CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3543 |
1.3592 |
0.0049 |
0.4% |
1.3556 |
| High |
1.3615 |
1.3607 |
-0.0008 |
-0.1% |
1.3623 |
| Low |
1.3526 |
1.3530 |
0.0004 |
0.0% |
1.3492 |
| Close |
1.3592 |
1.3589 |
-0.0003 |
0.0% |
1.3588 |
| Range |
0.0089 |
0.0077 |
-0.0012 |
-13.5% |
0.0131 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
4,794 |
15,623 |
10,829 |
225.9% |
12,068 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3806 |
1.3775 |
1.3631 |
|
| R3 |
1.3729 |
1.3698 |
1.3610 |
|
| R2 |
1.3652 |
1.3652 |
1.3603 |
|
| R1 |
1.3621 |
1.3621 |
1.3596 |
1.3598 |
| PP |
1.3575 |
1.3575 |
1.3575 |
1.3564 |
| S1 |
1.3544 |
1.3544 |
1.3582 |
1.3521 |
| S2 |
1.3498 |
1.3498 |
1.3575 |
|
| S3 |
1.3421 |
1.3467 |
1.3568 |
|
| S4 |
1.3344 |
1.3390 |
1.3547 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3961 |
1.3905 |
1.3660 |
|
| R3 |
1.3830 |
1.3774 |
1.3624 |
|
| R2 |
1.3699 |
1.3699 |
1.3612 |
|
| R1 |
1.3643 |
1.3643 |
1.3600 |
1.3671 |
| PP |
1.3568 |
1.3568 |
1.3568 |
1.3582 |
| S1 |
1.3512 |
1.3512 |
1.3576 |
1.3540 |
| S2 |
1.3437 |
1.3437 |
1.3564 |
|
| S3 |
1.3306 |
1.3381 |
1.3552 |
|
| S4 |
1.3175 |
1.3250 |
1.3516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3623 |
1.3526 |
0.0097 |
0.7% |
0.0075 |
0.6% |
65% |
False |
False |
6,633 |
| 10 |
1.3623 |
1.3402 |
0.0221 |
1.6% |
0.0084 |
0.6% |
85% |
False |
False |
4,072 |
| 20 |
1.3623 |
1.3300 |
0.0323 |
2.4% |
0.0089 |
0.7% |
89% |
False |
False |
2,378 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0084 |
0.6% |
54% |
False |
False |
1,426 |
| 60 |
1.3834 |
1.3268 |
0.0566 |
4.2% |
0.0077 |
0.6% |
57% |
False |
False |
1,011 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0067 |
0.5% |
66% |
False |
False |
761 |
| 100 |
1.3834 |
1.3109 |
0.0725 |
5.3% |
0.0061 |
0.4% |
66% |
False |
False |
611 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0060 |
0.4% |
77% |
False |
False |
511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3934 |
|
2.618 |
1.3809 |
|
1.618 |
1.3732 |
|
1.000 |
1.3684 |
|
0.618 |
1.3655 |
|
HIGH |
1.3607 |
|
0.618 |
1.3578 |
|
0.500 |
1.3569 |
|
0.382 |
1.3559 |
|
LOW |
1.3530 |
|
0.618 |
1.3482 |
|
1.000 |
1.3453 |
|
1.618 |
1.3405 |
|
2.618 |
1.3328 |
|
4.250 |
1.3203 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3582 |
1.3583 |
| PP |
1.3575 |
1.3577 |
| S1 |
1.3569 |
1.3572 |
|