CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3503 |
1.3535 |
0.0032 |
0.2% |
1.3358 |
| High |
1.3548 |
1.3582 |
0.0034 |
0.3% |
1.3507 |
| Low |
1.3488 |
1.3414 |
-0.0074 |
-0.5% |
1.3346 |
| Close |
1.3532 |
1.3420 |
-0.0112 |
-0.8% |
1.3490 |
| Range |
0.0060 |
0.0168 |
0.0108 |
180.0% |
0.0161 |
| ATR |
0.0090 |
0.0095 |
0.0006 |
6.2% |
0.0000 |
| Volume |
200,654 |
287,387 |
86,733 |
43.2% |
914,187 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3976 |
1.3866 |
1.3512 |
|
| R3 |
1.3808 |
1.3698 |
1.3466 |
|
| R2 |
1.3640 |
1.3640 |
1.3451 |
|
| R1 |
1.3530 |
1.3530 |
1.3435 |
1.3501 |
| PP |
1.3472 |
1.3472 |
1.3472 |
1.3458 |
| S1 |
1.3362 |
1.3362 |
1.3405 |
1.3333 |
| S2 |
1.3304 |
1.3304 |
1.3389 |
|
| S3 |
1.3136 |
1.3194 |
1.3374 |
|
| S4 |
1.2968 |
1.3026 |
1.3328 |
|
|
| 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 |
1.3582 |
1.3414 |
0.0168 |
1.3% |
0.0089 |
0.7% |
4% |
True |
True |
189,927 |
| 10 |
1.3582 |
1.3294 |
0.0288 |
2.1% |
0.0110 |
0.8% |
44% |
True |
False |
222,205 |
| 20 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0097 |
0.7% |
23% |
False |
False |
205,806 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0088 |
0.7% |
23% |
False |
False |
185,216 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0086 |
0.6% |
43% |
False |
False |
154,645 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0085 |
0.6% |
43% |
False |
False |
116,204 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0088 |
0.7% |
61% |
False |
False |
93,039 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0087 |
0.7% |
61% |
False |
False |
77,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4296 |
|
2.618 |
1.4022 |
|
1.618 |
1.3854 |
|
1.000 |
1.3750 |
|
0.618 |
1.3686 |
|
HIGH |
1.3582 |
|
0.618 |
1.3518 |
|
0.500 |
1.3498 |
|
0.382 |
1.3478 |
|
LOW |
1.3414 |
|
0.618 |
1.3310 |
|
1.000 |
1.3246 |
|
1.618 |
1.3142 |
|
2.618 |
1.2974 |
|
4.250 |
1.2700 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3498 |
1.3498 |
| PP |
1.3472 |
1.3472 |
| S1 |
1.3446 |
1.3446 |
|