CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3541 |
1.3590 |
0.0049 |
0.4% |
1.3554 |
| High |
1.3615 |
1.3609 |
-0.0006 |
0.0% |
1.3623 |
| Low |
1.3524 |
1.3528 |
0.0004 |
0.0% |
1.3490 |
| Close |
1.3591 |
1.3588 |
-0.0003 |
0.0% |
1.3587 |
| Range |
0.0091 |
0.0081 |
-0.0010 |
-11.0% |
0.0133 |
| ATR |
0.0087 |
0.0086 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
170,532 |
230,474 |
59,942 |
35.2% |
656,768 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3818 |
1.3784 |
1.3633 |
|
| R3 |
1.3737 |
1.3703 |
1.3610 |
|
| R2 |
1.3656 |
1.3656 |
1.3603 |
|
| R1 |
1.3622 |
1.3622 |
1.3595 |
1.3599 |
| PP |
1.3575 |
1.3575 |
1.3575 |
1.3563 |
| S1 |
1.3541 |
1.3541 |
1.3581 |
1.3518 |
| S2 |
1.3494 |
1.3494 |
1.3573 |
|
| S3 |
1.3413 |
1.3460 |
1.3566 |
|
| S4 |
1.3332 |
1.3379 |
1.3543 |
|
|
| 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 |
1.3524 |
0.0099 |
0.7% |
0.0076 |
0.6% |
65% |
False |
False |
185,188 |
| 10 |
1.3623 |
1.3400 |
0.0223 |
1.6% |
0.0086 |
0.6% |
84% |
False |
False |
190,904 |
| 20 |
1.3623 |
1.3294 |
0.0329 |
2.4% |
0.0094 |
0.7% |
89% |
False |
False |
201,443 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0089 |
0.7% |
54% |
False |
False |
190,041 |
| 60 |
1.3834 |
1.3248 |
0.0586 |
4.3% |
0.0084 |
0.6% |
58% |
False |
False |
179,139 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0084 |
0.6% |
66% |
False |
False |
136,414 |
| 100 |
1.3834 |
1.3062 |
0.0772 |
5.7% |
0.0083 |
0.6% |
68% |
False |
False |
109,227 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0087 |
0.6% |
77% |
False |
False |
91,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3953 |
|
2.618 |
1.3821 |
|
1.618 |
1.3740 |
|
1.000 |
1.3690 |
|
0.618 |
1.3659 |
|
HIGH |
1.3609 |
|
0.618 |
1.3578 |
|
0.500 |
1.3569 |
|
0.382 |
1.3559 |
|
LOW |
1.3528 |
|
0.618 |
1.3478 |
|
1.000 |
1.3447 |
|
1.618 |
1.3397 |
|
2.618 |
1.3316 |
|
4.250 |
1.3184 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3582 |
1.3582 |
| PP |
1.3575 |
1.3576 |
| S1 |
1.3569 |
1.3570 |
|