CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3526 |
1.3582 |
0.0056 |
0.4% |
1.3539 |
| High |
1.3610 |
1.3649 |
0.0039 |
0.3% |
1.3567 |
| Low |
1.3507 |
1.3580 |
0.0073 |
0.5% |
1.3464 |
| Close |
1.3585 |
1.3624 |
0.0039 |
0.3% |
1.3521 |
| Range |
0.0103 |
0.0069 |
-0.0034 |
-33.0% |
0.0103 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
231,215 |
164,740 |
-66,475 |
-28.8% |
714,882 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3825 |
1.3793 |
1.3662 |
|
| R3 |
1.3756 |
1.3724 |
1.3643 |
|
| R2 |
1.3687 |
1.3687 |
1.3637 |
|
| R1 |
1.3655 |
1.3655 |
1.3630 |
1.3671 |
| PP |
1.3618 |
1.3618 |
1.3618 |
1.3626 |
| S1 |
1.3586 |
1.3586 |
1.3618 |
1.3602 |
| S2 |
1.3549 |
1.3549 |
1.3611 |
|
| S3 |
1.3480 |
1.3517 |
1.3605 |
|
| S4 |
1.3411 |
1.3448 |
1.3586 |
|
|
| 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 |
1.3649 |
1.3477 |
0.0172 |
1.3% |
0.0083 |
0.6% |
85% |
True |
False |
178,304 |
| 10 |
1.3649 |
1.3464 |
0.0185 |
1.4% |
0.0072 |
0.5% |
86% |
True |
False |
162,259 |
| 20 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0078 |
0.6% |
95% |
True |
False |
142,910 |
| 40 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0080 |
0.6% |
95% |
True |
False |
72,941 |
| 60 |
1.3649 |
1.3008 |
0.0641 |
4.7% |
0.0082 |
0.6% |
96% |
True |
False |
48,759 |
| 80 |
1.3649 |
1.2760 |
0.0889 |
6.5% |
0.0087 |
0.6% |
97% |
True |
False |
36,640 |
| 100 |
1.3649 |
1.2760 |
0.0889 |
6.5% |
0.0084 |
0.6% |
97% |
True |
False |
29,321 |
| 120 |
1.3649 |
1.2760 |
0.0889 |
6.5% |
0.0082 |
0.6% |
97% |
True |
False |
24,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3942 |
|
2.618 |
1.3830 |
|
1.618 |
1.3761 |
|
1.000 |
1.3718 |
|
0.618 |
1.3692 |
|
HIGH |
1.3649 |
|
0.618 |
1.3623 |
|
0.500 |
1.3615 |
|
0.382 |
1.3606 |
|
LOW |
1.3580 |
|
0.618 |
1.3537 |
|
1.000 |
1.3511 |
|
1.618 |
1.3468 |
|
2.618 |
1.3399 |
|
4.250 |
1.3287 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3621 |
1.3609 |
| PP |
1.3618 |
1.3593 |
| S1 |
1.3615 |
1.3578 |
|