CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3490 |
1.3513 |
0.0023 |
0.2% |
1.3809 |
| High |
1.3526 |
1.3524 |
-0.0002 |
0.0% |
1.3819 |
| Low |
1.3442 |
1.3450 |
0.0008 |
0.1% |
1.3480 |
| Close |
1.3518 |
1.3475 |
-0.0043 |
-0.3% |
1.3493 |
| Range |
0.0084 |
0.0074 |
-0.0010 |
-11.9% |
0.0339 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
142,687 |
189,195 |
46,508 |
32.6% |
1,051,699 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3705 |
1.3664 |
1.3516 |
|
| R3 |
1.3631 |
1.3590 |
1.3495 |
|
| R2 |
1.3557 |
1.3557 |
1.3489 |
|
| R1 |
1.3516 |
1.3516 |
1.3482 |
1.3500 |
| PP |
1.3483 |
1.3483 |
1.3483 |
1.3475 |
| S1 |
1.3442 |
1.3442 |
1.3468 |
1.3426 |
| S2 |
1.3409 |
1.3409 |
1.3461 |
|
| S3 |
1.3335 |
1.3368 |
1.3455 |
|
| S4 |
1.3261 |
1.3294 |
1.3434 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4614 |
1.4393 |
1.3679 |
|
| R3 |
1.4275 |
1.4054 |
1.3586 |
|
| R2 |
1.3936 |
1.3936 |
1.3555 |
|
| R1 |
1.3715 |
1.3715 |
1.3524 |
1.3656 |
| PP |
1.3597 |
1.3597 |
1.3597 |
1.3568 |
| S1 |
1.3376 |
1.3376 |
1.3462 |
1.3317 |
| S2 |
1.3258 |
1.3258 |
1.3431 |
|
| S3 |
1.2919 |
1.3037 |
1.3400 |
|
| S4 |
1.2580 |
1.2698 |
1.3307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3787 |
1.3442 |
0.0345 |
2.6% |
0.0105 |
0.8% |
10% |
False |
False |
211,959 |
| 10 |
1.3834 |
1.3442 |
0.0392 |
2.9% |
0.0082 |
0.6% |
8% |
False |
False |
187,705 |
| 20 |
1.3834 |
1.3442 |
0.0392 |
2.9% |
0.0084 |
0.6% |
8% |
False |
False |
178,639 |
| 40 |
1.3834 |
1.3248 |
0.0586 |
4.3% |
0.0080 |
0.6% |
39% |
False |
False |
167,986 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0081 |
0.6% |
50% |
False |
False |
114,738 |
| 80 |
1.3834 |
1.3062 |
0.0772 |
5.7% |
0.0081 |
0.6% |
53% |
False |
False |
86,172 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0086 |
0.6% |
67% |
False |
False |
68,999 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0084 |
0.6% |
67% |
False |
False |
57,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3839 |
|
2.618 |
1.3718 |
|
1.618 |
1.3644 |
|
1.000 |
1.3598 |
|
0.618 |
1.3570 |
|
HIGH |
1.3524 |
|
0.618 |
1.3496 |
|
0.500 |
1.3487 |
|
0.382 |
1.3478 |
|
LOW |
1.3450 |
|
0.618 |
1.3404 |
|
1.000 |
1.3376 |
|
1.618 |
1.3330 |
|
2.618 |
1.3256 |
|
4.250 |
1.3136 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3487 |
1.3517 |
| PP |
1.3483 |
1.3503 |
| S1 |
1.3479 |
1.3489 |
|