CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3528 |
1.3559 |
0.0031 |
0.2% |
1.3563 |
| High |
1.3585 |
1.3602 |
0.0017 |
0.1% |
1.3611 |
| Low |
1.3523 |
1.3548 |
0.0025 |
0.2% |
1.3488 |
| Close |
1.3557 |
1.3580 |
0.0023 |
0.2% |
1.3557 |
| Range |
0.0062 |
0.0054 |
-0.0008 |
-12.9% |
0.0123 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
156,465 |
95,690 |
-60,775 |
-38.8% |
755,856 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3739 |
1.3713 |
1.3610 |
|
| R3 |
1.3685 |
1.3659 |
1.3595 |
|
| R2 |
1.3631 |
1.3631 |
1.3590 |
|
| R1 |
1.3605 |
1.3605 |
1.3585 |
1.3618 |
| PP |
1.3577 |
1.3577 |
1.3577 |
1.3583 |
| S1 |
1.3551 |
1.3551 |
1.3575 |
1.3564 |
| S2 |
1.3523 |
1.3523 |
1.3570 |
|
| S3 |
1.3469 |
1.3497 |
1.3565 |
|
| S4 |
1.3415 |
1.3443 |
1.3550 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3921 |
1.3862 |
1.3625 |
|
| R3 |
1.3798 |
1.3739 |
1.3591 |
|
| R2 |
1.3675 |
1.3675 |
1.3580 |
|
| R1 |
1.3616 |
1.3616 |
1.3568 |
1.3584 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3536 |
| S1 |
1.3493 |
1.3493 |
1.3546 |
1.3461 |
| S2 |
1.3429 |
1.3429 |
1.3534 |
|
| S3 |
1.3306 |
1.3370 |
1.3523 |
|
| S4 |
1.3183 |
1.3247 |
1.3489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3611 |
1.3488 |
0.0123 |
0.9% |
0.0070 |
0.5% |
75% |
False |
False |
148,204 |
| 10 |
1.3649 |
1.3488 |
0.0161 |
1.2% |
0.0074 |
0.5% |
57% |
False |
False |
158,711 |
| 20 |
1.3649 |
1.3329 |
0.0320 |
2.4% |
0.0077 |
0.6% |
78% |
False |
False |
159,275 |
| 40 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0079 |
0.6% |
87% |
False |
False |
97,897 |
| 60 |
1.3649 |
1.3110 |
0.0539 |
4.0% |
0.0079 |
0.6% |
87% |
False |
False |
65,467 |
| 80 |
1.3649 |
1.2760 |
0.0889 |
6.5% |
0.0086 |
0.6% |
92% |
False |
False |
49,180 |
| 100 |
1.3649 |
1.2760 |
0.0889 |
6.5% |
0.0085 |
0.6% |
92% |
False |
False |
39,362 |
| 120 |
1.3649 |
1.2760 |
0.0889 |
6.5% |
0.0081 |
0.6% |
92% |
False |
False |
32,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3832 |
|
2.618 |
1.3743 |
|
1.618 |
1.3689 |
|
1.000 |
1.3656 |
|
0.618 |
1.3635 |
|
HIGH |
1.3602 |
|
0.618 |
1.3581 |
|
0.500 |
1.3575 |
|
0.382 |
1.3569 |
|
LOW |
1.3548 |
|
0.618 |
1.3515 |
|
1.000 |
1.3494 |
|
1.618 |
1.3461 |
|
2.618 |
1.3407 |
|
4.250 |
1.3319 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3578 |
1.3569 |
| PP |
1.3577 |
1.3557 |
| S1 |
1.3575 |
1.3546 |
|