CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3593 |
1.3669 |
0.0076 |
0.6% |
1.3592 |
| High |
1.3678 |
1.3707 |
0.0029 |
0.2% |
1.3707 |
| Low |
1.3545 |
1.3619 |
0.0074 |
0.5% |
1.3526 |
| Close |
1.3676 |
1.3695 |
0.0019 |
0.1% |
1.3695 |
| Range |
0.0133 |
0.0088 |
-0.0045 |
-33.8% |
0.0181 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
21,325 |
25,487 |
4,162 |
19.5% |
70,584 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3938 |
1.3904 |
1.3743 |
|
| R3 |
1.3850 |
1.3816 |
1.3719 |
|
| R2 |
1.3762 |
1.3762 |
1.3711 |
|
| R1 |
1.3728 |
1.3728 |
1.3703 |
1.3745 |
| PP |
1.3674 |
1.3674 |
1.3674 |
1.3682 |
| S1 |
1.3640 |
1.3640 |
1.3687 |
1.3657 |
| S2 |
1.3586 |
1.3586 |
1.3679 |
|
| S3 |
1.3498 |
1.3552 |
1.3671 |
|
| S4 |
1.3410 |
1.3464 |
1.3647 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4186 |
1.4121 |
1.3795 |
|
| R3 |
1.4005 |
1.3940 |
1.3745 |
|
| R2 |
1.3824 |
1.3824 |
1.3728 |
|
| R1 |
1.3759 |
1.3759 |
1.3712 |
1.3792 |
| PP |
1.3643 |
1.3643 |
1.3643 |
1.3659 |
| S1 |
1.3578 |
1.3578 |
1.3678 |
1.3611 |
| S2 |
1.3462 |
1.3462 |
1.3662 |
|
| S3 |
1.3281 |
1.3397 |
1.3645 |
|
| S4 |
1.3100 |
1.3216 |
1.3595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3707 |
1.3526 |
0.0181 |
1.3% |
0.0095 |
0.7% |
93% |
True |
False |
14,116 |
| 10 |
1.3707 |
1.3466 |
0.0241 |
1.8% |
0.0081 |
0.6% |
95% |
True |
False |
8,436 |
| 20 |
1.3707 |
1.3322 |
0.0385 |
2.8% |
0.0085 |
0.6% |
97% |
True |
False |
4,670 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0086 |
0.6% |
74% |
False |
False |
2,581 |
| 60 |
1.3834 |
1.3270 |
0.0564 |
4.1% |
0.0079 |
0.6% |
75% |
False |
False |
1,790 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0070 |
0.5% |
80% |
False |
False |
1,346 |
| 100 |
1.3834 |
1.3109 |
0.0725 |
5.3% |
0.0062 |
0.5% |
81% |
False |
False |
1,079 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0061 |
0.4% |
87% |
False |
False |
901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4081 |
|
2.618 |
1.3937 |
|
1.618 |
1.3849 |
|
1.000 |
1.3795 |
|
0.618 |
1.3761 |
|
HIGH |
1.3707 |
|
0.618 |
1.3673 |
|
0.500 |
1.3663 |
|
0.382 |
1.3653 |
|
LOW |
1.3619 |
|
0.618 |
1.3565 |
|
1.000 |
1.3531 |
|
1.618 |
1.3477 |
|
2.618 |
1.3389 |
|
4.250 |
1.3245 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3684 |
1.3670 |
| PP |
1.3674 |
1.3644 |
| S1 |
1.3663 |
1.3619 |
|