CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3529 |
1.3528 |
-0.0001 |
0.0% |
1.3563 |
| High |
1.3552 |
1.3585 |
0.0033 |
0.2% |
1.3611 |
| Low |
1.3490 |
1.3523 |
0.0033 |
0.2% |
1.3488 |
| Close |
1.3538 |
1.3557 |
0.0019 |
0.1% |
1.3557 |
| Range |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0123 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
157,153 |
156,465 |
-688 |
-0.4% |
755,856 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3741 |
1.3711 |
1.3591 |
|
| R3 |
1.3679 |
1.3649 |
1.3574 |
|
| R2 |
1.3617 |
1.3617 |
1.3568 |
|
| R1 |
1.3587 |
1.3587 |
1.3563 |
1.3602 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3563 |
| S1 |
1.3525 |
1.3525 |
1.3551 |
1.3540 |
| S2 |
1.3493 |
1.3493 |
1.3546 |
|
| S3 |
1.3431 |
1.3463 |
1.3540 |
|
| S4 |
1.3369 |
1.3401 |
1.3523 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3921 |
1.3862 |
1.3625 |
|
| R3 |
1.3798 |
1.3739 |
1.3591 |
|
| R2 |
1.3675 |
1.3675 |
1.3580 |
|
| R1 |
1.3616 |
1.3616 |
1.3568 |
1.3584 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3536 |
| S1 |
1.3493 |
1.3493 |
1.3546 |
1.3461 |
| S2 |
1.3429 |
1.3429 |
1.3534 |
|
| S3 |
1.3306 |
1.3370 |
1.3523 |
|
| S4 |
1.3183 |
1.3247 |
1.3489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3611 |
1.3488 |
0.0123 |
0.9% |
0.0069 |
0.5% |
56% |
False |
False |
151,171 |
| 10 |
1.3649 |
1.3480 |
0.0169 |
1.2% |
0.0076 |
0.6% |
46% |
False |
False |
165,028 |
| 20 |
1.3649 |
1.3329 |
0.0320 |
2.4% |
0.0077 |
0.6% |
71% |
False |
False |
162,696 |
| 40 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0079 |
0.6% |
83% |
False |
False |
95,549 |
| 60 |
1.3649 |
1.3101 |
0.0548 |
4.0% |
0.0079 |
0.6% |
83% |
False |
False |
63,876 |
| 80 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0086 |
0.6% |
90% |
False |
False |
47,987 |
| 100 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0086 |
0.6% |
90% |
False |
False |
38,405 |
| 120 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0081 |
0.6% |
90% |
False |
False |
32,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3849 |
|
2.618 |
1.3747 |
|
1.618 |
1.3685 |
|
1.000 |
1.3647 |
|
0.618 |
1.3623 |
|
HIGH |
1.3585 |
|
0.618 |
1.3561 |
|
0.500 |
1.3554 |
|
0.382 |
1.3547 |
|
LOW |
1.3523 |
|
0.618 |
1.3485 |
|
1.000 |
1.3461 |
|
1.618 |
1.3423 |
|
2.618 |
1.3361 |
|
4.250 |
1.3260 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3556 |
1.3554 |
| PP |
1.3555 |
1.3551 |
| S1 |
1.3554 |
1.3549 |
|