CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3768 |
1.3668 |
-0.0100 |
-0.7% |
1.3722 |
| High |
1.3838 |
1.3690 |
-0.0148 |
-1.1% |
1.3804 |
| Low |
1.3685 |
1.3650 |
-0.0035 |
-0.3% |
1.3709 |
| Close |
1.3757 |
1.3656 |
-0.0101 |
-0.7% |
1.3733 |
| Range |
0.0153 |
0.0040 |
-0.0113 |
-73.9% |
0.0095 |
| ATR |
0.0067 |
0.0069 |
0.0003 |
4.3% |
0.0000 |
| Volume |
179 |
324 |
145 |
81.0% |
3,528 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3785 |
1.3761 |
1.3678 |
|
| R3 |
1.3745 |
1.3721 |
1.3667 |
|
| R2 |
1.3705 |
1.3705 |
1.3663 |
|
| R1 |
1.3681 |
1.3681 |
1.3660 |
1.3673 |
| PP |
1.3665 |
1.3665 |
1.3665 |
1.3662 |
| S1 |
1.3641 |
1.3641 |
1.3652 |
1.3633 |
| S2 |
1.3625 |
1.3625 |
1.3649 |
|
| S3 |
1.3585 |
1.3601 |
1.3645 |
|
| S4 |
1.3545 |
1.3561 |
1.3634 |
|
|
| 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 |
1.3838 |
1.3650 |
0.0188 |
1.4% |
0.0071 |
0.5% |
3% |
False |
True |
171 |
| 10 |
1.3838 |
1.3633 |
0.0205 |
1.5% |
0.0059 |
0.4% |
11% |
False |
False |
429 |
| 20 |
1.3838 |
1.3405 |
0.0433 |
3.2% |
0.0058 |
0.4% |
58% |
False |
False |
230 |
| 40 |
1.3838 |
1.3302 |
0.0536 |
3.9% |
0.0056 |
0.4% |
66% |
False |
False |
122 |
| 60 |
1.3838 |
1.3302 |
0.0536 |
3.9% |
0.0045 |
0.3% |
66% |
False |
False |
83 |
| 80 |
1.3838 |
1.3131 |
0.0707 |
5.2% |
0.0040 |
0.3% |
74% |
False |
False |
63 |
| 100 |
1.3838 |
1.3131 |
0.0707 |
5.2% |
0.0033 |
0.2% |
74% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3860 |
|
2.618 |
1.3795 |
|
1.618 |
1.3755 |
|
1.000 |
1.3730 |
|
0.618 |
1.3715 |
|
HIGH |
1.3690 |
|
0.618 |
1.3675 |
|
0.500 |
1.3670 |
|
0.382 |
1.3665 |
|
LOW |
1.3650 |
|
0.618 |
1.3625 |
|
1.000 |
1.3610 |
|
1.618 |
1.3585 |
|
2.618 |
1.3545 |
|
4.250 |
1.3480 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3670 |
1.3744 |
| PP |
1.3665 |
1.3715 |
| S1 |
1.3661 |
1.3685 |
|