CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3672 |
1.3711 |
0.0039 |
0.3% |
1.3588 |
| High |
1.3709 |
1.3747 |
0.0038 |
0.3% |
1.3709 |
| Low |
1.3616 |
1.3695 |
0.0079 |
0.6% |
1.3524 |
| Close |
1.3696 |
1.3740 |
0.0044 |
0.3% |
1.3696 |
| Range |
0.0093 |
0.0052 |
-0.0041 |
-44.1% |
0.0185 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
211,894 |
132,444 |
-79,450 |
-37.5% |
1,117,980 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3883 |
1.3864 |
1.3769 |
|
| R3 |
1.3831 |
1.3812 |
1.3754 |
|
| R2 |
1.3779 |
1.3779 |
1.3750 |
|
| R1 |
1.3760 |
1.3760 |
1.3745 |
1.3770 |
| PP |
1.3727 |
1.3727 |
1.3727 |
1.3732 |
| S1 |
1.3708 |
1.3708 |
1.3735 |
1.3718 |
| S2 |
1.3675 |
1.3675 |
1.3730 |
|
| S3 |
1.3623 |
1.3656 |
1.3726 |
|
| S4 |
1.3571 |
1.3604 |
1.3711 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4198 |
1.4132 |
1.3798 |
|
| R3 |
1.4013 |
1.3947 |
1.3747 |
|
| R2 |
1.3828 |
1.3828 |
1.3730 |
|
| R1 |
1.3762 |
1.3762 |
1.3713 |
1.3795 |
| PP |
1.3643 |
1.3643 |
1.3643 |
1.3660 |
| S1 |
1.3577 |
1.3577 |
1.3679 |
1.3610 |
| S2 |
1.3458 |
1.3458 |
1.3662 |
|
| S3 |
1.3273 |
1.3392 |
1.3645 |
|
| S4 |
1.3088 |
1.3207 |
1.3594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3747 |
1.3524 |
0.0223 |
1.6% |
0.0090 |
0.7% |
97% |
True |
False |
213,594 |
| 10 |
1.3747 |
1.3490 |
0.0257 |
1.9% |
0.0079 |
0.6% |
97% |
True |
False |
190,719 |
| 20 |
1.3747 |
1.3346 |
0.0401 |
2.9% |
0.0085 |
0.6% |
98% |
True |
False |
190,658 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0090 |
0.7% |
83% |
False |
False |
193,910 |
| 60 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0085 |
0.6% |
83% |
False |
False |
183,505 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0084 |
0.6% |
87% |
False |
False |
144,729 |
| 100 |
1.3834 |
1.3101 |
0.0733 |
5.3% |
0.0083 |
0.6% |
87% |
False |
False |
115,889 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0088 |
0.6% |
91% |
False |
False |
96,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3968 |
|
2.618 |
1.3883 |
|
1.618 |
1.3831 |
|
1.000 |
1.3799 |
|
0.618 |
1.3779 |
|
HIGH |
1.3747 |
|
0.618 |
1.3727 |
|
0.500 |
1.3721 |
|
0.382 |
1.3715 |
|
LOW |
1.3695 |
|
0.618 |
1.3663 |
|
1.000 |
1.3643 |
|
1.618 |
1.3611 |
|
2.618 |
1.3559 |
|
4.250 |
1.3474 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3734 |
1.3708 |
| PP |
1.3727 |
1.3677 |
| S1 |
1.3721 |
1.3645 |
|