CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3590 |
1.3591 |
0.0001 |
0.0% |
1.3554 |
| High |
1.3609 |
1.3678 |
0.0069 |
0.5% |
1.3623 |
| Low |
1.3528 |
1.3543 |
0.0015 |
0.1% |
1.3490 |
| Close |
1.3588 |
1.3676 |
0.0088 |
0.6% |
1.3587 |
| Range |
0.0081 |
0.0135 |
0.0054 |
66.7% |
0.0133 |
| ATR |
0.0086 |
0.0090 |
0.0003 |
4.0% |
0.0000 |
| Volume |
230,474 |
322,628 |
92,154 |
40.0% |
656,768 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4037 |
1.3992 |
1.3750 |
|
| R3 |
1.3902 |
1.3857 |
1.3713 |
|
| R2 |
1.3767 |
1.3767 |
1.3701 |
|
| R1 |
1.3722 |
1.3722 |
1.3688 |
1.3745 |
| PP |
1.3632 |
1.3632 |
1.3632 |
1.3644 |
| S1 |
1.3587 |
1.3587 |
1.3664 |
1.3610 |
| S2 |
1.3497 |
1.3497 |
1.3651 |
|
| S3 |
1.3362 |
1.3452 |
1.3639 |
|
| S4 |
1.3227 |
1.3317 |
1.3602 |
|
|
| 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 |
1.3678 |
1.3524 |
0.0154 |
1.1% |
0.0091 |
0.7% |
99% |
True |
False |
218,034 |
| 10 |
1.3678 |
1.3400 |
0.0278 |
2.0% |
0.0083 |
0.6% |
99% |
True |
False |
194,428 |
| 20 |
1.3678 |
1.3294 |
0.0384 |
2.8% |
0.0096 |
0.7% |
99% |
True |
False |
208,317 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0089 |
0.7% |
71% |
False |
False |
193,142 |
| 60 |
1.3834 |
1.3257 |
0.0577 |
4.2% |
0.0085 |
0.6% |
73% |
False |
False |
182,774 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0085 |
0.6% |
78% |
False |
False |
140,439 |
| 100 |
1.3834 |
1.3080 |
0.0754 |
5.5% |
0.0083 |
0.6% |
79% |
False |
False |
112,452 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0088 |
0.6% |
85% |
False |
False |
93,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4252 |
|
2.618 |
1.4031 |
|
1.618 |
1.3896 |
|
1.000 |
1.3813 |
|
0.618 |
1.3761 |
|
HIGH |
1.3678 |
|
0.618 |
1.3626 |
|
0.500 |
1.3611 |
|
0.382 |
1.3595 |
|
LOW |
1.3543 |
|
0.618 |
1.3460 |
|
1.000 |
1.3408 |
|
1.618 |
1.3325 |
|
2.618 |
1.3190 |
|
4.250 |
1.2969 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3654 |
1.3651 |
| PP |
1.3632 |
1.3626 |
| S1 |
1.3611 |
1.3601 |
|