CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3748 |
1.3737 |
-0.0011 |
-0.1% |
1.3711 |
| High |
1.3768 |
1.3797 |
0.0029 |
0.2% |
1.3810 |
| Low |
1.3708 |
1.3734 |
0.0026 |
0.2% |
1.3694 |
| Close |
1.3733 |
1.3762 |
0.0029 |
0.2% |
1.3733 |
| Range |
0.0060 |
0.0063 |
0.0003 |
5.0% |
0.0116 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
179,470 |
153,411 |
-26,059 |
-14.5% |
550,429 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3953 |
1.3921 |
1.3797 |
|
| R3 |
1.3890 |
1.3858 |
1.3779 |
|
| R2 |
1.3827 |
1.3827 |
1.3774 |
|
| R1 |
1.3795 |
1.3795 |
1.3768 |
1.3811 |
| PP |
1.3764 |
1.3764 |
1.3764 |
1.3773 |
| S1 |
1.3732 |
1.3732 |
1.3756 |
1.3748 |
| S2 |
1.3701 |
1.3701 |
1.3750 |
|
| S3 |
1.3638 |
1.3669 |
1.3745 |
|
| S4 |
1.3575 |
1.3606 |
1.3727 |
|
|
| 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 |
1.3708 |
0.0102 |
0.7% |
0.0064 |
0.5% |
53% |
False |
False |
135,131 |
| 10 |
1.3810 |
1.3526 |
0.0284 |
2.1% |
0.0076 |
0.6% |
83% |
False |
False |
77,106 |
| 20 |
1.3810 |
1.3402 |
0.0408 |
3.0% |
0.0078 |
0.6% |
88% |
False |
False |
39,620 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0083 |
0.6% |
87% |
False |
False |
20,118 |
| 60 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0079 |
0.6% |
87% |
False |
False |
13,510 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0072 |
0.5% |
90% |
False |
False |
10,144 |
| 100 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0064 |
0.5% |
90% |
False |
False |
8,117 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0061 |
0.4% |
93% |
False |
False |
6,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4065 |
|
2.618 |
1.3962 |
|
1.618 |
1.3899 |
|
1.000 |
1.3860 |
|
0.618 |
1.3836 |
|
HIGH |
1.3797 |
|
0.618 |
1.3773 |
|
0.500 |
1.3766 |
|
0.382 |
1.3758 |
|
LOW |
1.3734 |
|
0.618 |
1.3695 |
|
1.000 |
1.3671 |
|
1.618 |
1.3632 |
|
2.618 |
1.3569 |
|
4.250 |
1.3466 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3766 |
1.3760 |
| PP |
1.3764 |
1.3757 |
| S1 |
1.3763 |
1.3755 |
|