CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3493 |
1.3503 |
0.0010 |
0.1% |
1.3358 |
| High |
1.3543 |
1.3548 |
0.0005 |
0.0% |
1.3507 |
| Low |
1.3475 |
1.3488 |
0.0013 |
0.1% |
1.3346 |
| Close |
1.3500 |
1.3532 |
0.0032 |
0.2% |
1.3490 |
| Range |
0.0068 |
0.0060 |
-0.0008 |
-11.8% |
0.0161 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
122,314 |
200,654 |
78,340 |
64.0% |
914,187 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3703 |
1.3677 |
1.3565 |
|
| R3 |
1.3643 |
1.3617 |
1.3549 |
|
| R2 |
1.3583 |
1.3583 |
1.3543 |
|
| R1 |
1.3557 |
1.3557 |
1.3538 |
1.3570 |
| PP |
1.3523 |
1.3523 |
1.3523 |
1.3529 |
| S1 |
1.3497 |
1.3497 |
1.3527 |
1.3510 |
| S2 |
1.3463 |
1.3463 |
1.3521 |
|
| S3 |
1.3403 |
1.3437 |
1.3516 |
|
| S4 |
1.3343 |
1.3377 |
1.3499 |
|
|
| 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 |
1.3548 |
1.3391 |
0.0157 |
1.2% |
0.0077 |
0.6% |
90% |
True |
False |
178,593 |
| 10 |
1.3549 |
1.3294 |
0.0255 |
1.9% |
0.0101 |
0.7% |
93% |
False |
False |
211,983 |
| 20 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0091 |
0.7% |
44% |
False |
False |
199,844 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0086 |
0.6% |
44% |
False |
False |
181,403 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0085 |
0.6% |
58% |
False |
False |
149,875 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0084 |
0.6% |
58% |
False |
False |
112,621 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0087 |
0.6% |
72% |
False |
False |
90,167 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0087 |
0.6% |
72% |
False |
False |
75,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3803 |
|
2.618 |
1.3705 |
|
1.618 |
1.3645 |
|
1.000 |
1.3608 |
|
0.618 |
1.3585 |
|
HIGH |
1.3548 |
|
0.618 |
1.3525 |
|
0.500 |
1.3518 |
|
0.382 |
1.3511 |
|
LOW |
1.3488 |
|
0.618 |
1.3451 |
|
1.000 |
1.3428 |
|
1.618 |
1.3391 |
|
2.618 |
1.3331 |
|
4.250 |
1.3233 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3527 |
1.3518 |
| PP |
1.3523 |
1.3504 |
| S1 |
1.3518 |
1.3490 |
|