CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3562 |
1.3531 |
-0.0031 |
-0.2% |
1.3563 |
| High |
1.3580 |
1.3571 |
-0.0009 |
-0.1% |
1.3611 |
| Low |
1.3482 |
1.3475 |
-0.0007 |
-0.1% |
1.3488 |
| Close |
1.3523 |
1.3535 |
0.0012 |
0.1% |
1.3557 |
| Range |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0123 |
| ATR |
0.0077 |
0.0079 |
0.0001 |
1.7% |
0.0000 |
| Volume |
208,065 |
208,438 |
373 |
0.2% |
755,856 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3815 |
1.3771 |
1.3588 |
|
| R3 |
1.3719 |
1.3675 |
1.3561 |
|
| R2 |
1.3623 |
1.3623 |
1.3553 |
|
| R1 |
1.3579 |
1.3579 |
1.3544 |
1.3601 |
| PP |
1.3527 |
1.3527 |
1.3527 |
1.3538 |
| S1 |
1.3483 |
1.3483 |
1.3526 |
1.3505 |
| S2 |
1.3431 |
1.3431 |
1.3517 |
|
| S3 |
1.3335 |
1.3387 |
1.3509 |
|
| S4 |
1.3239 |
1.3291 |
1.3482 |
|
|
| 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 |
1.3602 |
1.3475 |
0.0127 |
0.9% |
0.0074 |
0.5% |
47% |
False |
True |
165,162 |
| 10 |
1.3649 |
1.3475 |
0.0174 |
1.3% |
0.0076 |
0.6% |
34% |
False |
True |
158,558 |
| 20 |
1.3649 |
1.3464 |
0.0185 |
1.4% |
0.0074 |
0.5% |
38% |
False |
False |
163,418 |
| 40 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0079 |
0.6% |
79% |
False |
False |
108,280 |
| 60 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0080 |
0.6% |
79% |
False |
False |
72,400 |
| 80 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0085 |
0.6% |
87% |
False |
False |
54,372 |
| 100 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0085 |
0.6% |
87% |
False |
False |
43,526 |
| 120 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0082 |
0.6% |
87% |
False |
False |
36,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3979 |
|
2.618 |
1.3822 |
|
1.618 |
1.3726 |
|
1.000 |
1.3667 |
|
0.618 |
1.3630 |
|
HIGH |
1.3571 |
|
0.618 |
1.3534 |
|
0.500 |
1.3523 |
|
0.382 |
1.3512 |
|
LOW |
1.3475 |
|
0.618 |
1.3416 |
|
1.000 |
1.3379 |
|
1.618 |
1.3320 |
|
2.618 |
1.3224 |
|
4.250 |
1.3067 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3531 |
1.3539 |
| PP |
1.3527 |
1.3537 |
| S1 |
1.3523 |
1.3536 |
|