CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3778 |
1.3801 |
0.0023 |
0.2% |
1.3686 |
| High |
1.3827 |
1.3834 |
0.0007 |
0.1% |
1.3834 |
| Low |
1.3766 |
1.3776 |
0.0010 |
0.1% |
1.3653 |
| Close |
1.3804 |
1.3807 |
0.0003 |
0.0% |
1.3807 |
| Range |
0.0061 |
0.0058 |
-0.0003 |
-4.9% |
0.0181 |
| ATR |
0.0079 |
0.0078 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
176,744 |
148,588 |
-28,156 |
-15.9% |
790,737 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3980 |
1.3951 |
1.3839 |
|
| R3 |
1.3922 |
1.3893 |
1.3823 |
|
| R2 |
1.3864 |
1.3864 |
1.3818 |
|
| R1 |
1.3835 |
1.3835 |
1.3812 |
1.3850 |
| PP |
1.3806 |
1.3806 |
1.3806 |
1.3813 |
| S1 |
1.3777 |
1.3777 |
1.3802 |
1.3792 |
| S2 |
1.3748 |
1.3748 |
1.3796 |
|
| S3 |
1.3690 |
1.3719 |
1.3791 |
|
| S4 |
1.3632 |
1.3661 |
1.3775 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4308 |
1.4238 |
1.3907 |
|
| R3 |
1.4127 |
1.4057 |
1.3857 |
|
| R2 |
1.3946 |
1.3946 |
1.3840 |
|
| R1 |
1.3876 |
1.3876 |
1.3824 |
1.3911 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3782 |
| S1 |
1.3695 |
1.3695 |
1.3790 |
1.3730 |
| S2 |
1.3584 |
1.3584 |
1.3774 |
|
| S3 |
1.3403 |
1.3514 |
1.3757 |
|
| S4 |
1.3222 |
1.3333 |
1.3707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3834 |
1.3653 |
0.0181 |
1.3% |
0.0068 |
0.5% |
85% |
True |
False |
158,147 |
| 10 |
1.3834 |
1.3475 |
0.0359 |
2.6% |
0.0080 |
0.6% |
92% |
True |
False |
167,697 |
| 20 |
1.3834 |
1.3475 |
0.0359 |
2.6% |
0.0078 |
0.6% |
92% |
True |
False |
166,363 |
| 40 |
1.3834 |
1.3110 |
0.0724 |
5.2% |
0.0079 |
0.6% |
96% |
True |
False |
137,029 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.2% |
0.0079 |
0.6% |
96% |
True |
False |
91,740 |
| 80 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0085 |
0.6% |
97% |
True |
False |
68,910 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0086 |
0.6% |
97% |
True |
False |
55,172 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0083 |
0.6% |
97% |
True |
False |
45,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4081 |
|
2.618 |
1.3986 |
|
1.618 |
1.3928 |
|
1.000 |
1.3892 |
|
0.618 |
1.3870 |
|
HIGH |
1.3834 |
|
0.618 |
1.3812 |
|
0.500 |
1.3805 |
|
0.382 |
1.3798 |
|
LOW |
1.3776 |
|
0.618 |
1.3740 |
|
1.000 |
1.3718 |
|
1.618 |
1.3682 |
|
2.618 |
1.3624 |
|
4.250 |
1.3530 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3806 |
1.3801 |
| PP |
1.3806 |
1.3795 |
| S1 |
1.3805 |
1.3789 |
|