CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3368 |
1.3337 |
-0.0031 |
-0.2% |
1.3181 |
| High |
1.3391 |
1.3377 |
-0.0014 |
-0.1% |
1.3329 |
| Low |
1.3334 |
1.3329 |
-0.0005 |
0.0% |
1.3171 |
| Close |
1.3337 |
1.3362 |
0.0025 |
0.2% |
1.3310 |
| Range |
0.0057 |
0.0048 |
-0.0009 |
-15.8% |
0.0158 |
| ATR |
0.0083 |
0.0080 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
164,112 |
103,799 |
-60,313 |
-36.8% |
502,950 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3500 |
1.3479 |
1.3388 |
|
| R3 |
1.3452 |
1.3431 |
1.3375 |
|
| R2 |
1.3404 |
1.3404 |
1.3371 |
|
| R1 |
1.3383 |
1.3383 |
1.3366 |
1.3394 |
| PP |
1.3356 |
1.3356 |
1.3356 |
1.3361 |
| S1 |
1.3335 |
1.3335 |
1.3358 |
1.3346 |
| S2 |
1.3308 |
1.3308 |
1.3353 |
|
| S3 |
1.3260 |
1.3287 |
1.3349 |
|
| S4 |
1.3212 |
1.3239 |
1.3336 |
|
|
| 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 |
1.3248 |
0.0143 |
1.1% |
0.0065 |
0.5% |
80% |
False |
False |
134,581 |
| 10 |
1.3391 |
1.3110 |
0.0281 |
2.1% |
0.0074 |
0.6% |
90% |
False |
False |
80,282 |
| 20 |
1.3458 |
1.3110 |
0.0348 |
2.6% |
0.0081 |
0.6% |
72% |
False |
False |
41,675 |
| 40 |
1.3458 |
1.3110 |
0.0348 |
2.6% |
0.0080 |
0.6% |
72% |
False |
False |
21,149 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0087 |
0.7% |
86% |
False |
False |
14,200 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0086 |
0.6% |
86% |
False |
False |
10,681 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0082 |
0.6% |
86% |
False |
False |
8,550 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0080 |
0.6% |
86% |
False |
False |
7,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3581 |
|
2.618 |
1.3503 |
|
1.618 |
1.3455 |
|
1.000 |
1.3425 |
|
0.618 |
1.3407 |
|
HIGH |
1.3377 |
|
0.618 |
1.3359 |
|
0.500 |
1.3353 |
|
0.382 |
1.3347 |
|
LOW |
1.3329 |
|
0.618 |
1.3299 |
|
1.000 |
1.3281 |
|
1.618 |
1.3251 |
|
2.618 |
1.3203 |
|
4.250 |
1.3125 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3359 |
1.3349 |
| PP |
1.3356 |
1.3337 |
| S1 |
1.3353 |
1.3324 |
|