CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3535 |
1.3439 |
-0.0096 |
-0.7% |
1.3358 |
| High |
1.3582 |
1.3488 |
-0.0094 |
-0.7% |
1.3507 |
| Low |
1.3414 |
1.3400 |
-0.0014 |
-0.1% |
1.3346 |
| Close |
1.3420 |
1.3461 |
0.0041 |
0.3% |
1.3490 |
| Range |
0.0168 |
0.0088 |
-0.0080 |
-47.6% |
0.0161 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
287,387 |
230,041 |
-57,346 |
-20.0% |
914,187 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3714 |
1.3675 |
1.3509 |
|
| R3 |
1.3626 |
1.3587 |
1.3485 |
|
| R2 |
1.3538 |
1.3538 |
1.3477 |
|
| R1 |
1.3499 |
1.3499 |
1.3469 |
1.3519 |
| PP |
1.3450 |
1.3450 |
1.3450 |
1.3459 |
| S1 |
1.3411 |
1.3411 |
1.3453 |
1.3431 |
| S2 |
1.3362 |
1.3362 |
1.3445 |
|
| S3 |
1.3274 |
1.3323 |
1.3437 |
|
| S4 |
1.3186 |
1.3235 |
1.3413 |
|
|
| 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 |
1.3582 |
1.3400 |
0.0182 |
1.4% |
0.0092 |
0.7% |
34% |
False |
True |
197,353 |
| 10 |
1.3582 |
1.3318 |
0.0264 |
2.0% |
0.0095 |
0.7% |
54% |
False |
False |
201,457 |
| 20 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0098 |
0.7% |
31% |
False |
False |
208,471 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0089 |
0.7% |
31% |
False |
False |
187,449 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0086 |
0.6% |
48% |
False |
False |
158,436 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.4% |
0.0085 |
0.6% |
48% |
False |
False |
119,074 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0088 |
0.7% |
65% |
False |
False |
95,338 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
8.0% |
0.0088 |
0.7% |
65% |
False |
False |
79,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3862 |
|
2.618 |
1.3718 |
|
1.618 |
1.3630 |
|
1.000 |
1.3576 |
|
0.618 |
1.3542 |
|
HIGH |
1.3488 |
|
0.618 |
1.3454 |
|
0.500 |
1.3444 |
|
0.382 |
1.3434 |
|
LOW |
1.3400 |
|
0.618 |
1.3346 |
|
1.000 |
1.3312 |
|
1.618 |
1.3258 |
|
2.618 |
1.3170 |
|
4.250 |
1.3026 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3455 |
1.3491 |
| PP |
1.3450 |
1.3481 |
| S1 |
1.3444 |
1.3471 |
|