CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3801 |
1.3809 |
0.0008 |
0.1% |
1.3686 |
| High |
1.3834 |
1.3819 |
-0.0015 |
-0.1% |
1.3834 |
| Low |
1.3776 |
1.3776 |
0.0000 |
0.0% |
1.3653 |
| Close |
1.3807 |
1.3807 |
0.0000 |
0.0% |
1.3807 |
| Range |
0.0058 |
0.0043 |
-0.0015 |
-25.9% |
0.0181 |
| ATR |
0.0078 |
0.0075 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
148,588 |
105,828 |
-42,760 |
-28.8% |
790,737 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3930 |
1.3911 |
1.3831 |
|
| R3 |
1.3887 |
1.3868 |
1.3819 |
|
| R2 |
1.3844 |
1.3844 |
1.3815 |
|
| R1 |
1.3825 |
1.3825 |
1.3811 |
1.3813 |
| PP |
1.3801 |
1.3801 |
1.3801 |
1.3795 |
| S1 |
1.3782 |
1.3782 |
1.3803 |
1.3770 |
| S2 |
1.3758 |
1.3758 |
1.3799 |
|
| S3 |
1.3715 |
1.3739 |
1.3795 |
|
| S4 |
1.3672 |
1.3696 |
1.3783 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4308 |
1.4238 |
1.3907 |
|
| R3 |
1.4127 |
1.4057 |
1.3857 |
|
| R2 |
1.3946 |
1.3946 |
1.3840 |
|
| R1 |
1.3876 |
1.3876 |
1.3824 |
1.3911 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3782 |
| S1 |
1.3695 |
1.3695 |
1.3790 |
1.3730 |
| S2 |
1.3584 |
1.3584 |
1.3774 |
|
| S3 |
1.3403 |
1.3514 |
1.3757 |
|
| S4 |
1.3222 |
1.3333 |
1.3707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3834 |
1.3664 |
0.0170 |
1.2% |
0.0069 |
0.5% |
84% |
False |
False |
159,119 |
| 10 |
1.3834 |
1.3475 |
0.0359 |
2.6% |
0.0079 |
0.6% |
92% |
False |
False |
168,711 |
| 20 |
1.3834 |
1.3475 |
0.0359 |
2.6% |
0.0076 |
0.6% |
92% |
False |
False |
163,711 |
| 40 |
1.3834 |
1.3110 |
0.0724 |
5.2% |
0.0078 |
0.6% |
96% |
False |
False |
139,410 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.2% |
0.0078 |
0.6% |
96% |
False |
False |
93,499 |
| 80 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0083 |
0.6% |
97% |
False |
False |
70,228 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0085 |
0.6% |
97% |
False |
False |
56,230 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0083 |
0.6% |
97% |
False |
False |
46,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4002 |
|
2.618 |
1.3932 |
|
1.618 |
1.3889 |
|
1.000 |
1.3862 |
|
0.618 |
1.3846 |
|
HIGH |
1.3819 |
|
0.618 |
1.3803 |
|
0.500 |
1.3798 |
|
0.382 |
1.3792 |
|
LOW |
1.3776 |
|
0.618 |
1.3749 |
|
1.000 |
1.3733 |
|
1.618 |
1.3706 |
|
2.618 |
1.3663 |
|
4.250 |
1.3593 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3804 |
1.3805 |
| PP |
1.3801 |
1.3802 |
| S1 |
1.3798 |
1.3800 |
|