CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3581 |
1.3577 |
-0.0004 |
0.0% |
1.3481 |
| High |
1.3611 |
1.3609 |
-0.0002 |
0.0% |
1.3649 |
| Low |
1.3560 |
1.3488 |
-0.0072 |
-0.5% |
1.3480 |
| Close |
1.3569 |
1.3525 |
-0.0044 |
-0.3% |
1.3558 |
| Range |
0.0051 |
0.0121 |
0.0070 |
137.3% |
0.0169 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
4.1% |
0.0000 |
| Volume |
133,110 |
198,604 |
65,494 |
49.2% |
894,426 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3904 |
1.3835 |
1.3592 |
|
| R3 |
1.3783 |
1.3714 |
1.3558 |
|
| R2 |
1.3662 |
1.3662 |
1.3547 |
|
| R1 |
1.3593 |
1.3593 |
1.3536 |
1.3567 |
| PP |
1.3541 |
1.3541 |
1.3541 |
1.3528 |
| S1 |
1.3472 |
1.3472 |
1.3514 |
1.3446 |
| S2 |
1.3420 |
1.3420 |
1.3503 |
|
| S3 |
1.3299 |
1.3351 |
1.3492 |
|
| S4 |
1.3178 |
1.3230 |
1.3458 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4069 |
1.3983 |
1.3651 |
|
| R3 |
1.3900 |
1.3814 |
1.3604 |
|
| R2 |
1.3731 |
1.3731 |
1.3589 |
|
| R1 |
1.3645 |
1.3645 |
1.3573 |
1.3688 |
| PP |
1.3562 |
1.3562 |
1.3562 |
1.3584 |
| S1 |
1.3476 |
1.3476 |
1.3543 |
1.3519 |
| S2 |
1.3393 |
1.3393 |
1.3527 |
|
| S3 |
1.3224 |
1.3307 |
1.3512 |
|
| S4 |
1.3055 |
1.3138 |
1.3465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3649 |
1.3488 |
0.0161 |
1.2% |
0.0077 |
0.6% |
23% |
False |
True |
151,955 |
| 10 |
1.3649 |
1.3474 |
0.0175 |
1.3% |
0.0078 |
0.6% |
29% |
False |
False |
162,727 |
| 20 |
1.3649 |
1.3257 |
0.0392 |
2.9% |
0.0077 |
0.6% |
68% |
False |
False |
162,040 |
| 40 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0081 |
0.6% |
77% |
False |
False |
87,736 |
| 60 |
1.3649 |
1.3080 |
0.0569 |
4.2% |
0.0079 |
0.6% |
78% |
False |
False |
58,659 |
| 80 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0088 |
0.6% |
86% |
False |
False |
44,070 |
| 100 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0085 |
0.6% |
86% |
False |
False |
35,269 |
| 120 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0081 |
0.6% |
86% |
False |
False |
29,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4123 |
|
2.618 |
1.3926 |
|
1.618 |
1.3805 |
|
1.000 |
1.3730 |
|
0.618 |
1.3684 |
|
HIGH |
1.3609 |
|
0.618 |
1.3563 |
|
0.500 |
1.3549 |
|
0.382 |
1.3534 |
|
LOW |
1.3488 |
|
0.618 |
1.3413 |
|
1.000 |
1.3367 |
|
1.618 |
1.3292 |
|
2.618 |
1.3171 |
|
4.250 |
1.2974 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3549 |
1.3550 |
| PP |
1.3541 |
1.3541 |
| S1 |
1.3533 |
1.3533 |
|