CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3306 |
1.3368 |
0.0062 |
0.5% |
1.3181 |
| High |
1.3327 |
1.3391 |
0.0064 |
0.5% |
1.3329 |
| Low |
1.3257 |
1.3334 |
0.0077 |
0.6% |
1.3171 |
| Close |
1.3310 |
1.3337 |
0.0027 |
0.2% |
1.3310 |
| Range |
0.0070 |
0.0057 |
-0.0013 |
-18.6% |
0.0158 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
186,672 |
164,112 |
-22,560 |
-12.1% |
502,950 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3525 |
1.3488 |
1.3368 |
|
| R3 |
1.3468 |
1.3431 |
1.3353 |
|
| R2 |
1.3411 |
1.3411 |
1.3347 |
|
| R1 |
1.3374 |
1.3374 |
1.3342 |
1.3364 |
| PP |
1.3354 |
1.3354 |
1.3354 |
1.3349 |
| S1 |
1.3317 |
1.3317 |
1.3332 |
1.3307 |
| S2 |
1.3297 |
1.3297 |
1.3327 |
|
| S3 |
1.3240 |
1.3260 |
1.3321 |
|
| S4 |
1.3183 |
1.3203 |
1.3306 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3744 |
1.3685 |
1.3397 |
|
| R3 |
1.3586 |
1.3527 |
1.3353 |
|
| R2 |
1.3428 |
1.3428 |
1.3339 |
|
| R1 |
1.3369 |
1.3369 |
1.3324 |
1.3399 |
| PP |
1.3270 |
1.3270 |
1.3270 |
1.3285 |
| S1 |
1.3211 |
1.3211 |
1.3296 |
1.3241 |
| S2 |
1.3112 |
1.3112 |
1.3281 |
|
| S3 |
1.2954 |
1.3053 |
1.3267 |
|
| S4 |
1.2796 |
1.2895 |
1.3223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3391 |
1.3235 |
0.0156 |
1.2% |
0.0065 |
0.5% |
65% |
True |
False |
126,271 |
| 10 |
1.3391 |
1.3110 |
0.0281 |
2.1% |
0.0079 |
0.6% |
81% |
True |
False |
70,380 |
| 20 |
1.3458 |
1.3110 |
0.0348 |
2.6% |
0.0081 |
0.6% |
65% |
False |
False |
36,519 |
| 40 |
1.3458 |
1.3110 |
0.0348 |
2.6% |
0.0080 |
0.6% |
65% |
False |
False |
18,563 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0089 |
0.7% |
83% |
False |
False |
12,482 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0087 |
0.7% |
83% |
False |
False |
9,383 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0082 |
0.6% |
83% |
False |
False |
7,513 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0081 |
0.6% |
83% |
False |
False |
6,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3633 |
|
2.618 |
1.3540 |
|
1.618 |
1.3483 |
|
1.000 |
1.3448 |
|
0.618 |
1.3426 |
|
HIGH |
1.3391 |
|
0.618 |
1.3369 |
|
0.500 |
1.3363 |
|
0.382 |
1.3356 |
|
LOW |
1.3334 |
|
0.618 |
1.3299 |
|
1.000 |
1.3277 |
|
1.618 |
1.3242 |
|
2.618 |
1.3185 |
|
4.250 |
1.3092 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3363 |
1.3333 |
| PP |
1.3354 |
1.3328 |
| S1 |
1.3346 |
1.3324 |
|