CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3747 |
1.3739 |
-0.0008 |
-0.1% |
1.3686 |
| High |
1.3787 |
1.3740 |
-0.0047 |
-0.3% |
1.3834 |
| Low |
1.3697 |
1.3576 |
-0.0121 |
-0.9% |
1.3653 |
| Close |
1.3728 |
1.3592 |
-0.0136 |
-1.0% |
1.3807 |
| Range |
0.0090 |
0.0164 |
0.0074 |
82.2% |
0.0181 |
| ATR |
0.0076 |
0.0083 |
0.0006 |
8.2% |
0.0000 |
| Volume |
199,993 |
286,499 |
86,506 |
43.3% |
790,737 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4128 |
1.4024 |
1.3682 |
|
| R3 |
1.3964 |
1.3860 |
1.3637 |
|
| R2 |
1.3800 |
1.3800 |
1.3622 |
|
| R1 |
1.3696 |
1.3696 |
1.3607 |
1.3666 |
| PP |
1.3636 |
1.3636 |
1.3636 |
1.3621 |
| S1 |
1.3532 |
1.3532 |
1.3577 |
1.3502 |
| S2 |
1.3472 |
1.3472 |
1.3562 |
|
| S3 |
1.3308 |
1.3368 |
1.3547 |
|
| S4 |
1.3144 |
1.3204 |
1.3502 |
|
|
| 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 |
1.3576 |
0.0258 |
1.9% |
0.0086 |
0.6% |
6% |
False |
True |
191,773 |
| 10 |
1.3834 |
1.3576 |
0.0258 |
1.9% |
0.0076 |
0.6% |
6% |
False |
True |
173,246 |
| 20 |
1.3834 |
1.3475 |
0.0359 |
2.6% |
0.0081 |
0.6% |
33% |
False |
False |
169,795 |
| 40 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0079 |
0.6% |
67% |
False |
False |
156,353 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0080 |
0.6% |
67% |
False |
False |
105,226 |
| 80 |
1.3834 |
1.3008 |
0.0826 |
6.1% |
0.0082 |
0.6% |
71% |
False |
False |
79,018 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0086 |
0.6% |
77% |
False |
False |
63,271 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0084 |
0.6% |
77% |
False |
False |
52,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4437 |
|
2.618 |
1.4169 |
|
1.618 |
1.4005 |
|
1.000 |
1.3904 |
|
0.618 |
1.3841 |
|
HIGH |
1.3740 |
|
0.618 |
1.3677 |
|
0.500 |
1.3658 |
|
0.382 |
1.3639 |
|
LOW |
1.3576 |
|
0.618 |
1.3475 |
|
1.000 |
1.3412 |
|
1.618 |
1.3311 |
|
2.618 |
1.3147 |
|
4.250 |
1.2879 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3658 |
1.3696 |
| PP |
1.3636 |
1.3661 |
| S1 |
1.3614 |
1.3627 |
|