CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3567 |
1.3585 |
0.0018 |
0.1% |
1.3554 |
| High |
1.3615 |
1.3623 |
0.0008 |
0.1% |
1.3623 |
| Low |
1.3558 |
1.3564 |
0.0006 |
0.0% |
1.3490 |
| Close |
1.3573 |
1.3587 |
0.0014 |
0.1% |
1.3587 |
| Range |
0.0057 |
0.0059 |
0.0002 |
3.5% |
0.0133 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
158,394 |
184,088 |
25,694 |
16.2% |
656,768 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3768 |
1.3737 |
1.3619 |
|
| R3 |
1.3709 |
1.3678 |
1.3603 |
|
| R2 |
1.3650 |
1.3650 |
1.3598 |
|
| R1 |
1.3619 |
1.3619 |
1.3592 |
1.3635 |
| PP |
1.3591 |
1.3591 |
1.3591 |
1.3599 |
| S1 |
1.3560 |
1.3560 |
1.3582 |
1.3576 |
| S2 |
1.3532 |
1.3532 |
1.3576 |
|
| S3 |
1.3473 |
1.3501 |
1.3571 |
|
| S4 |
1.3414 |
1.3442 |
1.3555 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3966 |
1.3909 |
1.3660 |
|
| R3 |
1.3833 |
1.3776 |
1.3624 |
|
| R2 |
1.3700 |
1.3700 |
1.3611 |
|
| R1 |
1.3643 |
1.3643 |
1.3599 |
1.3672 |
| PP |
1.3567 |
1.3567 |
1.3567 |
1.3581 |
| S1 |
1.3510 |
1.3510 |
1.3575 |
1.3539 |
| S2 |
1.3434 |
1.3434 |
1.3563 |
|
| S3 |
1.3301 |
1.3377 |
1.3550 |
|
| S4 |
1.3168 |
1.3244 |
1.3514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3623 |
1.3461 |
0.0162 |
1.2% |
0.0069 |
0.5% |
78% |
True |
False |
161,632 |
| 10 |
1.3623 |
1.3400 |
0.0223 |
1.6% |
0.0080 |
0.6% |
84% |
True |
False |
179,492 |
| 20 |
1.3623 |
1.3294 |
0.0329 |
2.4% |
0.0094 |
0.7% |
89% |
True |
False |
200,936 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0087 |
0.6% |
54% |
False |
False |
185,365 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0084 |
0.6% |
66% |
False |
False |
171,214 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0084 |
0.6% |
66% |
False |
False |
129,153 |
| 100 |
1.3834 |
1.3008 |
0.0826 |
6.1% |
0.0084 |
0.6% |
70% |
False |
False |
103,402 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0087 |
0.6% |
77% |
False |
False |
86,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3874 |
|
2.618 |
1.3777 |
|
1.618 |
1.3718 |
|
1.000 |
1.3682 |
|
0.618 |
1.3659 |
|
HIGH |
1.3623 |
|
0.618 |
1.3600 |
|
0.500 |
1.3594 |
|
0.382 |
1.3587 |
|
LOW |
1.3564 |
|
0.618 |
1.3528 |
|
1.000 |
1.3505 |
|
1.618 |
1.3469 |
|
2.618 |
1.3410 |
|
4.250 |
1.3313 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3594 |
1.3581 |
| PP |
1.3591 |
1.3575 |
| S1 |
1.3589 |
1.3570 |
|