CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3588 |
1.3541 |
-0.0047 |
-0.3% |
1.3554 |
| High |
1.3616 |
1.3615 |
-0.0001 |
0.0% |
1.3623 |
| Low |
1.3526 |
1.3524 |
-0.0002 |
0.0% |
1.3490 |
| Close |
1.3540 |
1.3591 |
0.0051 |
0.4% |
1.3587 |
| Range |
0.0090 |
0.0091 |
0.0001 |
1.1% |
0.0133 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.4% |
0.0000 |
| Volume |
182,452 |
170,532 |
-11,920 |
-6.5% |
656,768 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3850 |
1.3811 |
1.3641 |
|
| R3 |
1.3759 |
1.3720 |
1.3616 |
|
| R2 |
1.3668 |
1.3668 |
1.3608 |
|
| R1 |
1.3629 |
1.3629 |
1.3599 |
1.3649 |
| PP |
1.3577 |
1.3577 |
1.3577 |
1.3586 |
| S1 |
1.3538 |
1.3538 |
1.3583 |
1.3558 |
| S2 |
1.3486 |
1.3486 |
1.3574 |
|
| S3 |
1.3395 |
1.3447 |
1.3566 |
|
| S4 |
1.3304 |
1.3356 |
1.3541 |
|
|
| 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 |
1.3516 |
0.0107 |
0.8% |
0.0071 |
0.5% |
70% |
False |
False |
174,571 |
| 10 |
1.3623 |
1.3400 |
0.0223 |
1.6% |
0.0084 |
0.6% |
86% |
False |
False |
187,922 |
| 20 |
1.3623 |
1.3294 |
0.0329 |
2.4% |
0.0093 |
0.7% |
90% |
False |
False |
199,379 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0088 |
0.6% |
55% |
False |
False |
187,607 |
| 60 |
1.3834 |
1.3235 |
0.0599 |
4.4% |
0.0084 |
0.6% |
59% |
False |
False |
176,335 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0084 |
0.6% |
66% |
False |
False |
133,546 |
| 100 |
1.3834 |
1.3008 |
0.0826 |
6.1% |
0.0083 |
0.6% |
71% |
False |
False |
106,925 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0087 |
0.6% |
77% |
False |
False |
89,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4002 |
|
2.618 |
1.3853 |
|
1.618 |
1.3762 |
|
1.000 |
1.3706 |
|
0.618 |
1.3671 |
|
HIGH |
1.3615 |
|
0.618 |
1.3580 |
|
0.500 |
1.3570 |
|
0.382 |
1.3559 |
|
LOW |
1.3524 |
|
0.618 |
1.3468 |
|
1.000 |
1.3433 |
|
1.618 |
1.3377 |
|
2.618 |
1.3286 |
|
4.250 |
1.3137 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3584 |
1.3585 |
| PP |
1.3577 |
1.3579 |
| S1 |
1.3570 |
1.3574 |
|