CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3695 |
1.3757 |
0.0062 |
0.5% |
1.3669 |
| High |
1.3892 |
1.3818 |
-0.0074 |
-0.5% |
1.3892 |
| Low |
1.3695 |
1.3736 |
0.0041 |
0.3% |
1.3669 |
| Close |
1.3734 |
1.3803 |
0.0069 |
0.5% |
1.3734 |
| Range |
0.0197 |
0.0082 |
-0.0115 |
-58.4% |
0.0223 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.2% |
0.0000 |
| Volume |
10 |
273 |
263 |
2,630.0% |
529 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4032 |
1.3999 |
1.3848 |
|
| R3 |
1.3950 |
1.3917 |
1.3826 |
|
| R2 |
1.3868 |
1.3868 |
1.3818 |
|
| R1 |
1.3835 |
1.3835 |
1.3811 |
1.3852 |
| PP |
1.3786 |
1.3786 |
1.3786 |
1.3794 |
| S1 |
1.3753 |
1.3753 |
1.3795 |
1.3770 |
| S2 |
1.3704 |
1.3704 |
1.3788 |
|
| S3 |
1.3622 |
1.3671 |
1.3780 |
|
| S4 |
1.3540 |
1.3589 |
1.3758 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4434 |
1.4307 |
1.3857 |
|
| R3 |
1.4211 |
1.4084 |
1.3795 |
|
| R2 |
1.3988 |
1.3988 |
1.3775 |
|
| R1 |
1.3861 |
1.3861 |
1.3754 |
1.3925 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3797 |
| S1 |
1.3638 |
1.3638 |
1.3714 |
1.3702 |
| S2 |
1.3542 |
1.3542 |
1.3693 |
|
| S3 |
1.3319 |
1.3415 |
1.3673 |
|
| S4 |
1.3096 |
1.3192 |
1.3611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3892 |
1.3669 |
0.0223 |
1.6% |
0.0071 |
0.5% |
60% |
False |
False |
160 |
| 10 |
1.3892 |
1.3627 |
0.0265 |
1.9% |
0.0074 |
0.5% |
66% |
False |
False |
185 |
| 20 |
1.3892 |
1.3543 |
0.0349 |
2.5% |
0.0064 |
0.5% |
74% |
False |
False |
277 |
| 40 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0060 |
0.4% |
85% |
False |
False |
148 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0052 |
0.4% |
85% |
False |
False |
101 |
| 80 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0045 |
0.3% |
88% |
False |
False |
77 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0037 |
0.3% |
88% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4167 |
|
2.618 |
1.4033 |
|
1.618 |
1.3951 |
|
1.000 |
1.3900 |
|
0.618 |
1.3869 |
|
HIGH |
1.3818 |
|
0.618 |
1.3787 |
|
0.500 |
1.3777 |
|
0.382 |
1.3767 |
|
LOW |
1.3736 |
|
0.618 |
1.3685 |
|
1.000 |
1.3654 |
|
1.618 |
1.3603 |
|
2.618 |
1.3521 |
|
4.250 |
1.3388 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3794 |
1.3798 |
| PP |
1.3786 |
1.3792 |
| S1 |
1.3777 |
1.3787 |
|