CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3781 |
1.3778 |
-0.0003 |
0.0% |
1.3559 |
| High |
1.3795 |
1.3827 |
0.0032 |
0.2% |
1.3707 |
| Low |
1.3743 |
1.3766 |
0.0023 |
0.2% |
1.3475 |
| Close |
1.3781 |
1.3804 |
0.0023 |
0.2% |
1.3681 |
| Range |
0.0052 |
0.0061 |
0.0009 |
17.3% |
0.0232 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
168,143 |
176,744 |
8,601 |
5.1% |
886,242 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3982 |
1.3954 |
1.3838 |
|
| R3 |
1.3921 |
1.3893 |
1.3821 |
|
| R2 |
1.3860 |
1.3860 |
1.3815 |
|
| R1 |
1.3832 |
1.3832 |
1.3810 |
1.3846 |
| PP |
1.3799 |
1.3799 |
1.3799 |
1.3806 |
| S1 |
1.3771 |
1.3771 |
1.3798 |
1.3785 |
| S2 |
1.3738 |
1.3738 |
1.3793 |
|
| S3 |
1.3677 |
1.3710 |
1.3787 |
|
| S4 |
1.3616 |
1.3649 |
1.3770 |
|
|
| 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 |
1.3827 |
1.3653 |
0.0174 |
1.3% |
0.0065 |
0.5% |
87% |
True |
False |
154,720 |
| 10 |
1.3827 |
1.3475 |
0.0352 |
2.5% |
0.0080 |
0.6% |
93% |
True |
False |
168,485 |
| 20 |
1.3827 |
1.3475 |
0.0352 |
2.5% |
0.0080 |
0.6% |
93% |
True |
False |
166,428 |
| 40 |
1.3827 |
1.3110 |
0.0717 |
5.2% |
0.0080 |
0.6% |
97% |
True |
False |
133,419 |
| 60 |
1.3827 |
1.3110 |
0.0717 |
5.2% |
0.0080 |
0.6% |
97% |
True |
False |
89,275 |
| 80 |
1.3827 |
1.2760 |
0.1067 |
7.7% |
0.0085 |
0.6% |
98% |
True |
False |
67,055 |
| 100 |
1.3827 |
1.2760 |
0.1067 |
7.7% |
0.0086 |
0.6% |
98% |
True |
False |
53,687 |
| 120 |
1.3827 |
1.2760 |
0.1067 |
7.7% |
0.0083 |
0.6% |
98% |
True |
False |
44,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4086 |
|
2.618 |
1.3987 |
|
1.618 |
1.3926 |
|
1.000 |
1.3888 |
|
0.618 |
1.3865 |
|
HIGH |
1.3827 |
|
0.618 |
1.3804 |
|
0.500 |
1.3797 |
|
0.382 |
1.3789 |
|
LOW |
1.3766 |
|
0.618 |
1.3728 |
|
1.000 |
1.3705 |
|
1.618 |
1.3667 |
|
2.618 |
1.3606 |
|
4.250 |
1.3507 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3802 |
1.3785 |
| PP |
1.3799 |
1.3765 |
| S1 |
1.3797 |
1.3746 |
|