CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3582 |
1.3592 |
0.0010 |
0.1% |
1.3565 |
| High |
1.3607 |
1.3677 |
0.0070 |
0.5% |
1.3617 |
| Low |
1.3552 |
1.3572 |
0.0020 |
0.1% |
1.3495 |
| Close |
1.3591 |
1.3677 |
0.0086 |
0.6% |
1.3591 |
| Range |
0.0055 |
0.0105 |
0.0050 |
90.9% |
0.0122 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.0% |
0.0000 |
| Volume |
25 |
40 |
15 |
60.0% |
113 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3957 |
1.3922 |
1.3735 |
|
| R3 |
1.3852 |
1.3817 |
1.3706 |
|
| R2 |
1.3747 |
1.3747 |
1.3696 |
|
| R1 |
1.3712 |
1.3712 |
1.3687 |
1.3730 |
| PP |
1.3642 |
1.3642 |
1.3642 |
1.3651 |
| S1 |
1.3607 |
1.3607 |
1.3667 |
1.3625 |
| S2 |
1.3537 |
1.3537 |
1.3658 |
|
| S3 |
1.3432 |
1.3502 |
1.3648 |
|
| S4 |
1.3327 |
1.3397 |
1.3619 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3884 |
1.3658 |
|
| R3 |
1.3812 |
1.3762 |
1.3625 |
|
| R2 |
1.3690 |
1.3690 |
1.3613 |
|
| R1 |
1.3640 |
1.3640 |
1.3602 |
1.3665 |
| PP |
1.3568 |
1.3568 |
1.3568 |
1.3580 |
| S1 |
1.3518 |
1.3518 |
1.3580 |
1.3543 |
| S2 |
1.3446 |
1.3446 |
1.3569 |
|
| S3 |
1.3324 |
1.3396 |
1.3557 |
|
| S4 |
1.3202 |
1.3274 |
1.3524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3677 |
1.3543 |
0.0134 |
1.0% |
0.0056 |
0.4% |
100% |
True |
False |
31 |
| 10 |
1.3677 |
1.3405 |
0.0272 |
2.0% |
0.0057 |
0.4% |
100% |
True |
False |
32 |
| 20 |
1.3677 |
1.3302 |
0.0375 |
2.7% |
0.0066 |
0.5% |
100% |
True |
False |
23 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0051 |
0.4% |
72% |
False |
False |
16 |
| 60 |
1.3820 |
1.3270 |
0.0550 |
4.0% |
0.0040 |
0.3% |
74% |
False |
False |
12 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0033 |
0.2% |
79% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4123 |
|
2.618 |
1.3952 |
|
1.618 |
1.3847 |
|
1.000 |
1.3782 |
|
0.618 |
1.3742 |
|
HIGH |
1.3677 |
|
0.618 |
1.3637 |
|
0.500 |
1.3625 |
|
0.382 |
1.3612 |
|
LOW |
1.3572 |
|
0.618 |
1.3507 |
|
1.000 |
1.3467 |
|
1.618 |
1.3402 |
|
2.618 |
1.3297 |
|
4.250 |
1.3126 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3660 |
1.3656 |
| PP |
1.3642 |
1.3635 |
| S1 |
1.3625 |
1.3615 |
|