CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3624 |
1.3563 |
-0.0061 |
-0.4% |
1.3481 |
| High |
1.3635 |
1.3594 |
-0.0041 |
-0.3% |
1.3649 |
| Low |
1.3541 |
1.3545 |
0.0004 |
0.0% |
1.3480 |
| Close |
1.3558 |
1.3580 |
0.0022 |
0.2% |
1.3558 |
| Range |
0.0094 |
0.0049 |
-0.0045 |
-47.9% |
0.0169 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
152,800 |
110,524 |
-42,276 |
-27.7% |
894,426 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3720 |
1.3699 |
1.3607 |
|
| R3 |
1.3671 |
1.3650 |
1.3593 |
|
| R2 |
1.3622 |
1.3622 |
1.3589 |
|
| R1 |
1.3601 |
1.3601 |
1.3584 |
1.3612 |
| PP |
1.3573 |
1.3573 |
1.3573 |
1.3578 |
| S1 |
1.3552 |
1.3552 |
1.3576 |
1.3563 |
| S2 |
1.3524 |
1.3524 |
1.3571 |
|
| S3 |
1.3475 |
1.3503 |
1.3567 |
|
| S4 |
1.3426 |
1.3454 |
1.3553 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4069 |
1.3983 |
1.3651 |
|
| R3 |
1.3900 |
1.3814 |
1.3604 |
|
| R2 |
1.3731 |
1.3731 |
1.3589 |
|
| R1 |
1.3645 |
1.3645 |
1.3573 |
1.3688 |
| PP |
1.3562 |
1.3562 |
1.3562 |
1.3584 |
| S1 |
1.3476 |
1.3476 |
1.3543 |
1.3519 |
| S2 |
1.3393 |
1.3393 |
1.3527 |
|
| S3 |
1.3224 |
1.3307 |
1.3512 |
|
| S4 |
1.3055 |
1.3138 |
1.3465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3649 |
1.3507 |
0.0142 |
1.0% |
0.0077 |
0.6% |
51% |
False |
False |
169,218 |
| 10 |
1.3649 |
1.3464 |
0.0185 |
1.4% |
0.0074 |
0.5% |
63% |
False |
False |
156,837 |
| 20 |
1.3649 |
1.3235 |
0.0414 |
3.0% |
0.0075 |
0.6% |
83% |
False |
False |
153,791 |
| 40 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0080 |
0.6% |
87% |
False |
False |
79,484 |
| 60 |
1.3649 |
1.3008 |
0.0641 |
4.7% |
0.0080 |
0.6% |
89% |
False |
False |
53,137 |
| 80 |
1.3649 |
1.2760 |
0.0889 |
6.5% |
0.0087 |
0.6% |
92% |
False |
False |
39,926 |
| 100 |
1.3649 |
1.2760 |
0.0889 |
6.5% |
0.0084 |
0.6% |
92% |
False |
False |
31,953 |
| 120 |
1.3649 |
1.2760 |
0.0889 |
6.5% |
0.0080 |
0.6% |
92% |
False |
False |
26,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3802 |
|
2.618 |
1.3722 |
|
1.618 |
1.3673 |
|
1.000 |
1.3643 |
|
0.618 |
1.3624 |
|
HIGH |
1.3594 |
|
0.618 |
1.3575 |
|
0.500 |
1.3570 |
|
0.382 |
1.3564 |
|
LOW |
1.3545 |
|
0.618 |
1.3515 |
|
1.000 |
1.3496 |
|
1.618 |
1.3466 |
|
2.618 |
1.3417 |
|
4.250 |
1.3337 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3577 |
1.3595 |
| PP |
1.3573 |
1.3590 |
| S1 |
1.3570 |
1.3585 |
|