CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3524 |
1.3526 |
0.0002 |
0.0% |
1.3539 |
| High |
1.3591 |
1.3610 |
0.0019 |
0.1% |
1.3567 |
| Low |
1.3519 |
1.3507 |
-0.0012 |
-0.1% |
1.3464 |
| Close |
1.3533 |
1.3585 |
0.0052 |
0.4% |
1.3521 |
| Range |
0.0072 |
0.0103 |
0.0031 |
43.1% |
0.0103 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.1% |
0.0000 |
| Volume |
186,815 |
231,215 |
44,400 |
23.8% |
714,882 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3876 |
1.3834 |
1.3642 |
|
| R3 |
1.3773 |
1.3731 |
1.3613 |
|
| R2 |
1.3670 |
1.3670 |
1.3604 |
|
| R1 |
1.3628 |
1.3628 |
1.3594 |
1.3649 |
| PP |
1.3567 |
1.3567 |
1.3567 |
1.3578 |
| S1 |
1.3525 |
1.3525 |
1.3576 |
1.3546 |
| S2 |
1.3464 |
1.3464 |
1.3566 |
|
| S3 |
1.3361 |
1.3422 |
1.3557 |
|
| S4 |
1.3258 |
1.3319 |
1.3528 |
|
|
| 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 |
1.3610 |
1.3474 |
0.0136 |
1.0% |
0.0080 |
0.6% |
82% |
True |
False |
173,499 |
| 10 |
1.3610 |
1.3464 |
0.0146 |
1.1% |
0.0072 |
0.5% |
83% |
True |
False |
168,278 |
| 20 |
1.3610 |
1.3110 |
0.0500 |
3.7% |
0.0080 |
0.6% |
95% |
True |
False |
135,323 |
| 40 |
1.3610 |
1.3110 |
0.0500 |
3.7% |
0.0080 |
0.6% |
95% |
True |
False |
68,830 |
| 60 |
1.3610 |
1.2775 |
0.0835 |
6.1% |
0.0084 |
0.6% |
97% |
True |
False |
46,018 |
| 80 |
1.3610 |
1.2760 |
0.0850 |
6.3% |
0.0087 |
0.6% |
97% |
True |
False |
34,582 |
| 100 |
1.3610 |
1.2760 |
0.0850 |
6.3% |
0.0084 |
0.6% |
97% |
True |
False |
27,674 |
| 120 |
1.3610 |
1.2760 |
0.0850 |
6.3% |
0.0082 |
0.6% |
97% |
True |
False |
23,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4048 |
|
2.618 |
1.3880 |
|
1.618 |
1.3777 |
|
1.000 |
1.3713 |
|
0.618 |
1.3674 |
|
HIGH |
1.3610 |
|
0.618 |
1.3571 |
|
0.500 |
1.3559 |
|
0.382 |
1.3546 |
|
LOW |
1.3507 |
|
0.618 |
1.3443 |
|
1.000 |
1.3404 |
|
1.618 |
1.3340 |
|
2.618 |
1.3237 |
|
4.250 |
1.3069 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3576 |
1.3572 |
| PP |
1.3567 |
1.3558 |
| S1 |
1.3559 |
1.3545 |
|