CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3787 |
1.3749 |
-0.0038 |
-0.3% |
1.3711 |
| High |
1.3803 |
1.3769 |
-0.0034 |
-0.2% |
1.3811 |
| Low |
1.3737 |
1.3709 |
-0.0028 |
-0.2% |
1.3695 |
| Close |
1.3744 |
1.3735 |
-0.0009 |
-0.1% |
1.3735 |
| Range |
0.0066 |
0.0060 |
-0.0006 |
-9.1% |
0.0116 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
234,536 |
47,608 |
-186,928 |
-79.7% |
864,435 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3918 |
1.3886 |
1.3768 |
|
| R3 |
1.3858 |
1.3826 |
1.3752 |
|
| R2 |
1.3798 |
1.3798 |
1.3746 |
|
| R1 |
1.3766 |
1.3766 |
1.3741 |
1.3752 |
| PP |
1.3738 |
1.3738 |
1.3738 |
1.3731 |
| S1 |
1.3706 |
1.3706 |
1.3730 |
1.3692 |
| S2 |
1.3678 |
1.3678 |
1.3724 |
|
| S3 |
1.3618 |
1.3646 |
1.3719 |
|
| S4 |
1.3558 |
1.3586 |
1.3702 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4095 |
1.4031 |
1.3799 |
|
| R3 |
1.3979 |
1.3915 |
1.3767 |
|
| R2 |
1.3863 |
1.3863 |
1.3756 |
|
| R1 |
1.3799 |
1.3799 |
1.3746 |
1.3831 |
| PP |
1.3747 |
1.3747 |
1.3747 |
1.3763 |
| S1 |
1.3683 |
1.3683 |
1.3724 |
1.3715 |
| S2 |
1.3631 |
1.3631 |
1.3714 |
|
| S3 |
1.3515 |
1.3567 |
1.3703 |
|
| S4 |
1.3399 |
1.3451 |
1.3671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3811 |
1.3695 |
0.0116 |
0.8% |
0.0062 |
0.4% |
34% |
False |
False |
172,887 |
| 10 |
1.3811 |
1.3524 |
0.0287 |
2.1% |
0.0080 |
0.6% |
74% |
False |
False |
198,241 |
| 20 |
1.3811 |
1.3400 |
0.0411 |
3.0% |
0.0080 |
0.6% |
82% |
False |
False |
188,867 |
| 40 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0086 |
0.6% |
82% |
False |
False |
193,340 |
| 60 |
1.3834 |
1.3294 |
0.0540 |
3.9% |
0.0083 |
0.6% |
82% |
False |
False |
183,660 |
| 80 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0083 |
0.6% |
86% |
False |
False |
153,819 |
| 100 |
1.3834 |
1.3110 |
0.0724 |
5.3% |
0.0083 |
0.6% |
86% |
False |
False |
123,198 |
| 120 |
1.3834 |
1.2760 |
0.1074 |
7.8% |
0.0086 |
0.6% |
91% |
False |
False |
102,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4024 |
|
2.618 |
1.3926 |
|
1.618 |
1.3866 |
|
1.000 |
1.3829 |
|
0.618 |
1.3806 |
|
HIGH |
1.3769 |
|
0.618 |
1.3746 |
|
0.500 |
1.3739 |
|
0.382 |
1.3732 |
|
LOW |
1.3709 |
|
0.618 |
1.3672 |
|
1.000 |
1.3649 |
|
1.618 |
1.3612 |
|
2.618 |
1.3552 |
|
4.250 |
1.3454 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3739 |
1.3760 |
| PP |
1.3738 |
1.3752 |
| S1 |
1.3736 |
1.3743 |
|