CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3786 |
1.3748 |
-0.0038 |
-0.3% |
1.3711 |
| High |
1.3802 |
1.3768 |
-0.0034 |
-0.2% |
1.3810 |
| Low |
1.3736 |
1.3708 |
-0.0028 |
-0.2% |
1.3694 |
| Close |
1.3743 |
1.3733 |
-0.0010 |
-0.1% |
1.3733 |
| Range |
0.0066 |
0.0060 |
-0.0006 |
-9.1% |
0.0116 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
152,540 |
179,470 |
26,930 |
17.7% |
550,429 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3916 |
1.3885 |
1.3766 |
|
| R3 |
1.3856 |
1.3825 |
1.3750 |
|
| R2 |
1.3796 |
1.3796 |
1.3744 |
|
| R1 |
1.3765 |
1.3765 |
1.3739 |
1.3751 |
| PP |
1.3736 |
1.3736 |
1.3736 |
1.3729 |
| S1 |
1.3705 |
1.3705 |
1.3728 |
1.3691 |
| S2 |
1.3676 |
1.3676 |
1.3722 |
|
| S3 |
1.3616 |
1.3645 |
1.3717 |
|
| S4 |
1.3556 |
1.3585 |
1.3700 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4094 |
1.4029 |
1.3797 |
|
| R3 |
1.3978 |
1.3913 |
1.3765 |
|
| R2 |
1.3862 |
1.3862 |
1.3754 |
|
| R1 |
1.3797 |
1.3797 |
1.3744 |
1.3830 |
| PP |
1.3746 |
1.3746 |
1.3746 |
1.3762 |
| S1 |
1.3681 |
1.3681 |
1.3722 |
1.3714 |
| S2 |
1.3630 |
1.3630 |
1.3712 |
|
| S3 |
1.3514 |
1.3565 |
1.3701 |
|
| S4 |
1.3398 |
1.3449 |
1.3669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3810 |
1.3694 |
0.0116 |
0.8% |
0.0062 |
0.5% |
34% |
False |
False |
110,085 |
| 10 |
1.3810 |
1.3526 |
0.0284 |
2.1% |
0.0078 |
0.6% |
73% |
False |
False |
62,101 |
| 20 |
1.3810 |
1.3402 |
0.0408 |
3.0% |
0.0078 |
0.6% |
81% |
False |
False |
31,983 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0082 |
0.6% |
81% |
False |
False |
16,290 |
| 60 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0078 |
0.6% |
81% |
False |
False |
10,956 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0071 |
0.5% |
86% |
False |
False |
8,226 |
| 100 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0064 |
0.5% |
86% |
False |
False |
6,583 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0061 |
0.4% |
90% |
False |
False |
5,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4023 |
|
2.618 |
1.3925 |
|
1.618 |
1.3865 |
|
1.000 |
1.3828 |
|
0.618 |
1.3805 |
|
HIGH |
1.3768 |
|
0.618 |
1.3745 |
|
0.500 |
1.3738 |
|
0.382 |
1.3731 |
|
LOW |
1.3708 |
|
0.618 |
1.3671 |
|
1.000 |
1.3648 |
|
1.618 |
1.3611 |
|
2.618 |
1.3551 |
|
4.250 |
1.3453 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3738 |
1.3759 |
| PP |
1.3736 |
1.3750 |
| S1 |
1.3735 |
1.3742 |
|