CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3459 |
1.3493 |
0.0034 |
0.3% |
1.3358 |
| High |
1.3507 |
1.3543 |
0.0036 |
0.3% |
1.3507 |
| Low |
1.3432 |
1.3475 |
0.0043 |
0.3% |
1.3346 |
| Close |
1.3490 |
1.3500 |
0.0010 |
0.1% |
1.3490 |
| Range |
0.0075 |
0.0068 |
-0.0007 |
-9.3% |
0.0161 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
146,370 |
122,314 |
-24,056 |
-16.4% |
914,187 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3710 |
1.3673 |
1.3537 |
|
| R3 |
1.3642 |
1.3605 |
1.3519 |
|
| R2 |
1.3574 |
1.3574 |
1.3512 |
|
| R1 |
1.3537 |
1.3537 |
1.3506 |
1.3556 |
| PP |
1.3506 |
1.3506 |
1.3506 |
1.3515 |
| S1 |
1.3469 |
1.3469 |
1.3494 |
1.3488 |
| S2 |
1.3438 |
1.3438 |
1.3488 |
|
| S3 |
1.3370 |
1.3401 |
1.3481 |
|
| S4 |
1.3302 |
1.3333 |
1.3463 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3931 |
1.3871 |
1.3579 |
|
| R3 |
1.3770 |
1.3710 |
1.3534 |
|
| R2 |
1.3609 |
1.3609 |
1.3520 |
|
| R1 |
1.3549 |
1.3549 |
1.3505 |
1.3579 |
| PP |
1.3448 |
1.3448 |
1.3448 |
1.3463 |
| S1 |
1.3388 |
1.3388 |
1.3475 |
1.3418 |
| S2 |
1.3287 |
1.3287 |
1.3460 |
|
| S3 |
1.3126 |
1.3227 |
1.3446 |
|
| S4 |
1.2965 |
1.3066 |
1.3401 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3543 |
1.3359 |
0.0184 |
1.4% |
0.0085 |
0.6% |
77% |
True |
False |
184,527 |
| 10 |
1.3549 |
1.3294 |
0.0255 |
1.9% |
0.0102 |
0.8% |
81% |
False |
False |
210,837 |
| 20 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0095 |
0.7% |
38% |
False |
False |
199,626 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0086 |
0.6% |
38% |
False |
False |
179,836 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0085 |
0.6% |
54% |
False |
False |
146,554 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0084 |
0.6% |
54% |
False |
False |
110,120 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0087 |
0.6% |
69% |
False |
False |
88,164 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0087 |
0.6% |
69% |
False |
False |
73,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3832 |
|
2.618 |
1.3721 |
|
1.618 |
1.3653 |
|
1.000 |
1.3611 |
|
0.618 |
1.3585 |
|
HIGH |
1.3543 |
|
0.618 |
1.3517 |
|
0.500 |
1.3509 |
|
0.382 |
1.3501 |
|
LOW |
1.3475 |
|
0.618 |
1.3433 |
|
1.000 |
1.3407 |
|
1.618 |
1.3365 |
|
2.618 |
1.3297 |
|
4.250 |
1.3186 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3509 |
1.3494 |
| PP |
1.3506 |
1.3487 |
| S1 |
1.3503 |
1.3481 |
|