CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3577 |
1.3529 |
-0.0048 |
-0.4% |
1.3481 |
| High |
1.3609 |
1.3552 |
-0.0057 |
-0.4% |
1.3649 |
| Low |
1.3488 |
1.3490 |
0.0002 |
0.0% |
1.3480 |
| Close |
1.3525 |
1.3538 |
0.0013 |
0.1% |
1.3558 |
| Range |
0.0121 |
0.0062 |
-0.0059 |
-48.8% |
0.0169 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
198,604 |
157,153 |
-41,451 |
-20.9% |
894,426 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3713 |
1.3687 |
1.3572 |
|
| R3 |
1.3651 |
1.3625 |
1.3555 |
|
| R2 |
1.3589 |
1.3589 |
1.3549 |
|
| R1 |
1.3563 |
1.3563 |
1.3544 |
1.3576 |
| PP |
1.3527 |
1.3527 |
1.3527 |
1.3533 |
| S1 |
1.3501 |
1.3501 |
1.3532 |
1.3514 |
| S2 |
1.3465 |
1.3465 |
1.3527 |
|
| S3 |
1.3403 |
1.3439 |
1.3521 |
|
| S4 |
1.3341 |
1.3377 |
1.3504 |
|
|
| 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 |
1.3635 |
1.3488 |
0.0147 |
1.1% |
0.0075 |
0.6% |
34% |
False |
False |
150,438 |
| 10 |
1.3649 |
1.3477 |
0.0172 |
1.3% |
0.0079 |
0.6% |
35% |
False |
False |
164,371 |
| 20 |
1.3649 |
1.3257 |
0.0392 |
2.9% |
0.0077 |
0.6% |
72% |
False |
False |
164,206 |
| 40 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0081 |
0.6% |
79% |
False |
False |
91,650 |
| 60 |
1.3649 |
1.3080 |
0.0569 |
4.2% |
0.0079 |
0.6% |
80% |
False |
False |
61,274 |
| 80 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0087 |
0.6% |
88% |
False |
False |
46,034 |
| 100 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0085 |
0.6% |
88% |
False |
False |
36,841 |
| 120 |
1.3649 |
1.2760 |
0.0889 |
6.6% |
0.0081 |
0.6% |
88% |
False |
False |
30,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3816 |
|
2.618 |
1.3714 |
|
1.618 |
1.3652 |
|
1.000 |
1.3614 |
|
0.618 |
1.3590 |
|
HIGH |
1.3552 |
|
0.618 |
1.3528 |
|
0.500 |
1.3521 |
|
0.382 |
1.3514 |
|
LOW |
1.3490 |
|
0.618 |
1.3452 |
|
1.000 |
1.3428 |
|
1.618 |
1.3390 |
|
2.618 |
1.3328 |
|
4.250 |
1.3227 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3532 |
1.3550 |
| PP |
1.3527 |
1.3546 |
| S1 |
1.3521 |
1.3542 |
|