CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3809 |
1.3789 |
-0.0020 |
-0.1% |
1.3686 |
| High |
1.3819 |
1.3815 |
-0.0004 |
0.0% |
1.3834 |
| Low |
1.3776 |
1.3738 |
-0.0038 |
-0.3% |
1.3653 |
| Close |
1.3807 |
1.3749 |
-0.0058 |
-0.4% |
1.3807 |
| Range |
0.0043 |
0.0077 |
0.0034 |
79.1% |
0.0181 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.2% |
0.0000 |
| Volume |
105,828 |
217,958 |
112,130 |
106.0% |
790,737 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3998 |
1.3951 |
1.3791 |
|
| R3 |
1.3921 |
1.3874 |
1.3770 |
|
| R2 |
1.3844 |
1.3844 |
1.3763 |
|
| R1 |
1.3797 |
1.3797 |
1.3756 |
1.3782 |
| PP |
1.3767 |
1.3767 |
1.3767 |
1.3760 |
| S1 |
1.3720 |
1.3720 |
1.3742 |
1.3705 |
| S2 |
1.3690 |
1.3690 |
1.3735 |
|
| S3 |
1.3613 |
1.3643 |
1.3728 |
|
| S4 |
1.3536 |
1.3566 |
1.3707 |
|
|
| 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 |
1.3738 |
0.0096 |
0.7% |
0.0058 |
0.4% |
11% |
False |
True |
163,452 |
| 10 |
1.3834 |
1.3475 |
0.0359 |
2.6% |
0.0077 |
0.6% |
76% |
False |
False |
169,701 |
| 20 |
1.3834 |
1.3475 |
0.0359 |
2.6% |
0.0077 |
0.6% |
76% |
False |
False |
165,268 |
| 40 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0077 |
0.6% |
88% |
False |
False |
144,740 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0078 |
0.6% |
88% |
False |
False |
97,126 |
| 80 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0083 |
0.6% |
92% |
False |
False |
72,941 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0085 |
0.6% |
92% |
False |
False |
58,408 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0083 |
0.6% |
92% |
False |
False |
48,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4142 |
|
2.618 |
1.4017 |
|
1.618 |
1.3940 |
|
1.000 |
1.3892 |
|
0.618 |
1.3863 |
|
HIGH |
1.3815 |
|
0.618 |
1.3786 |
|
0.500 |
1.3777 |
|
0.382 |
1.3767 |
|
LOW |
1.3738 |
|
0.618 |
1.3690 |
|
1.000 |
1.3661 |
|
1.618 |
1.3613 |
|
2.618 |
1.3536 |
|
4.250 |
1.3411 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3777 |
1.3786 |
| PP |
1.3767 |
1.3774 |
| S1 |
1.3758 |
1.3761 |
|