CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3358 |
1.3406 |
0.0048 |
0.4% |
1.3490 |
| High |
1.3418 |
1.3457 |
0.0039 |
0.3% |
1.3549 |
| Low |
1.3346 |
1.3359 |
0.0013 |
0.1% |
1.3294 |
| Close |
1.3404 |
1.3428 |
0.0024 |
0.2% |
1.3356 |
| Range |
0.0072 |
0.0098 |
0.0026 |
36.1% |
0.0255 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.2% |
0.0000 |
| Volume |
113,866 |
230,321 |
116,455 |
102.3% |
1,214,557 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3709 |
1.3666 |
1.3482 |
|
| R3 |
1.3611 |
1.3568 |
1.3455 |
|
| R2 |
1.3513 |
1.3513 |
1.3446 |
|
| R1 |
1.3470 |
1.3470 |
1.3437 |
1.3492 |
| PP |
1.3415 |
1.3415 |
1.3415 |
1.3425 |
| S1 |
1.3372 |
1.3372 |
1.3419 |
1.3394 |
| S2 |
1.3317 |
1.3317 |
1.3410 |
|
| S3 |
1.3219 |
1.3274 |
1.3401 |
|
| S4 |
1.3121 |
1.3176 |
1.3374 |
|
|
| 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% |
0.0124 |
0.9% |
53% |
False |
False |
245,372 |
| 10 |
1.3787 |
1.3294 |
0.0493 |
3.7% |
0.0115 |
0.9% |
27% |
False |
False |
228,665 |
| 20 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0096 |
0.7% |
25% |
False |
False |
199,183 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0087 |
0.7% |
25% |
False |
False |
181,835 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0085 |
0.6% |
44% |
False |
False |
135,115 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0083 |
0.6% |
44% |
False |
False |
101,492 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0087 |
0.6% |
62% |
False |
False |
81,254 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0086 |
0.6% |
62% |
False |
False |
67,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3874 |
|
2.618 |
1.3714 |
|
1.618 |
1.3616 |
|
1.000 |
1.3555 |
|
0.618 |
1.3518 |
|
HIGH |
1.3457 |
|
0.618 |
1.3420 |
|
0.500 |
1.3408 |
|
0.382 |
1.3396 |
|
LOW |
1.3359 |
|
0.618 |
1.3298 |
|
1.000 |
1.3261 |
|
1.618 |
1.3200 |
|
2.618 |
1.3102 |
|
4.250 |
1.2943 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3421 |
1.3415 |
| PP |
1.3415 |
1.3401 |
| S1 |
1.3408 |
1.3388 |
|