CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3736 |
1.3758 |
0.0022 |
0.2% |
1.3592 |
| High |
1.3794 |
1.3810 |
0.0016 |
0.1% |
1.3707 |
| Low |
1.3732 |
1.3740 |
0.0008 |
0.1% |
1.3526 |
| Close |
1.3762 |
1.3787 |
0.0025 |
0.2% |
1.3695 |
| Range |
0.0062 |
0.0070 |
0.0008 |
12.9% |
0.0181 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
70,040 |
120,197 |
50,157 |
71.6% |
70,584 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3989 |
1.3958 |
1.3826 |
|
| R3 |
1.3919 |
1.3888 |
1.3806 |
|
| R2 |
1.3849 |
1.3849 |
1.3800 |
|
| R1 |
1.3818 |
1.3818 |
1.3793 |
1.3834 |
| PP |
1.3779 |
1.3779 |
1.3779 |
1.3787 |
| S1 |
1.3748 |
1.3748 |
1.3781 |
1.3764 |
| S2 |
1.3709 |
1.3709 |
1.3774 |
|
| S3 |
1.3639 |
1.3678 |
1.3768 |
|
| S4 |
1.3569 |
1.3608 |
1.3749 |
|
|
| 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 |
1.3810 |
1.3545 |
0.0265 |
1.9% |
0.0081 |
0.6% |
91% |
True |
False |
53,046 |
| 10 |
1.3810 |
1.3526 |
0.0284 |
2.1% |
0.0078 |
0.6% |
92% |
True |
False |
29,839 |
| 20 |
1.3810 |
1.3394 |
0.0416 |
3.0% |
0.0080 |
0.6% |
94% |
True |
False |
15,443 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0085 |
0.6% |
91% |
False |
False |
8,021 |
| 60 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0080 |
0.6% |
91% |
False |
False |
5,426 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0071 |
0.5% |
93% |
False |
False |
4,076 |
| 100 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0063 |
0.5% |
93% |
False |
False |
3,263 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.6% |
0.0061 |
0.4% |
96% |
False |
False |
2,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4108 |
|
2.618 |
1.3993 |
|
1.618 |
1.3923 |
|
1.000 |
1.3880 |
|
0.618 |
1.3853 |
|
HIGH |
1.3810 |
|
0.618 |
1.3783 |
|
0.500 |
1.3775 |
|
0.382 |
1.3767 |
|
LOW |
1.3740 |
|
0.618 |
1.3697 |
|
1.000 |
1.3670 |
|
1.618 |
1.3627 |
|
2.618 |
1.3557 |
|
4.250 |
1.3443 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3783 |
1.3775 |
| PP |
1.3779 |
1.3764 |
| S1 |
1.3775 |
1.3752 |
|