CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3674 |
1.3655 |
-0.0019 |
-0.1% |
1.3737 |
| High |
1.3694 |
1.3709 |
0.0015 |
0.1% |
1.3846 |
| Low |
1.3649 |
1.3625 |
-0.0024 |
-0.2% |
1.3625 |
| Close |
1.3655 |
1.3672 |
0.0017 |
0.1% |
1.3672 |
| Range |
0.0045 |
0.0084 |
0.0039 |
86.7% |
0.0221 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
174,579 |
180,641 |
6,062 |
3.5% |
881,385 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3921 |
1.3880 |
1.3718 |
|
| R3 |
1.3837 |
1.3796 |
1.3695 |
|
| R2 |
1.3753 |
1.3753 |
1.3687 |
|
| R1 |
1.3712 |
1.3712 |
1.3680 |
1.3733 |
| PP |
1.3669 |
1.3669 |
1.3669 |
1.3679 |
| S1 |
1.3628 |
1.3628 |
1.3664 |
1.3649 |
| S2 |
1.3585 |
1.3585 |
1.3657 |
|
| S3 |
1.3501 |
1.3544 |
1.3649 |
|
| S4 |
1.3417 |
1.3460 |
1.3626 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4377 |
1.4246 |
1.3794 |
|
| R3 |
1.4156 |
1.4025 |
1.3733 |
|
| R2 |
1.3935 |
1.3935 |
1.3713 |
|
| R1 |
1.3804 |
1.3804 |
1.3692 |
1.3759 |
| PP |
1.3714 |
1.3714 |
1.3714 |
1.3692 |
| S1 |
1.3583 |
1.3583 |
1.3652 |
1.3538 |
| S2 |
1.3493 |
1.3493 |
1.3631 |
|
| S3 |
1.3272 |
1.3362 |
1.3611 |
|
| S4 |
1.3051 |
1.3141 |
1.3550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3846 |
1.3625 |
0.0221 |
1.6% |
0.0085 |
0.6% |
21% |
False |
True |
176,277 |
| 10 |
1.3846 |
1.3625 |
0.0221 |
1.6% |
0.0073 |
0.5% |
21% |
False |
True |
143,181 |
| 20 |
1.3846 |
1.3466 |
0.0380 |
2.8% |
0.0077 |
0.6% |
54% |
False |
False |
75,809 |
| 40 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0085 |
0.6% |
68% |
False |
False |
38,281 |
| 60 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0081 |
0.6% |
68% |
False |
False |
25,634 |
| 80 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0075 |
0.5% |
76% |
False |
False |
19,243 |
| 100 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0066 |
0.5% |
76% |
False |
False |
15,396 |
| 120 |
1.3846 |
1.2781 |
0.1065 |
7.8% |
0.0062 |
0.5% |
84% |
False |
False |
12,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4066 |
|
2.618 |
1.3929 |
|
1.618 |
1.3845 |
|
1.000 |
1.3793 |
|
0.618 |
1.3761 |
|
HIGH |
1.3709 |
|
0.618 |
1.3677 |
|
0.500 |
1.3667 |
|
0.382 |
1.3657 |
|
LOW |
1.3625 |
|
0.618 |
1.3573 |
|
1.000 |
1.3541 |
|
1.618 |
1.3489 |
|
2.618 |
1.3405 |
|
4.250 |
1.3268 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3670 |
1.3736 |
| PP |
1.3669 |
1.3714 |
| S1 |
1.3667 |
1.3693 |
|