CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3563 |
1.3581 |
0.0018 |
0.1% |
1.3481 |
| High |
1.3594 |
1.3611 |
0.0017 |
0.1% |
1.3649 |
| Low |
1.3545 |
1.3560 |
0.0015 |
0.1% |
1.3480 |
| Close |
1.3580 |
1.3569 |
-0.0011 |
-0.1% |
1.3558 |
| Range |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0169 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
110,524 |
133,110 |
22,586 |
20.4% |
894,426 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3733 |
1.3702 |
1.3597 |
|
| R3 |
1.3682 |
1.3651 |
1.3583 |
|
| R2 |
1.3631 |
1.3631 |
1.3578 |
|
| R1 |
1.3600 |
1.3600 |
1.3574 |
1.3590 |
| PP |
1.3580 |
1.3580 |
1.3580 |
1.3575 |
| S1 |
1.3549 |
1.3549 |
1.3564 |
1.3539 |
| S2 |
1.3529 |
1.3529 |
1.3560 |
|
| S3 |
1.3478 |
1.3498 |
1.3555 |
|
| S4 |
1.3427 |
1.3447 |
1.3541 |
|
|
| 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% |
0.0073 |
0.5% |
44% |
False |
False |
158,477 |
| 10 |
1.3649 |
1.3464 |
0.0185 |
1.4% |
0.0074 |
0.5% |
57% |
False |
False |
156,352 |
| 20 |
1.3649 |
1.3248 |
0.0401 |
3.0% |
0.0075 |
0.6% |
80% |
False |
False |
157,334 |
| 40 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0080 |
0.6% |
85% |
False |
False |
82,788 |
| 60 |
1.3649 |
1.3062 |
0.0587 |
4.3% |
0.0079 |
0.6% |
86% |
False |
False |
55,350 |
| 80 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0087 |
0.6% |
91% |
False |
False |
41,589 |
| 100 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0084 |
0.6% |
91% |
False |
False |
33,284 |
| 120 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0080 |
0.6% |
91% |
False |
False |
27,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3828 |
|
2.618 |
1.3745 |
|
1.618 |
1.3694 |
|
1.000 |
1.3662 |
|
0.618 |
1.3643 |
|
HIGH |
1.3611 |
|
0.618 |
1.3592 |
|
0.500 |
1.3586 |
|
0.382 |
1.3579 |
|
LOW |
1.3560 |
|
0.618 |
1.3528 |
|
1.000 |
1.3509 |
|
1.618 |
1.3477 |
|
2.618 |
1.3426 |
|
4.250 |
1.3343 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3586 |
1.3588 |
| PP |
1.3580 |
1.3582 |
| S1 |
1.3575 |
1.3575 |
|