CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3435 |
1.3483 |
0.0048 |
0.4% |
1.3490 |
| High |
1.3499 |
1.3495 |
-0.0004 |
0.0% |
1.3549 |
| Low |
1.3391 |
1.3419 |
0.0028 |
0.2% |
1.3294 |
| Close |
1.3463 |
1.3455 |
-0.0008 |
-0.1% |
1.3356 |
| Range |
0.0108 |
0.0076 |
-0.0032 |
-29.6% |
0.0255 |
| ATR |
0.0097 |
0.0095 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
230,716 |
192,914 |
-37,802 |
-16.4% |
1,214,557 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3684 |
1.3646 |
1.3497 |
|
| R3 |
1.3608 |
1.3570 |
1.3476 |
|
| R2 |
1.3532 |
1.3532 |
1.3469 |
|
| R1 |
1.3494 |
1.3494 |
1.3462 |
1.3475 |
| PP |
1.3456 |
1.3456 |
1.3456 |
1.3447 |
| S1 |
1.3418 |
1.3418 |
1.3448 |
1.3399 |
| S2 |
1.3380 |
1.3380 |
1.3441 |
|
| S3 |
1.3304 |
1.3342 |
1.3434 |
|
| S4 |
1.3228 |
1.3266 |
1.3413 |
|
|
| 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 |
1.3499 |
1.3318 |
0.0181 |
1.3% |
0.0098 |
0.7% |
76% |
False |
False |
205,562 |
| 10 |
1.3592 |
1.3294 |
0.0298 |
2.2% |
0.0108 |
0.8% |
54% |
False |
False |
222,379 |
| 20 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0092 |
0.7% |
30% |
False |
False |
197,813 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0085 |
0.6% |
30% |
False |
False |
181,057 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0085 |
0.6% |
48% |
False |
False |
142,136 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0084 |
0.6% |
48% |
False |
False |
106,781 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0087 |
0.6% |
65% |
False |
False |
85,483 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0087 |
0.6% |
65% |
False |
False |
71,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3818 |
|
2.618 |
1.3694 |
|
1.618 |
1.3618 |
|
1.000 |
1.3571 |
|
0.618 |
1.3542 |
|
HIGH |
1.3495 |
|
0.618 |
1.3466 |
|
0.500 |
1.3457 |
|
0.382 |
1.3448 |
|
LOW |
1.3419 |
|
0.618 |
1.3372 |
|
1.000 |
1.3343 |
|
1.618 |
1.3296 |
|
2.618 |
1.3220 |
|
4.250 |
1.3096 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3457 |
1.3446 |
| PP |
1.3456 |
1.3438 |
| S1 |
1.3456 |
1.3429 |
|