CME Euro FX (E) Future March 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.3592 |
1.3543 |
-0.0049 |
-0.4% |
1.3556 |
High |
1.3617 |
1.3615 |
-0.0002 |
0.0% |
1.3623 |
Low |
1.3530 |
1.3526 |
-0.0004 |
0.0% |
1.3492 |
Close |
1.3541 |
1.3592 |
0.0051 |
0.4% |
1.3588 |
Range |
0.0087 |
0.0089 |
0.0002 |
2.3% |
0.0131 |
ATR |
0.0083 |
0.0083 |
0.0000 |
0.5% |
0.0000 |
Volume |
3,355 |
4,794 |
1,439 |
42.9% |
12,068 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3845 |
1.3807 |
1.3641 |
|
R3 |
1.3756 |
1.3718 |
1.3616 |
|
R2 |
1.3667 |
1.3667 |
1.3608 |
|
R1 |
1.3629 |
1.3629 |
1.3600 |
1.3648 |
PP |
1.3578 |
1.3578 |
1.3578 |
1.3587 |
S1 |
1.3540 |
1.3540 |
1.3584 |
1.3559 |
S2 |
1.3489 |
1.3489 |
1.3576 |
|
S3 |
1.3400 |
1.3451 |
1.3568 |
|
S4 |
1.3311 |
1.3362 |
1.3543 |
|
|
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 |
1.3519 |
0.0104 |
0.8% |
0.0071 |
0.5% |
70% |
False |
False |
3,717 |
10 |
1.3623 |
1.3402 |
0.0221 |
1.6% |
0.0082 |
0.6% |
86% |
False |
False |
2,579 |
20 |
1.3623 |
1.3300 |
0.0323 |
2.4% |
0.0089 |
0.7% |
90% |
False |
False |
1,611 |
40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0083 |
0.6% |
55% |
False |
False |
1,040 |
60 |
1.3834 |
1.3253 |
0.0581 |
4.3% |
0.0076 |
0.6% |
58% |
False |
False |
751 |
80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0067 |
0.5% |
66% |
False |
False |
566 |
100 |
1.3834 |
1.3070 |
0.0764 |
5.6% |
0.0060 |
0.4% |
68% |
False |
False |
455 |
120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0059 |
0.4% |
77% |
False |
False |
381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3993 |
2.618 |
1.3848 |
1.618 |
1.3759 |
1.000 |
1.3704 |
0.618 |
1.3670 |
HIGH |
1.3615 |
0.618 |
1.3581 |
0.500 |
1.3571 |
0.382 |
1.3560 |
LOW |
1.3526 |
0.618 |
1.3471 |
1.000 |
1.3437 |
1.618 |
1.3382 |
2.618 |
1.3293 |
4.250 |
1.3148 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3585 |
1.3586 |
PP |
1.3578 |
1.3580 |
S1 |
1.3571 |
1.3575 |
|