CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3778 |
1.3757 |
-0.0021 |
-0.2% |
1.3722 |
| High |
1.3798 |
1.3769 |
-0.0029 |
-0.2% |
1.3804 |
| Low |
1.3737 |
1.3709 |
-0.0028 |
-0.2% |
1.3709 |
| Close |
1.3742 |
1.3733 |
-0.0009 |
-0.1% |
1.3733 |
| Range |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0095 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
2,265 |
125 |
-2,140 |
-94.5% |
3,528 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3917 |
1.3885 |
1.3766 |
|
| R3 |
1.3857 |
1.3825 |
1.3750 |
|
| R2 |
1.3797 |
1.3797 |
1.3744 |
|
| R1 |
1.3765 |
1.3765 |
1.3739 |
1.3751 |
| PP |
1.3737 |
1.3737 |
1.3737 |
1.3730 |
| S1 |
1.3705 |
1.3705 |
1.3728 |
1.3691 |
| S2 |
1.3677 |
1.3677 |
1.3722 |
|
| S3 |
1.3617 |
1.3645 |
1.3717 |
|
| S4 |
1.3557 |
1.3585 |
1.3700 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4034 |
1.3978 |
1.3785 |
|
| R3 |
1.3939 |
1.3883 |
1.3759 |
|
| R2 |
1.3844 |
1.3844 |
1.3750 |
|
| R1 |
1.3788 |
1.3788 |
1.3742 |
1.3816 |
| PP |
1.3749 |
1.3749 |
1.3749 |
1.3763 |
| S1 |
1.3693 |
1.3693 |
1.3724 |
1.3721 |
| S2 |
1.3654 |
1.3654 |
1.3716 |
|
| S3 |
1.3559 |
1.3598 |
1.3707 |
|
| S4 |
1.3464 |
1.3503 |
1.3681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3804 |
1.3709 |
0.0095 |
0.7% |
0.0046 |
0.3% |
25% |
False |
True |
705 |
| 10 |
1.3804 |
1.3543 |
0.0261 |
1.9% |
0.0055 |
0.4% |
73% |
False |
False |
369 |
| 20 |
1.3804 |
1.3405 |
0.0399 |
2.9% |
0.0054 |
0.4% |
82% |
False |
False |
195 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0053 |
0.4% |
83% |
False |
False |
105 |
| 60 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0041 |
0.3% |
83% |
False |
False |
71 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0037 |
0.3% |
87% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4024 |
|
2.618 |
1.3926 |
|
1.618 |
1.3866 |
|
1.000 |
1.3829 |
|
0.618 |
1.3806 |
|
HIGH |
1.3769 |
|
0.618 |
1.3746 |
|
0.500 |
1.3739 |
|
0.382 |
1.3732 |
|
LOW |
1.3709 |
|
0.618 |
1.3672 |
|
1.000 |
1.3649 |
|
1.618 |
1.3612 |
|
2.618 |
1.3552 |
|
4.250 |
1.3454 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3739 |
1.3757 |
| PP |
1.3737 |
1.3749 |
| S1 |
1.3735 |
1.3741 |
|