CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3669 |
1.3689 |
0.0020 |
0.1% |
1.3752 |
| High |
1.3707 |
1.3689 |
-0.0018 |
-0.1% |
1.3838 |
| Low |
1.3669 |
1.3670 |
0.0001 |
0.0% |
1.3627 |
| Close |
1.3690 |
1.3680 |
-0.0010 |
-0.1% |
1.3673 |
| Range |
0.0038 |
0.0019 |
-0.0019 |
-50.0% |
0.0211 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-5.0% |
0.0000 |
| Volume |
448 |
41 |
-407 |
-90.8% |
1,050 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3737 |
1.3727 |
1.3690 |
|
| R3 |
1.3718 |
1.3708 |
1.3685 |
|
| R2 |
1.3699 |
1.3699 |
1.3683 |
|
| R1 |
1.3689 |
1.3689 |
1.3682 |
1.3685 |
| PP |
1.3680 |
1.3680 |
1.3680 |
1.3677 |
| S1 |
1.3670 |
1.3670 |
1.3678 |
1.3666 |
| S2 |
1.3661 |
1.3661 |
1.3677 |
|
| S3 |
1.3642 |
1.3651 |
1.3675 |
|
| S4 |
1.3623 |
1.3632 |
1.3670 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4346 |
1.4220 |
1.3789 |
|
| R3 |
1.4135 |
1.4009 |
1.3731 |
|
| R2 |
1.3924 |
1.3924 |
1.3712 |
|
| R1 |
1.3798 |
1.3798 |
1.3692 |
1.3756 |
| PP |
1.3713 |
1.3713 |
1.3713 |
1.3691 |
| S1 |
1.3587 |
1.3587 |
1.3654 |
1.3545 |
| S2 |
1.3502 |
1.3502 |
1.3634 |
|
| S3 |
1.3291 |
1.3376 |
1.3615 |
|
| S4 |
1.3080 |
1.3165 |
1.3557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3838 |
1.3627 |
0.0211 |
1.5% |
0.0067 |
0.5% |
25% |
False |
False |
261 |
| 10 |
1.3838 |
1.3627 |
0.0211 |
1.5% |
0.0061 |
0.4% |
25% |
False |
False |
490 |
| 20 |
1.3838 |
1.3525 |
0.0313 |
2.3% |
0.0055 |
0.4% |
50% |
False |
False |
265 |
| 40 |
1.3838 |
1.3302 |
0.0536 |
3.9% |
0.0057 |
0.4% |
71% |
False |
False |
141 |
| 60 |
1.3838 |
1.3302 |
0.0536 |
3.9% |
0.0047 |
0.3% |
71% |
False |
False |
96 |
| 80 |
1.3838 |
1.3131 |
0.0707 |
5.2% |
0.0041 |
0.3% |
78% |
False |
False |
73 |
| 100 |
1.3838 |
1.3131 |
0.0707 |
5.2% |
0.0034 |
0.2% |
78% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3770 |
|
2.618 |
1.3739 |
|
1.618 |
1.3720 |
|
1.000 |
1.3708 |
|
0.618 |
1.3701 |
|
HIGH |
1.3689 |
|
0.618 |
1.3682 |
|
0.500 |
1.3680 |
|
0.382 |
1.3677 |
|
LOW |
1.3670 |
|
0.618 |
1.3658 |
|
1.000 |
1.3651 |
|
1.618 |
1.3639 |
|
2.618 |
1.3620 |
|
4.250 |
1.3589 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3680 |
1.3676 |
| PP |
1.3680 |
1.3672 |
| S1 |
1.3680 |
1.3669 |
|