CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3768 |
1.3674 |
-0.0094 |
-0.7% |
1.3711 |
| High |
1.3846 |
1.3694 |
-0.0152 |
-1.1% |
1.3810 |
| Low |
1.3673 |
1.3649 |
-0.0024 |
-0.2% |
1.3694 |
| Close |
1.3757 |
1.3655 |
-0.0102 |
-0.7% |
1.3733 |
| Range |
0.0173 |
0.0045 |
-0.0128 |
-74.0% |
0.0116 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.1% |
0.0000 |
| Volume |
228,130 |
174,579 |
-53,551 |
-23.5% |
550,429 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3801 |
1.3773 |
1.3680 |
|
| R3 |
1.3756 |
1.3728 |
1.3667 |
|
| R2 |
1.3711 |
1.3711 |
1.3663 |
|
| R1 |
1.3683 |
1.3683 |
1.3659 |
1.3675 |
| PP |
1.3666 |
1.3666 |
1.3666 |
1.3662 |
| S1 |
1.3638 |
1.3638 |
1.3651 |
1.3630 |
| S2 |
1.3621 |
1.3621 |
1.3647 |
|
| S3 |
1.3576 |
1.3593 |
1.3643 |
|
| S4 |
1.3531 |
1.3548 |
1.3630 |
|
|
| 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 |
1.3846 |
1.3649 |
0.0197 |
1.4% |
0.0080 |
0.6% |
3% |
False |
True |
176,042 |
| 10 |
1.3846 |
1.3619 |
0.0227 |
1.7% |
0.0074 |
0.5% |
16% |
False |
False |
127,666 |
| 20 |
1.3846 |
1.3402 |
0.0444 |
3.3% |
0.0077 |
0.6% |
57% |
False |
False |
66,871 |
| 40 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0085 |
0.6% |
65% |
False |
False |
33,770 |
| 60 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0080 |
0.6% |
65% |
False |
False |
22,626 |
| 80 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0074 |
0.5% |
74% |
False |
False |
16,985 |
| 100 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0066 |
0.5% |
74% |
False |
False |
13,589 |
| 120 |
1.3846 |
1.2781 |
0.1065 |
7.8% |
0.0062 |
0.5% |
82% |
False |
False |
11,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3885 |
|
2.618 |
1.3812 |
|
1.618 |
1.3767 |
|
1.000 |
1.3739 |
|
0.618 |
1.3722 |
|
HIGH |
1.3694 |
|
0.618 |
1.3677 |
|
0.500 |
1.3672 |
|
0.382 |
1.3666 |
|
LOW |
1.3649 |
|
0.618 |
1.3621 |
|
1.000 |
1.3604 |
|
1.618 |
1.3576 |
|
2.618 |
1.3531 |
|
4.250 |
1.3458 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3672 |
1.3748 |
| PP |
1.3666 |
1.3717 |
| S1 |
1.3661 |
1.3686 |
|