CME Euro FX (E) Future March 2014
| 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 |
1.3758 |
1.3786 |
0.0028 |
0.2% |
1.3592 |
| High |
1.3810 |
1.3802 |
-0.0008 |
-0.1% |
1.3707 |
| Low |
1.3740 |
1.3736 |
-0.0004 |
0.0% |
1.3526 |
| Close |
1.3787 |
1.3743 |
-0.0044 |
-0.3% |
1.3695 |
| Range |
0.0070 |
0.0066 |
-0.0004 |
-5.7% |
0.0181 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
120,197 |
152,540 |
32,343 |
26.9% |
70,584 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3958 |
1.3917 |
1.3779 |
|
| R3 |
1.3892 |
1.3851 |
1.3761 |
|
| R2 |
1.3826 |
1.3826 |
1.3755 |
|
| R1 |
1.3785 |
1.3785 |
1.3749 |
1.3773 |
| PP |
1.3760 |
1.3760 |
1.3760 |
1.3754 |
| S1 |
1.3719 |
1.3719 |
1.3737 |
1.3707 |
| S2 |
1.3694 |
1.3694 |
1.3731 |
|
| S3 |
1.3628 |
1.3653 |
1.3725 |
|
| S4 |
1.3562 |
1.3587 |
1.3707 |
|
|
| 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 |
1.3810 |
1.3619 |
0.0191 |
1.4% |
0.0067 |
0.5% |
65% |
False |
False |
79,289 |
| 10 |
1.3810 |
1.3526 |
0.0284 |
2.1% |
0.0079 |
0.6% |
76% |
False |
False |
44,331 |
| 20 |
1.3810 |
1.3402 |
0.0408 |
3.0% |
0.0078 |
0.6% |
84% |
False |
False |
23,039 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0085 |
0.6% |
83% |
False |
False |
11,813 |
| 60 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0078 |
0.6% |
83% |
False |
False |
7,968 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0072 |
0.5% |
87% |
False |
False |
5,983 |
| 100 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0063 |
0.5% |
87% |
False |
False |
4,788 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0061 |
0.4% |
91% |
False |
False |
3,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4083 |
|
2.618 |
1.3975 |
|
1.618 |
1.3909 |
|
1.000 |
1.3868 |
|
0.618 |
1.3843 |
|
HIGH |
1.3802 |
|
0.618 |
1.3777 |
|
0.500 |
1.3769 |
|
0.382 |
1.3761 |
|
LOW |
1.3736 |
|
0.618 |
1.3695 |
|
1.000 |
1.3670 |
|
1.618 |
1.3629 |
|
2.618 |
1.3563 |
|
4.250 |
1.3456 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3769 |
1.3771 |
| PP |
1.3760 |
1.3762 |
| S1 |
1.3752 |
1.3752 |
|