CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3559 |
1.3562 |
0.0003 |
0.0% |
1.3563 |
| High |
1.3602 |
1.3580 |
-0.0022 |
-0.2% |
1.3611 |
| Low |
1.3548 |
1.3482 |
-0.0066 |
-0.5% |
1.3488 |
| Close |
1.3580 |
1.3523 |
-0.0057 |
-0.4% |
1.3557 |
| Range |
0.0054 |
0.0098 |
0.0044 |
81.5% |
0.0123 |
| ATR |
0.0076 |
0.0077 |
0.0002 |
2.1% |
0.0000 |
| Volume |
95,690 |
208,065 |
112,375 |
117.4% |
755,856 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3822 |
1.3771 |
1.3577 |
|
| R3 |
1.3724 |
1.3673 |
1.3550 |
|
| R2 |
1.3626 |
1.3626 |
1.3541 |
|
| R1 |
1.3575 |
1.3575 |
1.3532 |
1.3552 |
| PP |
1.3528 |
1.3528 |
1.3528 |
1.3517 |
| S1 |
1.3477 |
1.3477 |
1.3514 |
1.3454 |
| S2 |
1.3430 |
1.3430 |
1.3505 |
|
| S3 |
1.3332 |
1.3379 |
1.3496 |
|
| S4 |
1.3234 |
1.3281 |
1.3469 |
|
|
| 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 |
1.3609 |
1.3482 |
0.0127 |
0.9% |
0.0079 |
0.6% |
32% |
False |
True |
163,195 |
| 10 |
1.3649 |
1.3482 |
0.0167 |
1.2% |
0.0076 |
0.6% |
25% |
False |
True |
160,836 |
| 20 |
1.3649 |
1.3342 |
0.0307 |
2.3% |
0.0079 |
0.6% |
59% |
False |
False |
164,488 |
| 40 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0080 |
0.6% |
77% |
False |
False |
103,081 |
| 60 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0079 |
0.6% |
77% |
False |
False |
68,929 |
| 80 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0085 |
0.6% |
86% |
False |
False |
51,772 |
| 100 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0085 |
0.6% |
86% |
False |
False |
41,442 |
| 120 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0082 |
0.6% |
86% |
False |
False |
34,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3997 |
|
2.618 |
1.3837 |
|
1.618 |
1.3739 |
|
1.000 |
1.3678 |
|
0.618 |
1.3641 |
|
HIGH |
1.3580 |
|
0.618 |
1.3543 |
|
0.500 |
1.3531 |
|
0.382 |
1.3519 |
|
LOW |
1.3482 |
|
0.618 |
1.3421 |
|
1.000 |
1.3384 |
|
1.618 |
1.3323 |
|
2.618 |
1.3225 |
|
4.250 |
1.3066 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3531 |
1.3542 |
| PP |
1.3528 |
1.3536 |
| S1 |
1.3526 |
1.3529 |
|