CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3591 |
1.3672 |
0.0081 |
0.6% |
1.3588 |
| High |
1.3678 |
1.3709 |
0.0031 |
0.2% |
1.3709 |
| Low |
1.3543 |
1.3616 |
0.0073 |
0.5% |
1.3524 |
| Close |
1.3676 |
1.3696 |
0.0020 |
0.1% |
1.3696 |
| Range |
0.0135 |
0.0093 |
-0.0042 |
-31.1% |
0.0185 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.2% |
0.0000 |
| Volume |
322,628 |
211,894 |
-110,734 |
-34.3% |
1,117,980 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3953 |
1.3917 |
1.3747 |
|
| R3 |
1.3860 |
1.3824 |
1.3722 |
|
| R2 |
1.3767 |
1.3767 |
1.3713 |
|
| R1 |
1.3731 |
1.3731 |
1.3705 |
1.3749 |
| PP |
1.3674 |
1.3674 |
1.3674 |
1.3683 |
| S1 |
1.3638 |
1.3638 |
1.3687 |
1.3656 |
| S2 |
1.3581 |
1.3581 |
1.3679 |
|
| S3 |
1.3488 |
1.3545 |
1.3670 |
|
| S4 |
1.3395 |
1.3452 |
1.3645 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4198 |
1.4132 |
1.3798 |
|
| R3 |
1.4013 |
1.3947 |
1.3747 |
|
| R2 |
1.3828 |
1.3828 |
1.3730 |
|
| R1 |
1.3762 |
1.3762 |
1.3713 |
1.3795 |
| PP |
1.3643 |
1.3643 |
1.3643 |
1.3660 |
| S1 |
1.3577 |
1.3577 |
1.3679 |
1.3610 |
| S2 |
1.3458 |
1.3458 |
1.3662 |
|
| S3 |
1.3273 |
1.3392 |
1.3645 |
|
| S4 |
1.3088 |
1.3207 |
1.3594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3709 |
1.3524 |
0.0185 |
1.4% |
0.0098 |
0.7% |
93% |
True |
False |
223,596 |
| 10 |
1.3709 |
1.3461 |
0.0248 |
1.8% |
0.0084 |
0.6% |
95% |
True |
False |
192,614 |
| 20 |
1.3709 |
1.3318 |
0.0391 |
2.9% |
0.0089 |
0.7% |
97% |
True |
False |
197,036 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0090 |
0.7% |
74% |
False |
False |
194,510 |
| 60 |
1.3834 |
1.3257 |
0.0577 |
4.2% |
0.0086 |
0.6% |
76% |
False |
False |
184,409 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0086 |
0.6% |
81% |
False |
False |
143,080 |
| 100 |
1.3834 |
1.3080 |
0.0754 |
5.5% |
0.0083 |
0.6% |
82% |
False |
False |
114,568 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0088 |
0.6% |
87% |
False |
False |
95,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4104 |
|
2.618 |
1.3952 |
|
1.618 |
1.3859 |
|
1.000 |
1.3802 |
|
0.618 |
1.3766 |
|
HIGH |
1.3709 |
|
0.618 |
1.3673 |
|
0.500 |
1.3663 |
|
0.382 |
1.3652 |
|
LOW |
1.3616 |
|
0.618 |
1.3559 |
|
1.000 |
1.3523 |
|
1.618 |
1.3466 |
|
2.618 |
1.3373 |
|
4.250 |
1.3221 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3685 |
1.3670 |
| PP |
1.3674 |
1.3644 |
| S1 |
1.3663 |
1.3619 |
|