CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3483 |
1.3459 |
-0.0024 |
-0.2% |
1.3358 |
| High |
1.3495 |
1.3507 |
0.0012 |
0.1% |
1.3507 |
| Low |
1.3419 |
1.3432 |
0.0013 |
0.1% |
1.3346 |
| Close |
1.3455 |
1.3490 |
0.0035 |
0.3% |
1.3490 |
| Range |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0161 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
192,914 |
146,370 |
-46,544 |
-24.1% |
914,187 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3701 |
1.3671 |
1.3531 |
|
| R3 |
1.3626 |
1.3596 |
1.3511 |
|
| R2 |
1.3551 |
1.3551 |
1.3504 |
|
| R1 |
1.3521 |
1.3521 |
1.3497 |
1.3536 |
| PP |
1.3476 |
1.3476 |
1.3476 |
1.3484 |
| S1 |
1.3446 |
1.3446 |
1.3483 |
1.3461 |
| S2 |
1.3401 |
1.3401 |
1.3476 |
|
| S3 |
1.3326 |
1.3371 |
1.3469 |
|
| S4 |
1.3251 |
1.3296 |
1.3449 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3931 |
1.3871 |
1.3579 |
|
| R3 |
1.3770 |
1.3710 |
1.3534 |
|
| R2 |
1.3609 |
1.3609 |
1.3520 |
|
| R1 |
1.3549 |
1.3549 |
1.3505 |
1.3579 |
| PP |
1.3448 |
1.3448 |
1.3448 |
1.3463 |
| S1 |
1.3388 |
1.3388 |
1.3475 |
1.3418 |
| S2 |
1.3287 |
1.3287 |
1.3460 |
|
| S3 |
1.3126 |
1.3227 |
1.3446 |
|
| S4 |
1.2965 |
1.3066 |
1.3401 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3507 |
1.3346 |
0.0161 |
1.2% |
0.0086 |
0.6% |
89% |
True |
False |
182,837 |
| 10 |
1.3549 |
1.3294 |
0.0255 |
1.9% |
0.0104 |
0.8% |
77% |
False |
False |
212,874 |
| 20 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0093 |
0.7% |
36% |
False |
False |
198,559 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0086 |
0.6% |
36% |
False |
False |
180,564 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0085 |
0.6% |
52% |
False |
False |
144,551 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0083 |
0.6% |
52% |
False |
False |
108,599 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0087 |
0.6% |
68% |
False |
False |
86,944 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0087 |
0.6% |
68% |
False |
False |
72,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3826 |
|
2.618 |
1.3703 |
|
1.618 |
1.3628 |
|
1.000 |
1.3582 |
|
0.618 |
1.3553 |
|
HIGH |
1.3507 |
|
0.618 |
1.3478 |
|
0.500 |
1.3470 |
|
0.382 |
1.3461 |
|
LOW |
1.3432 |
|
0.618 |
1.3386 |
|
1.000 |
1.3357 |
|
1.618 |
1.3311 |
|
2.618 |
1.3236 |
|
4.250 |
1.3113 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3483 |
1.3476 |
| PP |
1.3476 |
1.3463 |
| S1 |
1.3470 |
1.3449 |
|