CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3711 |
1.3736 |
0.0025 |
0.2% |
1.3592 |
| High |
1.3745 |
1.3794 |
0.0049 |
0.4% |
1.3707 |
| Low |
1.3694 |
1.3732 |
0.0038 |
0.3% |
1.3526 |
| Close |
1.3739 |
1.3762 |
0.0023 |
0.2% |
1.3695 |
| Range |
0.0051 |
0.0062 |
0.0011 |
21.6% |
0.0181 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
28,182 |
70,040 |
41,858 |
148.5% |
70,584 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3949 |
1.3917 |
1.3796 |
|
| R3 |
1.3887 |
1.3855 |
1.3779 |
|
| R2 |
1.3825 |
1.3825 |
1.3773 |
|
| R1 |
1.3793 |
1.3793 |
1.3768 |
1.3809 |
| PP |
1.3763 |
1.3763 |
1.3763 |
1.3771 |
| S1 |
1.3731 |
1.3731 |
1.3756 |
1.3747 |
| S2 |
1.3701 |
1.3701 |
1.3751 |
|
| S3 |
1.3639 |
1.3669 |
1.3745 |
|
| S4 |
1.3577 |
1.3607 |
1.3728 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4186 |
1.4121 |
1.3795 |
|
| R3 |
1.4005 |
1.3940 |
1.3745 |
|
| R2 |
1.3824 |
1.3824 |
1.3728 |
|
| R1 |
1.3759 |
1.3759 |
1.3712 |
1.3792 |
| PP |
1.3643 |
1.3643 |
1.3643 |
1.3659 |
| S1 |
1.3578 |
1.3578 |
1.3678 |
1.3611 |
| S2 |
1.3462 |
1.3462 |
1.3662 |
|
| S3 |
1.3281 |
1.3397 |
1.3645 |
|
| S4 |
1.3100 |
1.3216 |
1.3595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3794 |
1.3530 |
0.0264 |
1.9% |
0.0082 |
0.6% |
88% |
True |
False |
32,131 |
| 10 |
1.3794 |
1.3519 |
0.0275 |
2.0% |
0.0077 |
0.6% |
88% |
True |
False |
17,924 |
| 20 |
1.3794 |
1.3362 |
0.0432 |
3.1% |
0.0081 |
0.6% |
93% |
True |
False |
9,446 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0086 |
0.6% |
87% |
False |
False |
5,026 |
| 60 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0080 |
0.6% |
87% |
False |
False |
3,424 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0070 |
0.5% |
90% |
False |
False |
2,574 |
| 100 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0063 |
0.5% |
90% |
False |
False |
2,061 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.7% |
0.0061 |
0.4% |
93% |
False |
False |
1,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4058 |
|
2.618 |
1.3956 |
|
1.618 |
1.3894 |
|
1.000 |
1.3856 |
|
0.618 |
1.3832 |
|
HIGH |
1.3794 |
|
0.618 |
1.3770 |
|
0.500 |
1.3763 |
|
0.382 |
1.3756 |
|
LOW |
1.3732 |
|
0.618 |
1.3694 |
|
1.000 |
1.3670 |
|
1.618 |
1.3632 |
|
2.618 |
1.3570 |
|
4.250 |
1.3469 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3763 |
1.3744 |
| PP |
1.3763 |
1.3725 |
| S1 |
1.3762 |
1.3707 |
|