CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3739 |
1.3590 |
-0.0149 |
-1.1% |
1.3809 |
| High |
1.3740 |
1.3592 |
-0.0148 |
-1.1% |
1.3819 |
| Low |
1.3576 |
1.3480 |
-0.0096 |
-0.7% |
1.3480 |
| Close |
1.3592 |
1.3493 |
-0.0099 |
-0.7% |
1.3493 |
| Range |
0.0164 |
0.0112 |
-0.0052 |
-31.7% |
0.0339 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.5% |
0.0000 |
| Volume |
286,499 |
241,421 |
-45,078 |
-15.7% |
1,051,699 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3858 |
1.3787 |
1.3555 |
|
| R3 |
1.3746 |
1.3675 |
1.3524 |
|
| R2 |
1.3634 |
1.3634 |
1.3514 |
|
| R1 |
1.3563 |
1.3563 |
1.3503 |
1.3543 |
| PP |
1.3522 |
1.3522 |
1.3522 |
1.3511 |
| S1 |
1.3451 |
1.3451 |
1.3483 |
1.3431 |
| S2 |
1.3410 |
1.3410 |
1.3472 |
|
| S3 |
1.3298 |
1.3339 |
1.3462 |
|
| S4 |
1.3186 |
1.3227 |
1.3431 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4614 |
1.4393 |
1.3679 |
|
| R3 |
1.4275 |
1.4054 |
1.3586 |
|
| R2 |
1.3936 |
1.3936 |
1.3555 |
|
| R1 |
1.3715 |
1.3715 |
1.3524 |
1.3656 |
| PP |
1.3597 |
1.3597 |
1.3597 |
1.3568 |
| S1 |
1.3376 |
1.3376 |
1.3462 |
1.3317 |
| S2 |
1.3258 |
1.3258 |
1.3431 |
|
| S3 |
1.2919 |
1.3037 |
1.3400 |
|
| S4 |
1.2580 |
1.2698 |
1.3307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3819 |
1.3480 |
0.0339 |
2.5% |
0.0097 |
0.7% |
4% |
False |
True |
210,339 |
| 10 |
1.3834 |
1.3480 |
0.0354 |
2.6% |
0.0083 |
0.6% |
4% |
False |
True |
184,243 |
| 20 |
1.3834 |
1.3475 |
0.0359 |
2.7% |
0.0082 |
0.6% |
5% |
False |
False |
174,226 |
| 40 |
1.3834 |
1.3171 |
0.0663 |
4.9% |
0.0080 |
0.6% |
49% |
False |
False |
162,138 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0081 |
0.6% |
53% |
False |
False |
109,243 |
| 80 |
1.3834 |
1.3008 |
0.0826 |
6.1% |
0.0081 |
0.6% |
59% |
False |
False |
82,032 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0086 |
0.6% |
68% |
False |
False |
65,683 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0084 |
0.6% |
68% |
False |
False |
54,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4068 |
|
2.618 |
1.3885 |
|
1.618 |
1.3773 |
|
1.000 |
1.3704 |
|
0.618 |
1.3661 |
|
HIGH |
1.3592 |
|
0.618 |
1.3549 |
|
0.500 |
1.3536 |
|
0.382 |
1.3523 |
|
LOW |
1.3480 |
|
0.618 |
1.3411 |
|
1.000 |
1.3368 |
|
1.618 |
1.3299 |
|
2.618 |
1.3187 |
|
4.250 |
1.3004 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3536 |
1.3634 |
| PP |
1.3522 |
1.3587 |
| S1 |
1.3507 |
1.3540 |
|