CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3592 |
1.3593 |
0.0001 |
0.0% |
1.3556 |
| High |
1.3607 |
1.3678 |
0.0071 |
0.5% |
1.3623 |
| Low |
1.3530 |
1.3545 |
0.0015 |
0.1% |
1.3492 |
| Close |
1.3589 |
1.3676 |
0.0087 |
0.6% |
1.3588 |
| Range |
0.0077 |
0.0133 |
0.0056 |
72.7% |
0.0131 |
| ATR |
0.0083 |
0.0086 |
0.0004 |
4.3% |
0.0000 |
| Volume |
15,623 |
21,325 |
5,702 |
36.5% |
12,068 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4032 |
1.3987 |
1.3749 |
|
| R3 |
1.3899 |
1.3854 |
1.3713 |
|
| R2 |
1.3766 |
1.3766 |
1.3700 |
|
| R1 |
1.3721 |
1.3721 |
1.3688 |
1.3744 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3644 |
| S1 |
1.3588 |
1.3588 |
1.3664 |
1.3611 |
| S2 |
1.3500 |
1.3500 |
1.3652 |
|
| S3 |
1.3367 |
1.3455 |
1.3639 |
|
| S4 |
1.3234 |
1.3322 |
1.3603 |
|
|
| 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 |
1.3678 |
1.3526 |
0.0152 |
1.1% |
0.0091 |
0.7% |
99% |
True |
False |
9,373 |
| 10 |
1.3678 |
1.3402 |
0.0276 |
2.0% |
0.0081 |
0.6% |
99% |
True |
False |
6,076 |
| 20 |
1.3678 |
1.3300 |
0.0378 |
2.8% |
0.0092 |
0.7% |
99% |
True |
False |
3,426 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0085 |
0.6% |
70% |
False |
False |
1,950 |
| 60 |
1.3834 |
1.3270 |
0.0564 |
4.1% |
0.0078 |
0.6% |
72% |
False |
False |
1,365 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0069 |
0.5% |
78% |
False |
False |
1,027 |
| 100 |
1.3834 |
1.3109 |
0.0725 |
5.3% |
0.0062 |
0.5% |
78% |
False |
False |
824 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0061 |
0.4% |
85% |
False |
False |
689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4243 |
|
2.618 |
1.4026 |
|
1.618 |
1.3893 |
|
1.000 |
1.3811 |
|
0.618 |
1.3760 |
|
HIGH |
1.3678 |
|
0.618 |
1.3627 |
|
0.500 |
1.3612 |
|
0.382 |
1.3596 |
|
LOW |
1.3545 |
|
0.618 |
1.3463 |
|
1.000 |
1.3412 |
|
1.618 |
1.3330 |
|
2.618 |
1.3197 |
|
4.250 |
1.2980 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3655 |
1.3651 |
| PP |
1.3633 |
1.3627 |
| S1 |
1.3612 |
1.3602 |
|