CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3516 |
1.3417 |
-0.0099 |
-0.7% |
1.3490 |
| High |
1.3530 |
1.3453 |
-0.0077 |
-0.6% |
1.3549 |
| Low |
1.3294 |
1.3318 |
0.0024 |
0.2% |
1.3294 |
| Close |
1.3428 |
1.3356 |
-0.0072 |
-0.5% |
1.3356 |
| Range |
0.0236 |
0.0135 |
-0.0101 |
-42.8% |
0.0255 |
| ATR |
0.0095 |
0.0097 |
0.0003 |
3.1% |
0.0000 |
| Volume |
437,521 |
259,995 |
-177,526 |
-40.6% |
1,214,557 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3781 |
1.3703 |
1.3430 |
|
| R3 |
1.3646 |
1.3568 |
1.3393 |
|
| R2 |
1.3511 |
1.3511 |
1.3381 |
|
| R1 |
1.3433 |
1.3433 |
1.3368 |
1.3405 |
| PP |
1.3376 |
1.3376 |
1.3376 |
1.3361 |
| S1 |
1.3298 |
1.3298 |
1.3344 |
1.3270 |
| S2 |
1.3241 |
1.3241 |
1.3331 |
|
| S3 |
1.3106 |
1.3163 |
1.3319 |
|
| S4 |
1.2971 |
1.3028 |
1.3282 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4165 |
1.4015 |
1.3496 |
|
| R3 |
1.3910 |
1.3760 |
1.3426 |
|
| R2 |
1.3655 |
1.3655 |
1.3403 |
|
| R1 |
1.3505 |
1.3505 |
1.3379 |
1.3453 |
| PP |
1.3400 |
1.3400 |
1.3400 |
1.3373 |
| S1 |
1.3250 |
1.3250 |
1.3333 |
1.3198 |
| S2 |
1.3145 |
1.3145 |
1.3309 |
|
| S3 |
1.2890 |
1.2995 |
1.3286 |
|
| S4 |
1.2635 |
1.2740 |
1.3216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3549 |
1.3294 |
0.0255 |
1.9% |
0.0122 |
0.9% |
24% |
False |
False |
242,911 |
| 10 |
1.3819 |
1.3294 |
0.0525 |
3.9% |
0.0110 |
0.8% |
12% |
False |
False |
226,625 |
| 20 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0095 |
0.7% |
11% |
False |
False |
197,161 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0086 |
0.6% |
11% |
False |
False |
179,928 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0084 |
0.6% |
34% |
False |
False |
129,420 |
| 80 |
1.3834 |
1.3101 |
0.0733 |
5.5% |
0.0083 |
0.6% |
35% |
False |
False |
97,197 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0088 |
0.7% |
55% |
False |
False |
77,822 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0087 |
0.7% |
55% |
False |
False |
64,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4027 |
|
2.618 |
1.3806 |
|
1.618 |
1.3671 |
|
1.000 |
1.3588 |
|
0.618 |
1.3536 |
|
HIGH |
1.3453 |
|
0.618 |
1.3401 |
|
0.500 |
1.3386 |
|
0.382 |
1.3370 |
|
LOW |
1.3318 |
|
0.618 |
1.3235 |
|
1.000 |
1.3183 |
|
1.618 |
1.3100 |
|
2.618 |
1.2965 |
|
4.250 |
1.2744 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3386 |
1.3422 |
| PP |
1.3376 |
1.3400 |
| S1 |
1.3366 |
1.3378 |
|