CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3749 |
1.3739 |
-0.0010 |
-0.1% |
1.3711 |
| High |
1.3769 |
1.3798 |
0.0029 |
0.2% |
1.3811 |
| Low |
1.3709 |
1.3735 |
0.0026 |
0.2% |
1.3695 |
| Close |
1.3735 |
1.3772 |
0.0037 |
0.3% |
1.3735 |
| Range |
0.0060 |
0.0063 |
0.0003 |
5.0% |
0.0116 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
47,608 |
6,824 |
-40,784 |
-85.7% |
864,435 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3957 |
1.3928 |
1.3807 |
|
| R3 |
1.3894 |
1.3865 |
1.3789 |
|
| R2 |
1.3831 |
1.3831 |
1.3784 |
|
| R1 |
1.3802 |
1.3802 |
1.3778 |
1.3817 |
| PP |
1.3768 |
1.3768 |
1.3768 |
1.3776 |
| S1 |
1.3739 |
1.3739 |
1.3766 |
1.3754 |
| S2 |
1.3705 |
1.3705 |
1.3760 |
|
| S3 |
1.3642 |
1.3676 |
1.3755 |
|
| S4 |
1.3579 |
1.3613 |
1.3737 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4095 |
1.4031 |
1.3799 |
|
| R3 |
1.3979 |
1.3915 |
1.3767 |
|
| R2 |
1.3863 |
1.3863 |
1.3756 |
|
| R1 |
1.3799 |
1.3799 |
1.3746 |
1.3831 |
| PP |
1.3747 |
1.3747 |
1.3747 |
1.3763 |
| S1 |
1.3683 |
1.3683 |
1.3724 |
1.3715 |
| S2 |
1.3631 |
1.3631 |
1.3714 |
|
| S3 |
1.3515 |
1.3567 |
1.3703 |
|
| S4 |
1.3399 |
1.3451 |
1.3671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3811 |
1.3709 |
0.0102 |
0.7% |
0.0064 |
0.5% |
62% |
False |
False |
147,763 |
| 10 |
1.3811 |
1.3524 |
0.0287 |
2.1% |
0.0077 |
0.6% |
86% |
False |
False |
180,678 |
| 20 |
1.3811 |
1.3400 |
0.0411 |
3.0% |
0.0080 |
0.6% |
91% |
False |
False |
181,889 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0086 |
0.6% |
89% |
False |
False |
190,224 |
| 60 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0084 |
0.6% |
89% |
False |
False |
181,006 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0083 |
0.6% |
91% |
False |
False |
153,885 |
| 100 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0083 |
0.6% |
91% |
False |
False |
123,257 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0086 |
0.6% |
94% |
False |
False |
102,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4066 |
|
2.618 |
1.3963 |
|
1.618 |
1.3900 |
|
1.000 |
1.3861 |
|
0.618 |
1.3837 |
|
HIGH |
1.3798 |
|
0.618 |
1.3774 |
|
0.500 |
1.3767 |
|
0.382 |
1.3759 |
|
LOW |
1.3735 |
|
0.618 |
1.3696 |
|
1.000 |
1.3672 |
|
1.618 |
1.3633 |
|
2.618 |
1.3570 |
|
4.250 |
1.3467 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3770 |
1.3767 |
| PP |
1.3768 |
1.3761 |
| S1 |
1.3767 |
1.3756 |
|