CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3686 |
1.3680 |
-0.0006 |
0.0% |
1.3559 |
| High |
1.3691 |
1.3795 |
0.0104 |
0.8% |
1.3707 |
| Low |
1.3653 |
1.3664 |
0.0011 |
0.1% |
1.3475 |
| Close |
1.3680 |
1.3785 |
0.0105 |
0.8% |
1.3681 |
| Range |
0.0038 |
0.0131 |
0.0093 |
244.7% |
0.0232 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
4.7% |
0.0000 |
| Volume |
100,967 |
196,295 |
95,328 |
94.4% |
886,242 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4141 |
1.4094 |
1.3857 |
|
| R3 |
1.4010 |
1.3963 |
1.3821 |
|
| R2 |
1.3879 |
1.3879 |
1.3809 |
|
| R1 |
1.3832 |
1.3832 |
1.3797 |
1.3856 |
| PP |
1.3748 |
1.3748 |
1.3748 |
1.3760 |
| S1 |
1.3701 |
1.3701 |
1.3773 |
1.3725 |
| S2 |
1.3617 |
1.3617 |
1.3761 |
|
| S3 |
1.3486 |
1.3570 |
1.3749 |
|
| S4 |
1.3355 |
1.3439 |
1.3713 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4317 |
1.4231 |
1.3809 |
|
| R3 |
1.4085 |
1.3999 |
1.3745 |
|
| R2 |
1.3853 |
1.3853 |
1.3724 |
|
| R1 |
1.3767 |
1.3767 |
1.3702 |
1.3810 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3643 |
| S1 |
1.3535 |
1.3535 |
1.3660 |
1.3578 |
| S2 |
1.3389 |
1.3389 |
1.3638 |
|
| S3 |
1.3157 |
1.3303 |
1.3617 |
|
| S4 |
1.2925 |
1.3071 |
1.3553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3795 |
1.3475 |
0.0320 |
2.3% |
0.0095 |
0.7% |
97% |
True |
False |
175,949 |
| 10 |
1.3795 |
1.3475 |
0.0320 |
2.3% |
0.0087 |
0.6% |
97% |
True |
False |
169,572 |
| 20 |
1.3795 |
1.3464 |
0.0331 |
2.4% |
0.0081 |
0.6% |
97% |
True |
False |
162,962 |
| 40 |
1.3795 |
1.3110 |
0.0685 |
5.0% |
0.0082 |
0.6% |
99% |
True |
False |
124,891 |
| 60 |
1.3795 |
1.3110 |
0.0685 |
5.0% |
0.0081 |
0.6% |
99% |
True |
False |
83,547 |
| 80 |
1.3795 |
1.2760 |
0.1035 |
7.5% |
0.0086 |
0.6% |
99% |
True |
False |
62,748 |
| 100 |
1.3795 |
1.2760 |
0.1035 |
7.5% |
0.0086 |
0.6% |
99% |
True |
False |
50,238 |
| 120 |
1.3795 |
1.2760 |
0.1035 |
7.5% |
0.0082 |
0.6% |
99% |
True |
False |
41,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4352 |
|
2.618 |
1.4138 |
|
1.618 |
1.4007 |
|
1.000 |
1.3926 |
|
0.618 |
1.3876 |
|
HIGH |
1.3795 |
|
0.618 |
1.3745 |
|
0.500 |
1.3730 |
|
0.382 |
1.3714 |
|
LOW |
1.3664 |
|
0.618 |
1.3583 |
|
1.000 |
1.3533 |
|
1.618 |
1.3452 |
|
2.618 |
1.3321 |
|
4.250 |
1.3107 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3767 |
1.3765 |
| PP |
1.3748 |
1.3744 |
| S1 |
1.3730 |
1.3724 |
|