CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3477 |
1.3554 |
0.0077 |
0.6% |
1.3493 |
| High |
1.3560 |
1.3560 |
0.0000 |
0.0% |
1.3582 |
| Low |
1.3461 |
1.3490 |
0.0029 |
0.2% |
1.3400 |
| Close |
1.3551 |
1.3516 |
-0.0035 |
-0.3% |
1.3551 |
| Range |
0.0099 |
0.0070 |
-0.0029 |
-29.3% |
0.0182 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
151,394 |
136,897 |
-14,497 |
-9.6% |
991,790 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3732 |
1.3694 |
1.3555 |
|
| R3 |
1.3662 |
1.3624 |
1.3535 |
|
| R2 |
1.3592 |
1.3592 |
1.3529 |
|
| R1 |
1.3554 |
1.3554 |
1.3522 |
1.3538 |
| PP |
1.3522 |
1.3522 |
1.3522 |
1.3514 |
| S1 |
1.3484 |
1.3484 |
1.3510 |
1.3468 |
| S2 |
1.3452 |
1.3452 |
1.3503 |
|
| S3 |
1.3382 |
1.3414 |
1.3497 |
|
| S4 |
1.3312 |
1.3344 |
1.3478 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4057 |
1.3986 |
1.3651 |
|
| R3 |
1.3875 |
1.3804 |
1.3601 |
|
| R2 |
1.3693 |
1.3693 |
1.3584 |
|
| R1 |
1.3622 |
1.3622 |
1.3568 |
1.3658 |
| PP |
1.3511 |
1.3511 |
1.3511 |
1.3529 |
| S1 |
1.3440 |
1.3440 |
1.3534 |
1.3476 |
| S2 |
1.3329 |
1.3329 |
1.3518 |
|
| S3 |
1.3147 |
1.3258 |
1.3501 |
|
| S4 |
1.2965 |
1.3076 |
1.3451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3582 |
1.3400 |
0.0182 |
1.3% |
0.0097 |
0.7% |
64% |
False |
False |
201,274 |
| 10 |
1.3582 |
1.3359 |
0.0223 |
1.6% |
0.0091 |
0.7% |
70% |
False |
False |
192,900 |
| 20 |
1.3815 |
1.3294 |
0.0521 |
3.9% |
0.0102 |
0.8% |
43% |
False |
False |
210,165 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0089 |
0.7% |
41% |
False |
False |
186,938 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0086 |
0.6% |
56% |
False |
False |
162,995 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0084 |
0.6% |
56% |
False |
False |
122,666 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0086 |
0.6% |
70% |
False |
False |
98,216 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0087 |
0.6% |
70% |
False |
False |
81,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3858 |
|
2.618 |
1.3743 |
|
1.618 |
1.3673 |
|
1.000 |
1.3630 |
|
0.618 |
1.3603 |
|
HIGH |
1.3560 |
|
0.618 |
1.3533 |
|
0.500 |
1.3525 |
|
0.382 |
1.3517 |
|
LOW |
1.3490 |
|
0.618 |
1.3447 |
|
1.000 |
1.3420 |
|
1.618 |
1.3377 |
|
2.618 |
1.3307 |
|
4.250 |
1.3193 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3525 |
1.3504 |
| PP |
1.3522 |
1.3492 |
| S1 |
1.3519 |
1.3480 |
|