CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3686 |
1.3688 |
0.0002 |
0.0% |
1.3670 |
| High |
1.3699 |
1.3893 |
0.0194 |
1.4% |
1.3893 |
| Low |
1.3679 |
1.3687 |
0.0008 |
0.1% |
1.3654 |
| Close |
1.3691 |
1.3733 |
0.0042 |
0.3% |
1.3733 |
| Range |
0.0020 |
0.0206 |
0.0186 |
930.0% |
0.0239 |
| ATR |
0.0075 |
0.0085 |
0.0009 |
12.4% |
0.0000 |
| Volume |
26,138 |
176,825 |
150,687 |
576.5% |
318,261 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4389 |
1.4267 |
1.3846 |
|
| R3 |
1.4183 |
1.4061 |
1.3790 |
|
| R2 |
1.3977 |
1.3977 |
1.3771 |
|
| R1 |
1.3855 |
1.3855 |
1.3752 |
1.3916 |
| PP |
1.3771 |
1.3771 |
1.3771 |
1.3802 |
| S1 |
1.3649 |
1.3649 |
1.3714 |
1.3710 |
| S2 |
1.3565 |
1.3565 |
1.3695 |
|
| S3 |
1.3359 |
1.3443 |
1.3676 |
|
| S4 |
1.3153 |
1.3237 |
1.3620 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4477 |
1.4344 |
1.3864 |
|
| R3 |
1.4238 |
1.4105 |
1.3799 |
|
| R2 |
1.3999 |
1.3999 |
1.3777 |
|
| R1 |
1.3866 |
1.3866 |
1.3755 |
1.3933 |
| PP |
1.3760 |
1.3760 |
1.3760 |
1.3793 |
| S1 |
1.3627 |
1.3627 |
1.3711 |
1.3694 |
| S2 |
1.3521 |
1.3521 |
1.3689 |
|
| S3 |
1.3282 |
1.3388 |
1.3667 |
|
| S4 |
1.3043 |
1.3149 |
1.3602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3893 |
1.3625 |
0.0268 |
2.0% |
0.0080 |
0.6% |
40% |
True |
False |
99,780 |
| 10 |
1.3893 |
1.3625 |
0.0268 |
2.0% |
0.0080 |
0.6% |
40% |
True |
False |
137,911 |
| 20 |
1.3893 |
1.3526 |
0.0367 |
2.7% |
0.0080 |
0.6% |
56% |
True |
False |
91,121 |
| 40 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0087 |
0.6% |
73% |
True |
False |
46,194 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0081 |
0.6% |
73% |
True |
False |
30,918 |
| 80 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0076 |
0.6% |
79% |
True |
False |
23,221 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0067 |
0.5% |
79% |
True |
False |
18,578 |
| 120 |
1.3893 |
1.2901 |
0.0992 |
7.2% |
0.0061 |
0.4% |
84% |
True |
False |
15,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4769 |
|
2.618 |
1.4432 |
|
1.618 |
1.4226 |
|
1.000 |
1.4099 |
|
0.618 |
1.4020 |
|
HIGH |
1.3893 |
|
0.618 |
1.3814 |
|
0.500 |
1.3790 |
|
0.382 |
1.3766 |
|
LOW |
1.3687 |
|
0.618 |
1.3560 |
|
1.000 |
1.3481 |
|
1.618 |
1.3354 |
|
2.618 |
1.3148 |
|
4.250 |
1.2812 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3790 |
1.3774 |
| PP |
1.3771 |
1.3760 |
| S1 |
1.3752 |
1.3747 |
|