CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3737 |
1.3760 |
0.0023 |
0.2% |
1.3588 |
| High |
1.3796 |
1.3811 |
0.0015 |
0.1% |
1.3709 |
| Low |
1.3735 |
1.3741 |
0.0006 |
0.0% |
1.3524 |
| Close |
1.3764 |
1.3788 |
0.0024 |
0.2% |
1.3696 |
| Range |
0.0061 |
0.0070 |
0.0009 |
14.8% |
0.0185 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
200,922 |
248,925 |
48,003 |
23.9% |
1,117,980 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3990 |
1.3959 |
1.3827 |
|
| R3 |
1.3920 |
1.3889 |
1.3807 |
|
| R2 |
1.3850 |
1.3850 |
1.3801 |
|
| R1 |
1.3819 |
1.3819 |
1.3794 |
1.3835 |
| PP |
1.3780 |
1.3780 |
1.3780 |
1.3788 |
| S1 |
1.3749 |
1.3749 |
1.3782 |
1.3765 |
| S2 |
1.3710 |
1.3710 |
1.3775 |
|
| S3 |
1.3640 |
1.3679 |
1.3769 |
|
| S4 |
1.3570 |
1.3609 |
1.3750 |
|
|
| 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 |
1.3811 |
1.3543 |
0.0268 |
1.9% |
0.0082 |
0.6% |
91% |
True |
False |
223,362 |
| 10 |
1.3811 |
1.3524 |
0.0287 |
2.1% |
0.0079 |
0.6% |
92% |
True |
False |
204,275 |
| 20 |
1.3811 |
1.3391 |
0.0420 |
3.0% |
0.0083 |
0.6% |
95% |
True |
False |
195,941 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0089 |
0.6% |
91% |
False |
False |
197,562 |
| 60 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0086 |
0.6% |
91% |
False |
False |
186,537 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0085 |
0.6% |
94% |
False |
False |
150,322 |
| 100 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0083 |
0.6% |
94% |
False |
False |
120,382 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0086 |
0.6% |
96% |
False |
False |
100,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4109 |
|
2.618 |
1.3994 |
|
1.618 |
1.3924 |
|
1.000 |
1.3881 |
|
0.618 |
1.3854 |
|
HIGH |
1.3811 |
|
0.618 |
1.3784 |
|
0.500 |
1.3776 |
|
0.382 |
1.3768 |
|
LOW |
1.3741 |
|
0.618 |
1.3698 |
|
1.000 |
1.3671 |
|
1.618 |
1.3628 |
|
2.618 |
1.3558 |
|
4.250 |
1.3444 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3784 |
1.3776 |
| PP |
1.3780 |
1.3765 |
| S1 |
1.3776 |
1.3753 |
|