CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3737 |
1.3757 |
0.0020 |
0.1% |
1.3711 |
| High |
1.3797 |
1.3780 |
-0.0017 |
-0.1% |
1.3810 |
| Low |
1.3734 |
1.3721 |
-0.0013 |
-0.1% |
1.3694 |
| Close |
1.3762 |
1.3765 |
0.0003 |
0.0% |
1.3733 |
| Range |
0.0063 |
0.0059 |
-0.0004 |
-6.3% |
0.0116 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
153,411 |
144,624 |
-8,787 |
-5.7% |
550,429 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3932 |
1.3908 |
1.3797 |
|
| R3 |
1.3873 |
1.3849 |
1.3781 |
|
| R2 |
1.3814 |
1.3814 |
1.3776 |
|
| R1 |
1.3790 |
1.3790 |
1.3770 |
1.3802 |
| PP |
1.3755 |
1.3755 |
1.3755 |
1.3762 |
| S1 |
1.3731 |
1.3731 |
1.3760 |
1.3743 |
| S2 |
1.3696 |
1.3696 |
1.3754 |
|
| S3 |
1.3637 |
1.3672 |
1.3749 |
|
| S4 |
1.3578 |
1.3613 |
1.3733 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4094 |
1.4029 |
1.3797 |
|
| R3 |
1.3978 |
1.3913 |
1.3765 |
|
| R2 |
1.3862 |
1.3862 |
1.3754 |
|
| R1 |
1.3797 |
1.3797 |
1.3744 |
1.3830 |
| PP |
1.3746 |
1.3746 |
1.3746 |
1.3762 |
| S1 |
1.3681 |
1.3681 |
1.3722 |
1.3714 |
| S2 |
1.3630 |
1.3630 |
1.3712 |
|
| S3 |
1.3514 |
1.3565 |
1.3701 |
|
| S4 |
1.3398 |
1.3449 |
1.3669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3810 |
1.3708 |
0.0102 |
0.7% |
0.0064 |
0.5% |
56% |
False |
False |
150,048 |
| 10 |
1.3810 |
1.3530 |
0.0280 |
2.0% |
0.0073 |
0.5% |
84% |
False |
False |
91,089 |
| 20 |
1.3810 |
1.3402 |
0.0408 |
3.0% |
0.0077 |
0.6% |
89% |
False |
False |
46,834 |
| 40 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0083 |
0.6% |
87% |
False |
False |
23,727 |
| 60 |
1.3834 |
1.3300 |
0.0534 |
3.9% |
0.0079 |
0.6% |
87% |
False |
False |
15,920 |
| 80 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0072 |
0.5% |
90% |
False |
False |
11,952 |
| 100 |
1.3834 |
1.3123 |
0.0711 |
5.2% |
0.0064 |
0.5% |
90% |
False |
False |
9,563 |
| 120 |
1.3834 |
1.2781 |
0.1053 |
7.6% |
0.0062 |
0.4% |
93% |
False |
False |
7,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4031 |
|
2.618 |
1.3934 |
|
1.618 |
1.3875 |
|
1.000 |
1.3839 |
|
0.618 |
1.3816 |
|
HIGH |
1.3780 |
|
0.618 |
1.3757 |
|
0.500 |
1.3751 |
|
0.382 |
1.3744 |
|
LOW |
1.3721 |
|
0.618 |
1.3685 |
|
1.000 |
1.3662 |
|
1.618 |
1.3626 |
|
2.618 |
1.3567 |
|
4.250 |
1.3470 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3760 |
1.3761 |
| PP |
1.3755 |
1.3757 |
| S1 |
1.3751 |
1.3753 |
|