CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3523 |
1.3567 |
0.0044 |
0.3% |
1.3493 |
| High |
1.3576 |
1.3615 |
0.0039 |
0.3% |
1.3582 |
| Low |
1.3516 |
1.3558 |
0.0042 |
0.3% |
1.3400 |
| Close |
1.3575 |
1.3573 |
-0.0002 |
0.0% |
1.3551 |
| Range |
0.0060 |
0.0057 |
-0.0003 |
-5.0% |
0.0182 |
| ATR |
0.0091 |
0.0088 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
177,389 |
158,394 |
-18,995 |
-10.7% |
991,790 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3753 |
1.3720 |
1.3604 |
|
| R3 |
1.3696 |
1.3663 |
1.3589 |
|
| R2 |
1.3639 |
1.3639 |
1.3583 |
|
| R1 |
1.3606 |
1.3606 |
1.3578 |
1.3623 |
| PP |
1.3582 |
1.3582 |
1.3582 |
1.3590 |
| S1 |
1.3549 |
1.3549 |
1.3568 |
1.3566 |
| S2 |
1.3525 |
1.3525 |
1.3563 |
|
| S3 |
1.3468 |
1.3492 |
1.3557 |
|
| S4 |
1.3411 |
1.3435 |
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 |
1.3615 |
1.3400 |
0.0215 |
1.6% |
0.0075 |
0.6% |
80% |
True |
False |
170,823 |
| 10 |
1.3615 |
1.3400 |
0.0215 |
1.6% |
0.0082 |
0.6% |
80% |
True |
False |
180,375 |
| 20 |
1.3740 |
1.3294 |
0.0446 |
3.3% |
0.0099 |
0.7% |
63% |
False |
False |
206,056 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
4.0% |
0.0088 |
0.6% |
52% |
False |
False |
184,882 |
| 60 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0085 |
0.6% |
64% |
False |
False |
168,362 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0084 |
0.6% |
64% |
False |
False |
126,856 |
| 100 |
1.3834 |
1.2775 |
0.1059 |
7.8% |
0.0086 |
0.6% |
75% |
False |
False |
101,563 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.9% |
0.0087 |
0.6% |
76% |
False |
False |
84,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3857 |
|
2.618 |
1.3764 |
|
1.618 |
1.3707 |
|
1.000 |
1.3672 |
|
0.618 |
1.3650 |
|
HIGH |
1.3615 |
|
0.618 |
1.3593 |
|
0.500 |
1.3587 |
|
0.382 |
1.3580 |
|
LOW |
1.3558 |
|
0.618 |
1.3523 |
|
1.000 |
1.3501 |
|
1.618 |
1.3466 |
|
2.618 |
1.3409 |
|
4.250 |
1.3316 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3587 |
1.3566 |
| PP |
1.3582 |
1.3559 |
| S1 |
1.3578 |
1.3553 |
|