CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3762 |
1.3778 |
0.0016 |
0.1% |
1.3588 |
| High |
1.3804 |
1.3798 |
-0.0006 |
0.0% |
1.3696 |
| Low |
1.3754 |
1.3737 |
-0.0017 |
-0.1% |
1.3543 |
| Close |
1.3786 |
1.3742 |
-0.0044 |
-0.3% |
1.3696 |
| Range |
0.0050 |
0.0061 |
0.0011 |
22.0% |
0.0153 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
971 |
2,265 |
1,294 |
133.3% |
166 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3942 |
1.3903 |
1.3776 |
|
| R3 |
1.3881 |
1.3842 |
1.3759 |
|
| R2 |
1.3820 |
1.3820 |
1.3753 |
|
| R1 |
1.3781 |
1.3781 |
1.3748 |
1.3770 |
| PP |
1.3759 |
1.3759 |
1.3759 |
1.3754 |
| S1 |
1.3720 |
1.3720 |
1.3736 |
1.3709 |
| S2 |
1.3698 |
1.3698 |
1.3731 |
|
| S3 |
1.3637 |
1.3659 |
1.3725 |
|
| S4 |
1.3576 |
1.3598 |
1.3708 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4104 |
1.4053 |
1.3780 |
|
| R3 |
1.3951 |
1.3900 |
1.3738 |
|
| R2 |
1.3798 |
1.3798 |
1.3724 |
|
| R1 |
1.3747 |
1.3747 |
1.3710 |
1.3773 |
| PP |
1.3645 |
1.3645 |
1.3645 |
1.3658 |
| S1 |
1.3594 |
1.3594 |
1.3682 |
1.3620 |
| S2 |
1.3492 |
1.3492 |
1.3668 |
|
| S3 |
1.3339 |
1.3441 |
1.3654 |
|
| S4 |
1.3186 |
1.3288 |
1.3612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3804 |
1.3633 |
0.0171 |
1.2% |
0.0046 |
0.3% |
64% |
False |
False |
687 |
| 10 |
1.3804 |
1.3543 |
0.0261 |
1.9% |
0.0051 |
0.4% |
76% |
False |
False |
359 |
| 20 |
1.3804 |
1.3405 |
0.0399 |
2.9% |
0.0053 |
0.4% |
84% |
False |
False |
190 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0053 |
0.4% |
85% |
False |
False |
102 |
| 60 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0041 |
0.3% |
85% |
False |
False |
69 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0036 |
0.3% |
89% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4057 |
|
2.618 |
1.3958 |
|
1.618 |
1.3897 |
|
1.000 |
1.3859 |
|
0.618 |
1.3836 |
|
HIGH |
1.3798 |
|
0.618 |
1.3775 |
|
0.500 |
1.3768 |
|
0.382 |
1.3760 |
|
LOW |
1.3737 |
|
0.618 |
1.3699 |
|
1.000 |
1.3676 |
|
1.618 |
1.3638 |
|
2.618 |
1.3577 |
|
4.250 |
1.3478 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3768 |
1.3771 |
| PP |
1.3759 |
1.3761 |
| S1 |
1.3751 |
1.3752 |
|