CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3585 |
1.3588 |
0.0003 |
0.0% |
1.3554 |
| High |
1.3623 |
1.3616 |
-0.0007 |
-0.1% |
1.3623 |
| Low |
1.3564 |
1.3526 |
-0.0038 |
-0.3% |
1.3490 |
| Close |
1.3587 |
1.3540 |
-0.0047 |
-0.3% |
1.3587 |
| Range |
0.0059 |
0.0090 |
0.0031 |
52.5% |
0.0133 |
| ATR |
0.0086 |
0.0087 |
0.0000 |
0.3% |
0.0000 |
| Volume |
184,088 |
182,452 |
-1,636 |
-0.9% |
656,768 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3831 |
1.3775 |
1.3590 |
|
| R3 |
1.3741 |
1.3685 |
1.3565 |
|
| R2 |
1.3651 |
1.3651 |
1.3557 |
|
| R1 |
1.3595 |
1.3595 |
1.3548 |
1.3578 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3552 |
| S1 |
1.3505 |
1.3505 |
1.3532 |
1.3488 |
| S2 |
1.3471 |
1.3471 |
1.3524 |
|
| S3 |
1.3381 |
1.3415 |
1.3515 |
|
| S4 |
1.3291 |
1.3325 |
1.3491 |
|
|
| 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 |
1.3490 |
0.0133 |
1.0% |
0.0067 |
0.5% |
38% |
False |
False |
167,844 |
| 10 |
1.3623 |
1.3400 |
0.0223 |
1.6% |
0.0082 |
0.6% |
63% |
False |
False |
183,101 |
| 20 |
1.3623 |
1.3294 |
0.0329 |
2.4% |
0.0093 |
0.7% |
75% |
False |
False |
197,987 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0087 |
0.6% |
46% |
False |
False |
186,107 |
| 60 |
1.3834 |
1.3171 |
0.0663 |
4.9% |
0.0084 |
0.6% |
56% |
False |
False |
174,088 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0084 |
0.6% |
59% |
False |
False |
131,429 |
| 100 |
1.3834 |
1.3008 |
0.0826 |
6.1% |
0.0083 |
0.6% |
64% |
False |
False |
105,223 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0087 |
0.6% |
73% |
False |
False |
87,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3999 |
|
2.618 |
1.3852 |
|
1.618 |
1.3762 |
|
1.000 |
1.3706 |
|
0.618 |
1.3672 |
|
HIGH |
1.3616 |
|
0.618 |
1.3582 |
|
0.500 |
1.3571 |
|
0.382 |
1.3560 |
|
LOW |
1.3526 |
|
0.618 |
1.3470 |
|
1.000 |
1.3436 |
|
1.618 |
1.3380 |
|
2.618 |
1.3290 |
|
4.250 |
1.3144 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3571 |
1.3575 |
| PP |
1.3561 |
1.3563 |
| S1 |
1.3550 |
1.3552 |
|