CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3696 |
1.3686 |
-0.0010 |
-0.1% |
1.3737 |
| High |
1.3699 |
1.3699 |
0.0000 |
0.0% |
1.3846 |
| Low |
1.3654 |
1.3679 |
0.0025 |
0.2% |
1.3625 |
| Close |
1.3679 |
1.3691 |
0.0012 |
0.1% |
1.3672 |
| Range |
0.0045 |
0.0020 |
-0.0025 |
-55.6% |
0.0221 |
| ATR |
0.0080 |
0.0075 |
-0.0004 |
-5.3% |
0.0000 |
| Volume |
34,364 |
26,138 |
-8,226 |
-23.9% |
881,385 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3750 |
1.3740 |
1.3702 |
|
| R3 |
1.3730 |
1.3720 |
1.3697 |
|
| R2 |
1.3710 |
1.3710 |
1.3695 |
|
| R1 |
1.3700 |
1.3700 |
1.3693 |
1.3705 |
| PP |
1.3690 |
1.3690 |
1.3690 |
1.3692 |
| S1 |
1.3680 |
1.3680 |
1.3689 |
1.3685 |
| S2 |
1.3670 |
1.3670 |
1.3687 |
|
| S3 |
1.3650 |
1.3660 |
1.3686 |
|
| S4 |
1.3630 |
1.3640 |
1.3680 |
|
|
| 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 |
1.3716 |
1.3625 |
0.0091 |
0.7% |
0.0048 |
0.4% |
73% |
False |
False |
99,331 |
| 10 |
1.3846 |
1.3625 |
0.0221 |
1.6% |
0.0066 |
0.5% |
30% |
False |
False |
135,483 |
| 20 |
1.3846 |
1.3526 |
0.0320 |
2.3% |
0.0072 |
0.5% |
52% |
False |
False |
82,661 |
| 40 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0084 |
0.6% |
72% |
False |
False |
41,792 |
| 60 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0079 |
0.6% |
72% |
False |
False |
27,974 |
| 80 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0074 |
0.5% |
79% |
False |
False |
21,011 |
| 100 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0065 |
0.5% |
79% |
False |
False |
16,810 |
| 120 |
1.3846 |
1.2781 |
0.1065 |
7.8% |
0.0061 |
0.4% |
85% |
False |
False |
14,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3784 |
|
2.618 |
1.3751 |
|
1.618 |
1.3731 |
|
1.000 |
1.3719 |
|
0.618 |
1.3711 |
|
HIGH |
1.3699 |
|
0.618 |
1.3691 |
|
0.500 |
1.3689 |
|
0.382 |
1.3687 |
|
LOW |
1.3679 |
|
0.618 |
1.3667 |
|
1.000 |
1.3659 |
|
1.618 |
1.3647 |
|
2.618 |
1.3627 |
|
4.250 |
1.3594 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3690 |
1.3689 |
| PP |
1.3690 |
1.3687 |
| S1 |
1.3689 |
1.3685 |
|