CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3670 |
1.3696 |
0.0026 |
0.2% |
1.3737 |
| High |
1.3716 |
1.3699 |
-0.0017 |
-0.1% |
1.3846 |
| Low |
1.3670 |
1.3654 |
-0.0016 |
-0.1% |
1.3625 |
| Close |
1.3689 |
1.3679 |
-0.0010 |
-0.1% |
1.3672 |
| Range |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0221 |
| ATR |
0.0082 |
0.0080 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
80,934 |
34,364 |
-46,570 |
-57.5% |
881,385 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3812 |
1.3791 |
1.3704 |
|
| R3 |
1.3767 |
1.3746 |
1.3691 |
|
| R2 |
1.3722 |
1.3722 |
1.3687 |
|
| R1 |
1.3701 |
1.3701 |
1.3683 |
1.3689 |
| PP |
1.3677 |
1.3677 |
1.3677 |
1.3672 |
| S1 |
1.3656 |
1.3656 |
1.3675 |
1.3644 |
| S2 |
1.3632 |
1.3632 |
1.3671 |
|
| S3 |
1.3587 |
1.3611 |
1.3667 |
|
| S4 |
1.3542 |
1.3566 |
1.3654 |
|
|
| 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% |
0.0079 |
0.6% |
24% |
False |
False |
139,729 |
| 10 |
1.3846 |
1.3625 |
0.0221 |
1.6% |
0.0071 |
0.5% |
24% |
False |
False |
144,889 |
| 20 |
1.3846 |
1.3519 |
0.0327 |
2.4% |
0.0074 |
0.5% |
49% |
False |
False |
81,406 |
| 40 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0085 |
0.6% |
69% |
False |
False |
41,144 |
| 60 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0080 |
0.6% |
69% |
False |
False |
27,548 |
| 80 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0075 |
0.5% |
77% |
False |
False |
20,684 |
| 100 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0066 |
0.5% |
77% |
False |
False |
16,548 |
| 120 |
1.3846 |
1.2781 |
0.1065 |
7.8% |
0.0061 |
0.4% |
84% |
False |
False |
13,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3890 |
|
2.618 |
1.3817 |
|
1.618 |
1.3772 |
|
1.000 |
1.3744 |
|
0.618 |
1.3727 |
|
HIGH |
1.3699 |
|
0.618 |
1.3682 |
|
0.500 |
1.3677 |
|
0.382 |
1.3671 |
|
LOW |
1.3654 |
|
0.618 |
1.3626 |
|
1.000 |
1.3609 |
|
1.618 |
1.3581 |
|
2.618 |
1.3536 |
|
4.250 |
1.3463 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3678 |
1.3676 |
| PP |
1.3677 |
1.3673 |
| S1 |
1.3677 |
1.3671 |
|