CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3474 |
1.3516 |
0.0042 |
0.3% |
1.3809 |
| High |
1.3549 |
1.3530 |
-0.0019 |
-0.1% |
1.3819 |
| Low |
1.3469 |
1.3294 |
-0.0175 |
-1.3% |
1.3480 |
| Close |
1.3522 |
1.3428 |
-0.0094 |
-0.7% |
1.3493 |
| Range |
0.0080 |
0.0236 |
0.0156 |
195.0% |
0.0339 |
| ATR |
0.0084 |
0.0095 |
0.0011 |
13.0% |
0.0000 |
| Volume |
185,159 |
437,521 |
252,362 |
136.3% |
1,051,699 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4125 |
1.4013 |
1.3558 |
|
| R3 |
1.3889 |
1.3777 |
1.3493 |
|
| R2 |
1.3653 |
1.3653 |
1.3471 |
|
| R1 |
1.3541 |
1.3541 |
1.3450 |
1.3479 |
| PP |
1.3417 |
1.3417 |
1.3417 |
1.3387 |
| S1 |
1.3305 |
1.3305 |
1.3406 |
1.3243 |
| S2 |
1.3181 |
1.3181 |
1.3385 |
|
| S3 |
1.2945 |
1.3069 |
1.3363 |
|
| S4 |
1.2709 |
1.2833 |
1.3298 |
|
|
| 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 |
1.3592 |
1.3294 |
0.0298 |
2.2% |
0.0117 |
0.9% |
45% |
False |
True |
239,196 |
| 10 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0102 |
0.8% |
25% |
False |
True |
215,484 |
| 20 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0091 |
0.7% |
25% |
False |
True |
191,985 |
| 40 |
1.3834 |
1.3257 |
0.0577 |
4.3% |
0.0084 |
0.6% |
30% |
False |
False |
178,095 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0085 |
0.6% |
44% |
False |
False |
125,095 |
| 80 |
1.3834 |
1.3080 |
0.0754 |
5.6% |
0.0082 |
0.6% |
46% |
False |
False |
93,951 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0088 |
0.7% |
62% |
False |
False |
75,224 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0086 |
0.6% |
62% |
False |
False |
62,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4533 |
|
2.618 |
1.4148 |
|
1.618 |
1.3912 |
|
1.000 |
1.3766 |
|
0.618 |
1.3676 |
|
HIGH |
1.3530 |
|
0.618 |
1.3440 |
|
0.500 |
1.3412 |
|
0.382 |
1.3384 |
|
LOW |
1.3294 |
|
0.618 |
1.3148 |
|
1.000 |
1.3058 |
|
1.618 |
1.2912 |
|
2.618 |
1.2676 |
|
4.250 |
1.2291 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3423 |
1.3426 |
| PP |
1.3417 |
1.3424 |
| S1 |
1.3412 |
1.3422 |
|