CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3760 |
1.3787 |
0.0027 |
0.2% |
1.3588 |
| High |
1.3811 |
1.3803 |
-0.0008 |
-0.1% |
1.3709 |
| Low |
1.3741 |
1.3737 |
-0.0004 |
0.0% |
1.3524 |
| Close |
1.3788 |
1.3744 |
-0.0044 |
-0.3% |
1.3696 |
| Range |
0.0070 |
0.0066 |
-0.0004 |
-5.7% |
0.0185 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
248,925 |
234,536 |
-14,389 |
-5.8% |
1,117,980 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3959 |
1.3918 |
1.3780 |
|
| R3 |
1.3893 |
1.3852 |
1.3762 |
|
| R2 |
1.3827 |
1.3827 |
1.3756 |
|
| R1 |
1.3786 |
1.3786 |
1.3750 |
1.3774 |
| PP |
1.3761 |
1.3761 |
1.3761 |
1.3755 |
| S1 |
1.3720 |
1.3720 |
1.3738 |
1.3708 |
| S2 |
1.3695 |
1.3695 |
1.3732 |
|
| S3 |
1.3629 |
1.3654 |
1.3726 |
|
| S4 |
1.3563 |
1.3588 |
1.3708 |
|
|
| 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 |
1.3616 |
0.0195 |
1.4% |
0.0068 |
0.5% |
66% |
False |
False |
205,744 |
| 10 |
1.3811 |
1.3524 |
0.0287 |
2.1% |
0.0080 |
0.6% |
77% |
False |
False |
211,889 |
| 20 |
1.3811 |
1.3400 |
0.0411 |
3.0% |
0.0081 |
0.6% |
84% |
False |
False |
196,132 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0089 |
0.6% |
83% |
False |
False |
198,214 |
| 60 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0084 |
0.6% |
83% |
False |
False |
186,616 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0084 |
0.6% |
88% |
False |
False |
153,247 |
| 100 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0083 |
0.6% |
88% |
False |
False |
122,726 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0086 |
0.6% |
92% |
False |
False |
102,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4084 |
|
2.618 |
1.3976 |
|
1.618 |
1.3910 |
|
1.000 |
1.3869 |
|
0.618 |
1.3844 |
|
HIGH |
1.3803 |
|
0.618 |
1.3778 |
|
0.500 |
1.3770 |
|
0.382 |
1.3762 |
|
LOW |
1.3737 |
|
0.618 |
1.3696 |
|
1.000 |
1.3671 |
|
1.618 |
1.3630 |
|
2.618 |
1.3564 |
|
4.250 |
1.3457 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3770 |
1.3773 |
| PP |
1.3761 |
1.3763 |
| S1 |
1.3753 |
1.3754 |
|