CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3531 |
1.3538 |
0.0007 |
0.1% |
1.3563 |
| High |
1.3571 |
1.3685 |
0.0114 |
0.8% |
1.3611 |
| Low |
1.3475 |
1.3518 |
0.0043 |
0.3% |
1.3488 |
| Close |
1.3535 |
1.3679 |
0.0144 |
1.1% |
1.3557 |
| Range |
0.0096 |
0.0167 |
0.0071 |
74.0% |
0.0123 |
| ATR |
0.0079 |
0.0085 |
0.0006 |
8.0% |
0.0000 |
| Volume |
208,438 |
242,596 |
34,158 |
16.4% |
755,856 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4128 |
1.4071 |
1.3771 |
|
| R3 |
1.3961 |
1.3904 |
1.3725 |
|
| R2 |
1.3794 |
1.3794 |
1.3710 |
|
| R1 |
1.3737 |
1.3737 |
1.3694 |
1.3766 |
| PP |
1.3627 |
1.3627 |
1.3627 |
1.3642 |
| S1 |
1.3570 |
1.3570 |
1.3664 |
1.3599 |
| S2 |
1.3460 |
1.3460 |
1.3648 |
|
| S3 |
1.3293 |
1.3403 |
1.3633 |
|
| S4 |
1.3126 |
1.3236 |
1.3587 |
|
|
| 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 |
1.3685 |
1.3475 |
0.0210 |
1.5% |
0.0095 |
0.7% |
97% |
True |
False |
182,250 |
| 10 |
1.3685 |
1.3475 |
0.0210 |
1.5% |
0.0085 |
0.6% |
97% |
True |
False |
166,344 |
| 20 |
1.3685 |
1.3464 |
0.0221 |
1.6% |
0.0079 |
0.6% |
97% |
True |
False |
164,302 |
| 40 |
1.3685 |
1.3110 |
0.0575 |
4.2% |
0.0081 |
0.6% |
99% |
True |
False |
114,298 |
| 60 |
1.3685 |
1.3110 |
0.0575 |
4.2% |
0.0081 |
0.6% |
99% |
True |
False |
76,437 |
| 80 |
1.3685 |
1.2760 |
0.0925 |
6.8% |
0.0086 |
0.6% |
99% |
True |
False |
57,400 |
| 100 |
1.3685 |
1.2760 |
0.0925 |
6.8% |
0.0086 |
0.6% |
99% |
True |
False |
45,952 |
| 120 |
1.3685 |
1.2760 |
0.0925 |
6.8% |
0.0083 |
0.6% |
99% |
True |
False |
38,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4395 |
|
2.618 |
1.4122 |
|
1.618 |
1.3955 |
|
1.000 |
1.3852 |
|
0.618 |
1.3788 |
|
HIGH |
1.3685 |
|
0.618 |
1.3621 |
|
0.500 |
1.3602 |
|
0.382 |
1.3582 |
|
LOW |
1.3518 |
|
0.618 |
1.3415 |
|
1.000 |
1.3351 |
|
1.618 |
1.3248 |
|
2.618 |
1.3081 |
|
4.250 |
1.2808 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3653 |
1.3646 |
| PP |
1.3627 |
1.3613 |
| S1 |
1.3602 |
1.3580 |
|