CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3554 |
1.3523 |
-0.0031 |
-0.2% |
1.3493 |
| High |
1.3560 |
1.3576 |
0.0016 |
0.1% |
1.3582 |
| Low |
1.3490 |
1.3516 |
0.0026 |
0.2% |
1.3400 |
| Close |
1.3516 |
1.3575 |
0.0059 |
0.4% |
1.3551 |
| Range |
0.0070 |
0.0060 |
-0.0010 |
-14.3% |
0.0182 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
136,897 |
177,389 |
40,492 |
29.6% |
991,790 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3736 |
1.3715 |
1.3608 |
|
| R3 |
1.3676 |
1.3655 |
1.3592 |
|
| R2 |
1.3616 |
1.3616 |
1.3586 |
|
| R1 |
1.3595 |
1.3595 |
1.3581 |
1.3606 |
| PP |
1.3556 |
1.3556 |
1.3556 |
1.3561 |
| S1 |
1.3535 |
1.3535 |
1.3570 |
1.3546 |
| S2 |
1.3496 |
1.3496 |
1.3564 |
|
| S3 |
1.3436 |
1.3475 |
1.3559 |
|
| S4 |
1.3376 |
1.3415 |
1.3542 |
|
|
| 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% |
96% |
False |
False |
196,621 |
| 10 |
1.3582 |
1.3391 |
0.0191 |
1.4% |
0.0087 |
0.6% |
96% |
False |
False |
187,607 |
| 20 |
1.3787 |
1.3294 |
0.0493 |
3.6% |
0.0101 |
0.7% |
57% |
False |
False |
208,136 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0089 |
0.7% |
52% |
False |
False |
186,702 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0085 |
0.6% |
64% |
False |
False |
165,872 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0084 |
0.6% |
64% |
False |
False |
124,879 |
| 100 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0086 |
0.6% |
76% |
False |
False |
99,980 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0088 |
0.6% |
76% |
False |
False |
83,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3831 |
|
2.618 |
1.3733 |
|
1.618 |
1.3673 |
|
1.000 |
1.3636 |
|
0.618 |
1.3613 |
|
HIGH |
1.3576 |
|
0.618 |
1.3553 |
|
0.500 |
1.3546 |
|
0.382 |
1.3539 |
|
LOW |
1.3516 |
|
0.618 |
1.3479 |
|
1.000 |
1.3456 |
|
1.618 |
1.3419 |
|
2.618 |
1.3359 |
|
4.250 |
1.3261 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3565 |
1.3556 |
| PP |
1.3556 |
1.3537 |
| S1 |
1.3546 |
1.3519 |
|