CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3757 |
1.3768 |
0.0011 |
0.1% |
1.3711 |
| High |
1.3780 |
1.3846 |
0.0066 |
0.5% |
1.3810 |
| Low |
1.3721 |
1.3673 |
-0.0048 |
-0.3% |
1.3694 |
| Close |
1.3765 |
1.3757 |
-0.0008 |
-0.1% |
1.3733 |
| Range |
0.0059 |
0.0173 |
0.0114 |
193.2% |
0.0116 |
| ATR |
0.0076 |
0.0083 |
0.0007 |
9.0% |
0.0000 |
| Volume |
144,624 |
228,130 |
83,506 |
57.7% |
550,429 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4278 |
1.4190 |
1.3852 |
|
| R3 |
1.4105 |
1.4017 |
1.3805 |
|
| R2 |
1.3932 |
1.3932 |
1.3789 |
|
| R1 |
1.3844 |
1.3844 |
1.3773 |
1.3802 |
| PP |
1.3759 |
1.3759 |
1.3759 |
1.3737 |
| S1 |
1.3671 |
1.3671 |
1.3741 |
1.3629 |
| S2 |
1.3586 |
1.3586 |
1.3725 |
|
| S3 |
1.3413 |
1.3498 |
1.3709 |
|
| S4 |
1.3240 |
1.3325 |
1.3662 |
|
|
| 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 |
1.3846 |
1.3673 |
0.0173 |
1.3% |
0.0084 |
0.6% |
49% |
True |
True |
171,635 |
| 10 |
1.3846 |
1.3545 |
0.0301 |
2.2% |
0.0083 |
0.6% |
70% |
True |
False |
112,340 |
| 20 |
1.3846 |
1.3402 |
0.0444 |
3.2% |
0.0083 |
0.6% |
80% |
True |
False |
58,206 |
| 40 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0085 |
0.6% |
84% |
True |
False |
29,423 |
| 60 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0081 |
0.6% |
84% |
True |
False |
19,718 |
| 80 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0074 |
0.5% |
88% |
True |
False |
14,803 |
| 100 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0066 |
0.5% |
88% |
True |
False |
11,843 |
| 120 |
1.3846 |
1.2781 |
0.1065 |
7.7% |
0.0062 |
0.5% |
92% |
True |
False |
9,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4581 |
|
2.618 |
1.4299 |
|
1.618 |
1.4126 |
|
1.000 |
1.4019 |
|
0.618 |
1.3953 |
|
HIGH |
1.3846 |
|
0.618 |
1.3780 |
|
0.500 |
1.3760 |
|
0.382 |
1.3739 |
|
LOW |
1.3673 |
|
0.618 |
1.3566 |
|
1.000 |
1.3500 |
|
1.618 |
1.3393 |
|
2.618 |
1.3220 |
|
4.250 |
1.2938 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3760 |
1.3760 |
| PP |
1.3759 |
1.3759 |
| S1 |
1.3758 |
1.3758 |
|