CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3526 |
1.3490 |
-0.0036 |
-0.3% |
1.3539 |
| High |
1.3529 |
1.3567 |
0.0038 |
0.3% |
1.3567 |
| Low |
1.3474 |
1.3477 |
0.0003 |
0.0% |
1.3464 |
| Close |
1.3490 |
1.3521 |
0.0031 |
0.2% |
1.3521 |
| Range |
0.0055 |
0.0090 |
0.0035 |
63.6% |
0.0103 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.0% |
0.0000 |
| Volume |
140,716 |
149,897 |
9,181 |
6.5% |
714,882 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3792 |
1.3746 |
1.3571 |
|
| R3 |
1.3702 |
1.3656 |
1.3546 |
|
| R2 |
1.3612 |
1.3612 |
1.3538 |
|
| R1 |
1.3566 |
1.3566 |
1.3529 |
1.3589 |
| PP |
1.3522 |
1.3522 |
1.3522 |
1.3533 |
| S1 |
1.3476 |
1.3476 |
1.3513 |
1.3499 |
| S2 |
1.3432 |
1.3432 |
1.3505 |
|
| S3 |
1.3342 |
1.3386 |
1.3496 |
|
| S4 |
1.3252 |
1.3296 |
1.3472 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3826 |
1.3777 |
1.3578 |
|
| R3 |
1.3723 |
1.3674 |
1.3549 |
|
| R2 |
1.3620 |
1.3620 |
1.3540 |
|
| R1 |
1.3571 |
1.3571 |
1.3530 |
1.3544 |
| PP |
1.3517 |
1.3517 |
1.3517 |
1.3504 |
| S1 |
1.3468 |
1.3468 |
1.3512 |
1.3441 |
| S2 |
1.3414 |
1.3414 |
1.3502 |
|
| S3 |
1.3311 |
1.3365 |
1.3493 |
|
| S4 |
1.3208 |
1.3262 |
1.3464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3567 |
1.3464 |
0.0103 |
0.8% |
0.0068 |
0.5% |
55% |
True |
False |
142,976 |
| 10 |
1.3573 |
1.3329 |
0.0244 |
1.8% |
0.0077 |
0.6% |
79% |
False |
False |
160,364 |
| 20 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0079 |
0.6% |
89% |
False |
False |
107,695 |
| 40 |
1.3573 |
1.3110 |
0.0463 |
3.4% |
0.0079 |
0.6% |
89% |
False |
False |
54,429 |
| 60 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0087 |
0.6% |
94% |
False |
False |
36,426 |
| 80 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0088 |
0.7% |
94% |
False |
False |
27,375 |
| 100 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0084 |
0.6% |
94% |
False |
False |
21,906 |
| 120 |
1.3573 |
1.2760 |
0.0813 |
6.0% |
0.0081 |
0.6% |
94% |
False |
False |
18,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3950 |
|
2.618 |
1.3803 |
|
1.618 |
1.3713 |
|
1.000 |
1.3657 |
|
0.618 |
1.3623 |
|
HIGH |
1.3567 |
|
0.618 |
1.3533 |
|
0.500 |
1.3522 |
|
0.382 |
1.3511 |
|
LOW |
1.3477 |
|
0.618 |
1.3421 |
|
1.000 |
1.3387 |
|
1.618 |
1.3331 |
|
2.618 |
1.3241 |
|
4.250 |
1.3095 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3522 |
1.3519 |
| PP |
1.3522 |
1.3517 |
| S1 |
1.3521 |
1.3516 |
|