CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3575 |
1.3592 |
0.0017 |
0.1% |
1.3556 |
| High |
1.3623 |
1.3617 |
-0.0006 |
0.0% |
1.3623 |
| Low |
1.3554 |
1.3530 |
-0.0024 |
-0.2% |
1.3492 |
| Close |
1.3588 |
1.3541 |
-0.0047 |
-0.3% |
1.3588 |
| Range |
0.0069 |
0.0087 |
0.0018 |
26.1% |
0.0131 |
| ATR |
0.0082 |
0.0083 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,768 |
3,355 |
1,587 |
89.8% |
12,068 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3824 |
1.3769 |
1.3589 |
|
| R3 |
1.3737 |
1.3682 |
1.3565 |
|
| R2 |
1.3650 |
1.3650 |
1.3557 |
|
| R1 |
1.3595 |
1.3595 |
1.3549 |
1.3579 |
| PP |
1.3563 |
1.3563 |
1.3563 |
1.3555 |
| S1 |
1.3508 |
1.3508 |
1.3533 |
1.3492 |
| S2 |
1.3476 |
1.3476 |
1.3525 |
|
| S3 |
1.3389 |
1.3421 |
1.3517 |
|
| S4 |
1.3302 |
1.3334 |
1.3493 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3961 |
1.3905 |
1.3660 |
|
| R3 |
1.3830 |
1.3774 |
1.3624 |
|
| R2 |
1.3699 |
1.3699 |
1.3612 |
|
| R1 |
1.3643 |
1.3643 |
1.3600 |
1.3671 |
| PP |
1.3568 |
1.3568 |
1.3568 |
1.3582 |
| S1 |
1.3512 |
1.3512 |
1.3576 |
1.3540 |
| S2 |
1.3437 |
1.3437 |
1.3564 |
|
| S3 |
1.3306 |
1.3381 |
1.3552 |
|
| S4 |
1.3175 |
1.3250 |
1.3516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3623 |
1.3492 |
0.0131 |
1.0% |
0.0067 |
0.5% |
37% |
False |
False |
3,084 |
| 10 |
1.3623 |
1.3402 |
0.0221 |
1.6% |
0.0079 |
0.6% |
63% |
False |
False |
2,134 |
| 20 |
1.3623 |
1.3300 |
0.0323 |
2.4% |
0.0089 |
0.7% |
75% |
False |
False |
1,421 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0082 |
0.6% |
45% |
False |
False |
930 |
| 60 |
1.3834 |
1.3219 |
0.0615 |
4.5% |
0.0076 |
0.6% |
52% |
False |
False |
672 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.3% |
0.0066 |
0.5% |
59% |
False |
False |
506 |
| 100 |
1.3834 |
1.3070 |
0.0764 |
5.6% |
0.0059 |
0.4% |
62% |
False |
False |
407 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.8% |
0.0059 |
0.4% |
72% |
False |
False |
341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3987 |
|
2.618 |
1.3845 |
|
1.618 |
1.3758 |
|
1.000 |
1.3704 |
|
0.618 |
1.3671 |
|
HIGH |
1.3617 |
|
0.618 |
1.3584 |
|
0.500 |
1.3574 |
|
0.382 |
1.3563 |
|
LOW |
1.3530 |
|
0.618 |
1.3476 |
|
1.000 |
1.3443 |
|
1.618 |
1.3389 |
|
2.618 |
1.3302 |
|
4.250 |
1.3160 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3574 |
1.3577 |
| PP |
1.3563 |
1.3565 |
| S1 |
1.3552 |
1.3553 |
|