CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3406 |
1.3435 |
0.0029 |
0.2% |
1.3490 |
| High |
1.3457 |
1.3499 |
0.0042 |
0.3% |
1.3549 |
| Low |
1.3359 |
1.3391 |
0.0032 |
0.2% |
1.3294 |
| Close |
1.3428 |
1.3463 |
0.0035 |
0.3% |
1.3356 |
| Range |
0.0098 |
0.0108 |
0.0010 |
10.2% |
0.0255 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.9% |
0.0000 |
| Volume |
230,321 |
230,716 |
395 |
0.2% |
1,214,557 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3775 |
1.3727 |
1.3522 |
|
| R3 |
1.3667 |
1.3619 |
1.3493 |
|
| R2 |
1.3559 |
1.3559 |
1.3483 |
|
| R1 |
1.3511 |
1.3511 |
1.3473 |
1.3535 |
| PP |
1.3451 |
1.3451 |
1.3451 |
1.3463 |
| S1 |
1.3403 |
1.3403 |
1.3453 |
1.3427 |
| S2 |
1.3343 |
1.3343 |
1.3443 |
|
| S3 |
1.3235 |
1.3295 |
1.3433 |
|
| S4 |
1.3127 |
1.3187 |
1.3404 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4165 |
1.4015 |
1.3496 |
|
| R3 |
1.3910 |
1.3760 |
1.3426 |
|
| R2 |
1.3655 |
1.3655 |
1.3403 |
|
| R1 |
1.3505 |
1.3505 |
1.3379 |
1.3453 |
| PP |
1.3400 |
1.3400 |
1.3400 |
1.3373 |
| S1 |
1.3250 |
1.3250 |
1.3333 |
1.3198 |
| S2 |
1.3145 |
1.3145 |
1.3309 |
|
| S3 |
1.2890 |
1.2995 |
1.3286 |
|
| S4 |
1.2635 |
1.2740 |
1.3216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3530 |
1.3294 |
0.0236 |
1.8% |
0.0130 |
1.0% |
72% |
False |
False |
254,483 |
| 10 |
1.3740 |
1.3294 |
0.0446 |
3.3% |
0.0116 |
0.9% |
38% |
False |
False |
231,738 |
| 20 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0096 |
0.7% |
31% |
False |
False |
200,297 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0085 |
0.6% |
31% |
False |
False |
181,858 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0085 |
0.6% |
49% |
False |
False |
138,952 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0084 |
0.6% |
49% |
False |
False |
104,374 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0087 |
0.6% |
65% |
False |
False |
83,557 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0087 |
0.6% |
65% |
False |
False |
69,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3958 |
|
2.618 |
1.3782 |
|
1.618 |
1.3674 |
|
1.000 |
1.3607 |
|
0.618 |
1.3566 |
|
HIGH |
1.3499 |
|
0.618 |
1.3458 |
|
0.500 |
1.3445 |
|
0.382 |
1.3432 |
|
LOW |
1.3391 |
|
0.618 |
1.3324 |
|
1.000 |
1.3283 |
|
1.618 |
1.3216 |
|
2.618 |
1.3108 |
|
4.250 |
1.2932 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3457 |
1.3450 |
| PP |
1.3451 |
1.3436 |
| S1 |
1.3445 |
1.3423 |
|