CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3757 |
1.3752 |
-0.0005 |
0.0% |
1.3722 |
| High |
1.3769 |
1.3794 |
0.0025 |
0.2% |
1.3804 |
| Low |
1.3709 |
1.3735 |
0.0026 |
0.2% |
1.3709 |
| Close |
1.3733 |
1.3761 |
0.0028 |
0.2% |
1.3733 |
| Range |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0095 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
125 |
137 |
12 |
9.6% |
3,528 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3940 |
1.3910 |
1.3793 |
|
| R3 |
1.3881 |
1.3851 |
1.3777 |
|
| R2 |
1.3822 |
1.3822 |
1.3772 |
|
| R1 |
1.3792 |
1.3792 |
1.3766 |
1.3807 |
| PP |
1.3763 |
1.3763 |
1.3763 |
1.3771 |
| S1 |
1.3733 |
1.3733 |
1.3756 |
1.3748 |
| S2 |
1.3704 |
1.3704 |
1.3750 |
|
| S3 |
1.3645 |
1.3674 |
1.3745 |
|
| S4 |
1.3586 |
1.3615 |
1.3729 |
|
|
| 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% |
0.0054 |
0.4% |
55% |
False |
False |
726 |
| 10 |
1.3804 |
1.3552 |
0.0252 |
1.8% |
0.0056 |
0.4% |
83% |
False |
False |
377 |
| 20 |
1.3804 |
1.3405 |
0.0399 |
2.9% |
0.0055 |
0.4% |
89% |
False |
False |
202 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0053 |
0.4% |
89% |
False |
False |
108 |
| 60 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0042 |
0.3% |
89% |
False |
False |
73 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0037 |
0.3% |
91% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4045 |
|
2.618 |
1.3948 |
|
1.618 |
1.3889 |
|
1.000 |
1.3853 |
|
0.618 |
1.3830 |
|
HIGH |
1.3794 |
|
0.618 |
1.3771 |
|
0.500 |
1.3765 |
|
0.382 |
1.3758 |
|
LOW |
1.3735 |
|
0.618 |
1.3699 |
|
1.000 |
1.3676 |
|
1.618 |
1.3640 |
|
2.618 |
1.3581 |
|
4.250 |
1.3484 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3765 |
1.3759 |
| PP |
1.3763 |
1.3756 |
| S1 |
1.3762 |
1.3754 |
|