CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3711 |
1.3737 |
0.0026 |
0.2% |
1.3588 |
| High |
1.3747 |
1.3796 |
0.0049 |
0.4% |
1.3709 |
| Low |
1.3695 |
1.3735 |
0.0040 |
0.3% |
1.3524 |
| Close |
1.3740 |
1.3764 |
0.0024 |
0.2% |
1.3696 |
| Range |
0.0052 |
0.0061 |
0.0009 |
17.3% |
0.0185 |
| ATR |
0.0087 |
0.0086 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
132,444 |
200,922 |
68,478 |
51.7% |
1,117,980 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3948 |
1.3917 |
1.3798 |
|
| R3 |
1.3887 |
1.3856 |
1.3781 |
|
| R2 |
1.3826 |
1.3826 |
1.3775 |
|
| R1 |
1.3795 |
1.3795 |
1.3770 |
1.3811 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3773 |
| S1 |
1.3734 |
1.3734 |
1.3758 |
1.3750 |
| S2 |
1.3704 |
1.3704 |
1.3753 |
|
| S3 |
1.3643 |
1.3673 |
1.3747 |
|
| S4 |
1.3582 |
1.3612 |
1.3730 |
|
|
| 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 |
1.3796 |
1.3528 |
0.0268 |
1.9% |
0.0084 |
0.6% |
88% |
True |
False |
219,672 |
| 10 |
1.3796 |
1.3516 |
0.0280 |
2.0% |
0.0078 |
0.6% |
89% |
True |
False |
197,121 |
| 20 |
1.3796 |
1.3359 |
0.0437 |
3.2% |
0.0084 |
0.6% |
93% |
True |
False |
195,011 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0090 |
0.7% |
87% |
False |
False |
196,540 |
| 60 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0086 |
0.6% |
87% |
False |
False |
184,118 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0084 |
0.6% |
90% |
False |
False |
147,218 |
| 100 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0083 |
0.6% |
90% |
False |
False |
117,896 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0087 |
0.6% |
93% |
False |
False |
98,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4055 |
|
2.618 |
1.3956 |
|
1.618 |
1.3895 |
|
1.000 |
1.3857 |
|
0.618 |
1.3834 |
|
HIGH |
1.3796 |
|
0.618 |
1.3773 |
|
0.500 |
1.3766 |
|
0.382 |
1.3758 |
|
LOW |
1.3735 |
|
0.618 |
1.3697 |
|
1.000 |
1.3674 |
|
1.618 |
1.3636 |
|
2.618 |
1.3575 |
|
4.250 |
1.3476 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3766 |
1.3745 |
| PP |
1.3765 |
1.3725 |
| S1 |
1.3765 |
1.3706 |
|