CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3680 |
1.3781 |
0.0101 |
0.7% |
1.3559 |
| High |
1.3795 |
1.3795 |
0.0000 |
0.0% |
1.3707 |
| Low |
1.3664 |
1.3743 |
0.0079 |
0.6% |
1.3475 |
| Close |
1.3785 |
1.3781 |
-0.0004 |
0.0% |
1.3681 |
| Range |
0.0131 |
0.0052 |
-0.0079 |
-60.3% |
0.0232 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
196,295 |
168,143 |
-28,152 |
-14.3% |
886,242 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3929 |
1.3907 |
1.3810 |
|
| R3 |
1.3877 |
1.3855 |
1.3795 |
|
| R2 |
1.3825 |
1.3825 |
1.3791 |
|
| R1 |
1.3803 |
1.3803 |
1.3786 |
1.3807 |
| PP |
1.3773 |
1.3773 |
1.3773 |
1.3775 |
| S1 |
1.3751 |
1.3751 |
1.3776 |
1.3755 |
| S2 |
1.3721 |
1.3721 |
1.3771 |
|
| S3 |
1.3669 |
1.3699 |
1.3767 |
|
| S4 |
1.3617 |
1.3647 |
1.3752 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4317 |
1.4231 |
1.3809 |
|
| R3 |
1.4085 |
1.3999 |
1.3745 |
|
| R2 |
1.3853 |
1.3853 |
1.3724 |
|
| R1 |
1.3767 |
1.3767 |
1.3702 |
1.3810 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3643 |
| S1 |
1.3535 |
1.3535 |
1.3660 |
1.3578 |
| S2 |
1.3389 |
1.3389 |
1.3638 |
|
| S3 |
1.3157 |
1.3303 |
1.3617 |
|
| S4 |
1.2925 |
1.3071 |
1.3553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3795 |
1.3518 |
0.0277 |
2.0% |
0.0087 |
0.6% |
95% |
True |
False |
167,890 |
| 10 |
1.3795 |
1.3475 |
0.0320 |
2.3% |
0.0081 |
0.6% |
96% |
True |
False |
166,526 |
| 20 |
1.3795 |
1.3474 |
0.0321 |
2.3% |
0.0079 |
0.6% |
96% |
True |
False |
164,627 |
| 40 |
1.3795 |
1.3110 |
0.0685 |
5.0% |
0.0081 |
0.6% |
98% |
True |
False |
129,064 |
| 60 |
1.3795 |
1.3110 |
0.0685 |
5.0% |
0.0081 |
0.6% |
98% |
True |
False |
86,336 |
| 80 |
1.3795 |
1.2760 |
0.1035 |
7.5% |
0.0086 |
0.6% |
99% |
True |
False |
64,847 |
| 100 |
1.3795 |
1.2760 |
0.1035 |
7.5% |
0.0085 |
0.6% |
99% |
True |
False |
51,919 |
| 120 |
1.3795 |
1.2760 |
0.1035 |
7.5% |
0.0082 |
0.6% |
99% |
True |
False |
43,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4016 |
|
2.618 |
1.3931 |
|
1.618 |
1.3879 |
|
1.000 |
1.3847 |
|
0.618 |
1.3827 |
|
HIGH |
1.3795 |
|
0.618 |
1.3775 |
|
0.500 |
1.3769 |
|
0.382 |
1.3763 |
|
LOW |
1.3743 |
|
0.618 |
1.3711 |
|
1.000 |
1.3691 |
|
1.618 |
1.3659 |
|
2.618 |
1.3607 |
|
4.250 |
1.3522 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3777 |
1.3762 |
| PP |
1.3773 |
1.3743 |
| S1 |
1.3769 |
1.3724 |
|