CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3439 |
1.3477 |
0.0038 |
0.3% |
1.3493 |
| High |
1.3488 |
1.3560 |
0.0072 |
0.5% |
1.3582 |
| Low |
1.3400 |
1.3461 |
0.0061 |
0.5% |
1.3400 |
| Close |
1.3461 |
1.3551 |
0.0090 |
0.7% |
1.3551 |
| Range |
0.0088 |
0.0099 |
0.0011 |
12.5% |
0.0182 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.3% |
0.0000 |
| Volume |
230,041 |
151,394 |
-78,647 |
-34.2% |
991,790 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3821 |
1.3785 |
1.3605 |
|
| R3 |
1.3722 |
1.3686 |
1.3578 |
|
| R2 |
1.3623 |
1.3623 |
1.3569 |
|
| R1 |
1.3587 |
1.3587 |
1.3560 |
1.3605 |
| PP |
1.3524 |
1.3524 |
1.3524 |
1.3533 |
| S1 |
1.3488 |
1.3488 |
1.3542 |
1.3506 |
| S2 |
1.3425 |
1.3425 |
1.3533 |
|
| S3 |
1.3326 |
1.3389 |
1.3524 |
|
| S4 |
1.3227 |
1.3290 |
1.3497 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4057 |
1.3986 |
1.3651 |
|
| R3 |
1.3875 |
1.3804 |
1.3601 |
|
| R2 |
1.3693 |
1.3693 |
1.3584 |
|
| R1 |
1.3622 |
1.3622 |
1.3568 |
1.3658 |
| PP |
1.3511 |
1.3511 |
1.3511 |
1.3529 |
| S1 |
1.3440 |
1.3440 |
1.3534 |
1.3476 |
| S2 |
1.3329 |
1.3329 |
1.3518 |
|
| S3 |
1.3147 |
1.3258 |
1.3501 |
|
| S4 |
1.2965 |
1.3076 |
1.3451 |
|
|
| 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 |
1.3% |
0.0097 |
0.7% |
83% |
False |
False |
198,358 |
| 10 |
1.3582 |
1.3346 |
0.0236 |
1.7% |
0.0091 |
0.7% |
87% |
False |
False |
190,597 |
| 20 |
1.3819 |
1.3294 |
0.0525 |
3.9% |
0.0100 |
0.7% |
49% |
False |
False |
208,611 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0089 |
0.7% |
48% |
False |
False |
187,487 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0086 |
0.6% |
61% |
False |
False |
160,890 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0084 |
0.6% |
61% |
False |
False |
120,958 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0088 |
0.6% |
74% |
False |
False |
96,850 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0089 |
0.7% |
74% |
False |
False |
80,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3981 |
|
2.618 |
1.3819 |
|
1.618 |
1.3720 |
|
1.000 |
1.3659 |
|
0.618 |
1.3621 |
|
HIGH |
1.3560 |
|
0.618 |
1.3522 |
|
0.500 |
1.3511 |
|
0.382 |
1.3499 |
|
LOW |
1.3461 |
|
0.618 |
1.3400 |
|
1.000 |
1.3362 |
|
1.618 |
1.3301 |
|
2.618 |
1.3202 |
|
4.250 |
1.3040 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3538 |
1.3531 |
| PP |
1.3524 |
1.3511 |
| S1 |
1.3511 |
1.3491 |
|