
False |
159,838 |
| 20 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0079 |
0.6% |
90% |
False |
False |
115,109 |
| 40 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0079 |
0.6% |
90% |
False |
False |
58,393 |
| 60 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0085 |
0.6% |
94% |
False |
False |
39,068 |
| 80 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0087 |
0.6% |
94% |
False |
False |
29,360 |
| 100 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0084 |
0.6% |
94% |
False |
False |
23,494 |
| 120 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0081 |
0.6% |
94% |
False |
False |
19,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3895 |
|
2.618 |
1.3766 |
|
1.618 |
1.3687 |
|
1.000 |
1.3638 |
|
0.618 |
1.3608 |
|
HIGH |
1.3559 |
|
0.618 |
1.3529 |
|
0.500 |
1.3520 |
|
0.382 |
1.3510 |
|
LOW |
1.3480 |
|
0.618 |
1.3431 |
|
1.000 |
1.3401 |
|
1.618 |
1.3352 |
|
2.618 |
1.3273 |
|
4.250 |
1.3144 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3525 |
1.3525 |
| PP |
1.3522 |
1.3523 |
| S1 |
1.3520 |
1.3521 |
|