CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3590 |
1.3490 |
-0.0100 |
-0.7% |
1.3809 |
| High |
1.3592 |
1.3526 |
-0.0066 |
-0.5% |
1.3819 |
| Low |
1.3480 |
1.3442 |
-0.0038 |
-0.3% |
1.3480 |
| Close |
1.3493 |
1.3518 |
0.0025 |
0.2% |
1.3493 |
| Range |
0.0112 |
0.0084 |
-0.0028 |
-25.0% |
0.0339 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
241,421 |
142,687 |
-98,734 |
-40.9% |
1,051,699 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3747 |
1.3717 |
1.3564 |
|
| R3 |
1.3663 |
1.3633 |
1.3541 |
|
| R2 |
1.3579 |
1.3579 |
1.3533 |
|
| R1 |
1.3549 |
1.3549 |
1.3526 |
1.3564 |
| PP |
1.3495 |
1.3495 |
1.3495 |
1.3503 |
| S1 |
1.3465 |
1.3465 |
1.3510 |
1.3480 |
| S2 |
1.3411 |
1.3411 |
1.3503 |
|
| S3 |
1.3327 |
1.3381 |
1.3495 |
|
| S4 |
1.3243 |
1.3297 |
1.3472 |
|
|
| 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 |
1.3815 |
1.3442 |
0.0373 |
2.8% |
0.0105 |
0.8% |
20% |
False |
True |
217,711 |
| 10 |
1.3834 |
1.3442 |
0.0392 |
2.9% |
0.0087 |
0.6% |
19% |
False |
True |
188,415 |
| 20 |
1.3834 |
1.3442 |
0.0392 |
2.9% |
0.0083 |
0.6% |
19% |
False |
True |
175,834 |
| 40 |
1.3834 |
1.3235 |
0.0599 |
4.4% |
0.0079 |
0.6% |
47% |
False |
False |
164,813 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0081 |
0.6% |
56% |
False |
False |
111,601 |
| 80 |
1.3834 |
1.3008 |
0.0826 |
6.1% |
0.0081 |
0.6% |
62% |
False |
False |
83,811 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0086 |
0.6% |
71% |
False |
False |
67,108 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0084 |
0.6% |
71% |
False |
False |
55,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3883 |
|
2.618 |
1.3746 |
|
1.618 |
1.3662 |
|
1.000 |
1.3610 |
|
0.618 |
1.3578 |
|
HIGH |
1.3526 |
|
0.618 |
1.3494 |
|
0.500 |
1.3484 |
|
0.382 |
1.3474 |
|
LOW |
1.3442 |
|
0.618 |
1.3390 |
|
1.000 |
1.3358 |
|
1.618 |
1.3306 |
|
2.618 |
1.3222 |
|
4.250 |
1.3085 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3507 |
1.3591 |
| PP |
1.3495 |
1.3567 |
| S1 |
1.3484 |
1.3542 |
|