CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3789 |
1.3747 |
-0.0042 |
-0.3% |
1.3686 |
| High |
1.3815 |
1.3787 |
-0.0028 |
-0.2% |
1.3834 |
| Low |
1.3738 |
1.3697 |
-0.0041 |
-0.3% |
1.3653 |
| Close |
1.3749 |
1.3728 |
-0.0021 |
-0.2% |
1.3807 |
| Range |
0.0077 |
0.0090 |
0.0013 |
16.9% |
0.0181 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.4% |
0.0000 |
| Volume |
217,958 |
199,993 |
-17,965 |
-8.2% |
790,737 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4007 |
1.3958 |
1.3778 |
|
| R3 |
1.3917 |
1.3868 |
1.3753 |
|
| R2 |
1.3827 |
1.3827 |
1.3745 |
|
| R1 |
1.3778 |
1.3778 |
1.3736 |
1.3758 |
| PP |
1.3737 |
1.3737 |
1.3737 |
1.3727 |
| S1 |
1.3688 |
1.3688 |
1.3720 |
1.3668 |
| S2 |
1.3647 |
1.3647 |
1.3712 |
|
| S3 |
1.3557 |
1.3598 |
1.3703 |
|
| S4 |
1.3467 |
1.3508 |
1.3679 |
|
|
| 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 |
1.3697 |
0.0137 |
1.0% |
0.0066 |
0.5% |
23% |
False |
True |
169,822 |
| 10 |
1.3834 |
1.3518 |
0.0316 |
2.3% |
0.0076 |
0.6% |
66% |
False |
False |
168,856 |
| 20 |
1.3834 |
1.3475 |
0.0359 |
2.6% |
0.0076 |
0.6% |
70% |
False |
False |
163,707 |
| 40 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0078 |
0.6% |
85% |
False |
False |
149,515 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0079 |
0.6% |
85% |
False |
False |
100,455 |
| 80 |
1.3834 |
1.2775 |
0.1059 |
7.7% |
0.0082 |
0.6% |
90% |
False |
False |
75,440 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0085 |
0.6% |
90% |
False |
False |
60,407 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0083 |
0.6% |
90% |
False |
False |
50,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4170 |
|
2.618 |
1.4023 |
|
1.618 |
1.3933 |
|
1.000 |
1.3877 |
|
0.618 |
1.3843 |
|
HIGH |
1.3787 |
|
0.618 |
1.3753 |
|
0.500 |
1.3742 |
|
0.382 |
1.3731 |
|
LOW |
1.3697 |
|
0.618 |
1.3641 |
|
1.000 |
1.3607 |
|
1.618 |
1.3551 |
|
2.618 |
1.3461 |
|
4.250 |
1.3315 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3742 |
1.3758 |
| PP |
1.3737 |
1.3748 |
| S1 |
1.3733 |
1.3738 |
|