CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3688 |
1.3759 |
0.0071 |
0.5% |
1.3670 |
| High |
1.3893 |
1.3819 |
-0.0074 |
-0.5% |
1.3893 |
| Low |
1.3687 |
1.3728 |
0.0041 |
0.3% |
1.3654 |
| Close |
1.3733 |
1.3802 |
0.0069 |
0.5% |
1.3733 |
| Range |
0.0206 |
0.0091 |
-0.0115 |
-55.8% |
0.0239 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.5% |
0.0000 |
| Volume |
176,825 |
98,495 |
-78,330 |
-44.3% |
318,261 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4056 |
1.4020 |
1.3852 |
|
| R3 |
1.3965 |
1.3929 |
1.3827 |
|
| R2 |
1.3874 |
1.3874 |
1.3819 |
|
| R1 |
1.3838 |
1.3838 |
1.3810 |
1.3856 |
| PP |
1.3783 |
1.3783 |
1.3783 |
1.3792 |
| S1 |
1.3747 |
1.3747 |
1.3794 |
1.3765 |
| S2 |
1.3692 |
1.3692 |
1.3785 |
|
| S3 |
1.3601 |
1.3656 |
1.3777 |
|
| S4 |
1.3510 |
1.3565 |
1.3752 |
|
|
| 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 |
1.3654 |
0.0239 |
1.7% |
0.0082 |
0.6% |
62% |
False |
False |
83,351 |
| 10 |
1.3893 |
1.3625 |
0.0268 |
1.9% |
0.0083 |
0.6% |
66% |
False |
False |
129,814 |
| 20 |
1.3893 |
1.3526 |
0.0367 |
2.7% |
0.0081 |
0.6% |
75% |
False |
False |
95,957 |
| 40 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0085 |
0.6% |
85% |
False |
False |
48,643 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
85% |
False |
False |
32,555 |
| 80 |
1.3893 |
1.3126 |
0.0767 |
5.6% |
0.0077 |
0.6% |
88% |
False |
False |
24,451 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0068 |
0.5% |
88% |
False |
False |
19,563 |
| 120 |
1.3893 |
1.3070 |
0.0823 |
6.0% |
0.0062 |
0.5% |
89% |
False |
False |
16,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4206 |
|
2.618 |
1.4057 |
|
1.618 |
1.3966 |
|
1.000 |
1.3910 |
|
0.618 |
1.3875 |
|
HIGH |
1.3819 |
|
0.618 |
1.3784 |
|
0.500 |
1.3774 |
|
0.382 |
1.3763 |
|
LOW |
1.3728 |
|
0.618 |
1.3672 |
|
1.000 |
1.3637 |
|
1.618 |
1.3581 |
|
2.618 |
1.3490 |
|
4.250 |
1.3341 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3793 |
1.3797 |
| PP |
1.3783 |
1.3791 |
| S1 |
1.3774 |
1.3786 |
|