CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3689 |
1.3694 |
0.0005 |
0.0% |
1.3752 |
| High |
1.3689 |
1.3702 |
0.0013 |
0.1% |
1.3838 |
| Low |
1.3670 |
1.3681 |
0.0011 |
0.1% |
1.3627 |
| Close |
1.3680 |
1.3692 |
0.0012 |
0.1% |
1.3673 |
| Range |
0.0019 |
0.0021 |
0.0002 |
10.5% |
0.0211 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
41 |
30 |
-11 |
-26.8% |
1,050 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3755 |
1.3744 |
1.3704 |
|
| R3 |
1.3734 |
1.3723 |
1.3698 |
|
| R2 |
1.3713 |
1.3713 |
1.3696 |
|
| R1 |
1.3702 |
1.3702 |
1.3694 |
1.3697 |
| PP |
1.3692 |
1.3692 |
1.3692 |
1.3689 |
| S1 |
1.3681 |
1.3681 |
1.3690 |
1.3676 |
| S2 |
1.3671 |
1.3671 |
1.3688 |
|
| S3 |
1.3650 |
1.3660 |
1.3686 |
|
| S4 |
1.3629 |
1.3639 |
1.3680 |
|
|
| 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 |
1.3710 |
1.3627 |
0.0083 |
0.6% |
0.0040 |
0.3% |
78% |
False |
False |
232 |
| 10 |
1.3838 |
1.3627 |
0.0211 |
1.5% |
0.0058 |
0.4% |
31% |
False |
False |
395 |
| 20 |
1.3838 |
1.3543 |
0.0295 |
2.2% |
0.0054 |
0.4% |
51% |
False |
False |
265 |
| 40 |
1.3838 |
1.3302 |
0.0536 |
3.9% |
0.0056 |
0.4% |
73% |
False |
False |
142 |
| 60 |
1.3838 |
1.3302 |
0.0536 |
3.9% |
0.0048 |
0.3% |
73% |
False |
False |
97 |
| 80 |
1.3838 |
1.3131 |
0.0707 |
5.2% |
0.0041 |
0.3% |
79% |
False |
False |
73 |
| 100 |
1.3838 |
1.3131 |
0.0707 |
5.2% |
0.0034 |
0.2% |
79% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3791 |
|
2.618 |
1.3757 |
|
1.618 |
1.3736 |
|
1.000 |
1.3723 |
|
0.618 |
1.3715 |
|
HIGH |
1.3702 |
|
0.618 |
1.3694 |
|
0.500 |
1.3692 |
|
0.382 |
1.3689 |
|
LOW |
1.3681 |
|
0.618 |
1.3668 |
|
1.000 |
1.3660 |
|
1.618 |
1.3647 |
|
2.618 |
1.3626 |
|
4.250 |
1.3592 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3692 |
1.3691 |
| PP |
1.3692 |
1.3689 |
| S1 |
1.3692 |
1.3688 |
|