CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3669 |
1.3711 |
0.0042 |
0.3% |
1.3592 |
| High |
1.3707 |
1.3745 |
0.0038 |
0.3% |
1.3707 |
| Low |
1.3619 |
1.3694 |
0.0075 |
0.6% |
1.3526 |
| Close |
1.3695 |
1.3739 |
0.0044 |
0.3% |
1.3695 |
| Range |
0.0088 |
0.0051 |
-0.0037 |
-42.0% |
0.0181 |
| ATR |
0.0086 |
0.0084 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
25,487 |
28,182 |
2,695 |
10.6% |
70,584 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3879 |
1.3860 |
1.3767 |
|
| R3 |
1.3828 |
1.3809 |
1.3753 |
|
| R2 |
1.3777 |
1.3777 |
1.3748 |
|
| R1 |
1.3758 |
1.3758 |
1.3744 |
1.3768 |
| PP |
1.3726 |
1.3726 |
1.3726 |
1.3731 |
| S1 |
1.3707 |
1.3707 |
1.3734 |
1.3717 |
| S2 |
1.3675 |
1.3675 |
1.3730 |
|
| S3 |
1.3624 |
1.3656 |
1.3725 |
|
| S4 |
1.3573 |
1.3605 |
1.3711 |
|
|
| 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 |
1.3745 |
1.3526 |
0.0219 |
1.6% |
0.0088 |
0.6% |
97% |
True |
False |
19,082 |
| 10 |
1.3745 |
1.3492 |
0.0253 |
1.8% |
0.0077 |
0.6% |
98% |
True |
False |
11,083 |
| 20 |
1.3745 |
1.3357 |
0.0388 |
2.8% |
0.0081 |
0.6% |
98% |
True |
False |
5,980 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0086 |
0.6% |
82% |
False |
False |
3,279 |
| 60 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0079 |
0.6% |
82% |
False |
False |
2,258 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0069 |
0.5% |
87% |
False |
False |
1,698 |
| 100 |
1.3834 |
1.3109 |
0.0725 |
5.3% |
0.0063 |
0.5% |
87% |
False |
False |
1,360 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0061 |
0.4% |
91% |
False |
False |
1,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3962 |
|
2.618 |
1.3879 |
|
1.618 |
1.3828 |
|
1.000 |
1.3796 |
|
0.618 |
1.3777 |
|
HIGH |
1.3745 |
|
0.618 |
1.3726 |
|
0.500 |
1.3720 |
|
0.382 |
1.3713 |
|
LOW |
1.3694 |
|
0.618 |
1.3662 |
|
1.000 |
1.3643 |
|
1.618 |
1.3611 |
|
2.618 |
1.3560 |
|
4.250 |
1.3477 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3733 |
1.3708 |
| PP |
1.3726 |
1.3676 |
| S1 |
1.3720 |
1.3645 |
|