CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3481 |
1.3524 |
0.0043 |
0.3% |
1.3539 |
| High |
1.3559 |
1.3591 |
0.0032 |
0.2% |
1.3567 |
| Low |
1.3480 |
1.3519 |
0.0039 |
0.3% |
1.3464 |
| Close |
1.3527 |
1.3533 |
0.0006 |
0.0% |
1.3521 |
| Range |
0.0079 |
0.0072 |
-0.0007 |
-8.9% |
0.0103 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
158,856 |
186,815 |
27,959 |
17.6% |
714,882 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3764 |
1.3720 |
1.3573 |
|
| R3 |
1.3692 |
1.3648 |
1.3553 |
|
| R2 |
1.3620 |
1.3620 |
1.3546 |
|
| R1 |
1.3576 |
1.3576 |
1.3540 |
1.3598 |
| PP |
1.3548 |
1.3548 |
1.3548 |
1.3559 |
| S1 |
1.3504 |
1.3504 |
1.3526 |
1.3526 |
| S2 |
1.3476 |
1.3476 |
1.3520 |
|
| S3 |
1.3404 |
1.3432 |
1.3513 |
|
| S4 |
1.3332 |
1.3360 |
1.3493 |
|
|
| 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 |
1.3591 |
1.3464 |
0.0127 |
0.9% |
0.0074 |
0.5% |
54% |
True |
False |
154,227 |
| 10 |
1.3591 |
1.3342 |
0.0249 |
1.8% |
0.0082 |
0.6% |
77% |
True |
False |
168,140 |
| 20 |
1.3591 |
1.3110 |
0.0481 |
3.6% |
0.0078 |
0.6% |
88% |
True |
False |
124,211 |
| 40 |
1.3591 |
1.3110 |
0.0481 |
3.6% |
0.0079 |
0.6% |
88% |
True |
False |
63,056 |
| 60 |
1.3591 |
1.2760 |
0.0831 |
6.1% |
0.0085 |
0.6% |
93% |
True |
False |
42,165 |
| 80 |
1.3591 |
1.2760 |
0.0831 |
6.1% |
0.0087 |
0.6% |
93% |
True |
False |
31,693 |
| 100 |
1.3591 |
1.2760 |
0.0831 |
6.1% |
0.0084 |
0.6% |
93% |
True |
False |
25,362 |
| 120 |
1.3591 |
1.2760 |
0.0831 |
6.1% |
0.0081 |
0.6% |
93% |
True |
False |
21,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3897 |
|
2.618 |
1.3779 |
|
1.618 |
1.3707 |
|
1.000 |
1.3663 |
|
0.618 |
1.3635 |
|
HIGH |
1.3591 |
|
0.618 |
1.3563 |
|
0.500 |
1.3555 |
|
0.382 |
1.3547 |
|
LOW |
1.3519 |
|
0.618 |
1.3475 |
|
1.000 |
1.3447 |
|
1.618 |
1.3403 |
|
2.618 |
1.3331 |
|
4.250 |
1.3213 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3555 |
1.3534 |
| PP |
1.3548 |
1.3534 |
| S1 |
1.3540 |
1.3533 |
|