CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3513 |
1.3474 |
-0.0039 |
-0.3% |
1.3809 |
| High |
1.3524 |
1.3549 |
0.0025 |
0.2% |
1.3819 |
| Low |
1.3450 |
1.3469 |
0.0019 |
0.1% |
1.3480 |
| Close |
1.3475 |
1.3522 |
0.0047 |
0.3% |
1.3493 |
| Range |
0.0074 |
0.0080 |
0.0006 |
8.1% |
0.0339 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
189,195 |
185,159 |
-4,036 |
-2.1% |
1,051,699 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3753 |
1.3718 |
1.3566 |
|
| R3 |
1.3673 |
1.3638 |
1.3544 |
|
| R2 |
1.3593 |
1.3593 |
1.3537 |
|
| R1 |
1.3558 |
1.3558 |
1.3529 |
1.3576 |
| PP |
1.3513 |
1.3513 |
1.3513 |
1.3522 |
| S1 |
1.3478 |
1.3478 |
1.3515 |
1.3496 |
| S2 |
1.3433 |
1.3433 |
1.3507 |
|
| S3 |
1.3353 |
1.3398 |
1.3500 |
|
| S4 |
1.3273 |
1.3318 |
1.3478 |
|
|
| 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 |
1.3740 |
1.3442 |
0.0298 |
2.2% |
0.0103 |
0.8% |
27% |
False |
False |
208,992 |
| 10 |
1.3834 |
1.3442 |
0.0392 |
2.9% |
0.0084 |
0.6% |
20% |
False |
False |
189,407 |
| 20 |
1.3834 |
1.3442 |
0.0392 |
2.9% |
0.0082 |
0.6% |
20% |
False |
False |
177,966 |
| 40 |
1.3834 |
1.3257 |
0.0577 |
4.3% |
0.0080 |
0.6% |
46% |
False |
False |
170,003 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0081 |
0.6% |
57% |
False |
False |
117,813 |
| 80 |
1.3834 |
1.3080 |
0.0754 |
5.6% |
0.0080 |
0.6% |
59% |
False |
False |
88,486 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0087 |
0.6% |
71% |
False |
False |
70,849 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0085 |
0.6% |
71% |
False |
False |
59,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3889 |
|
2.618 |
1.3758 |
|
1.618 |
1.3678 |
|
1.000 |
1.3629 |
|
0.618 |
1.3598 |
|
HIGH |
1.3549 |
|
0.618 |
1.3518 |
|
0.500 |
1.3509 |
|
0.382 |
1.3500 |
|
LOW |
1.3469 |
|
0.618 |
1.3420 |
|
1.000 |
1.3389 |
|
1.618 |
1.3340 |
|
2.618 |
1.3260 |
|
4.250 |
1.3129 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3518 |
1.3513 |
| PP |
1.3513 |
1.3504 |
| S1 |
1.3509 |
1.3496 |
|