CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3417 |
1.3358 |
-0.0059 |
-0.4% |
1.3490 |
| High |
1.3453 |
1.3418 |
-0.0035 |
-0.3% |
1.3549 |
| Low |
1.3318 |
1.3346 |
0.0028 |
0.2% |
1.3294 |
| Close |
1.3356 |
1.3404 |
0.0048 |
0.4% |
1.3356 |
| Range |
0.0135 |
0.0072 |
-0.0063 |
-46.7% |
0.0255 |
| ATR |
0.0097 |
0.0096 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
259,995 |
113,866 |
-146,129 |
-56.2% |
1,214,557 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3605 |
1.3577 |
1.3444 |
|
| R3 |
1.3533 |
1.3505 |
1.3424 |
|
| R2 |
1.3461 |
1.3461 |
1.3417 |
|
| R1 |
1.3433 |
1.3433 |
1.3411 |
1.3447 |
| PP |
1.3389 |
1.3389 |
1.3389 |
1.3397 |
| S1 |
1.3361 |
1.3361 |
1.3397 |
1.3375 |
| S2 |
1.3317 |
1.3317 |
1.3391 |
|
| S3 |
1.3245 |
1.3289 |
1.3384 |
|
| S4 |
1.3173 |
1.3217 |
1.3364 |
|
|
| 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% |
0.0119 |
0.9% |
43% |
False |
False |
237,147 |
| 10 |
1.3815 |
1.3294 |
0.0521 |
3.9% |
0.0112 |
0.8% |
21% |
False |
False |
227,429 |
| 20 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0096 |
0.7% |
20% |
False |
False |
198,070 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0086 |
0.6% |
20% |
False |
False |
178,672 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0084 |
0.6% |
41% |
False |
False |
131,288 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0083 |
0.6% |
41% |
False |
False |
98,618 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0088 |
0.7% |
60% |
False |
False |
78,958 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0086 |
0.6% |
60% |
False |
False |
65,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3724 |
|
2.618 |
1.3606 |
|
1.618 |
1.3534 |
|
1.000 |
1.3490 |
|
0.618 |
1.3462 |
|
HIGH |
1.3418 |
|
0.618 |
1.3390 |
|
0.500 |
1.3382 |
|
0.382 |
1.3374 |
|
LOW |
1.3346 |
|
0.618 |
1.3302 |
|
1.000 |
1.3274 |
|
1.618 |
1.3230 |
|
2.618 |
1.3158 |
|
4.250 |
1.3040 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3397 |
1.3412 |
| PP |
1.3389 |
1.3409 |
| S1 |
1.3382 |
1.3407 |
|