CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3655 |
1.3670 |
0.0015 |
0.1% |
1.3737 |
| High |
1.3709 |
1.3716 |
0.0007 |
0.1% |
1.3846 |
| Low |
1.3625 |
1.3670 |
0.0045 |
0.3% |
1.3625 |
| Close |
1.3672 |
1.3689 |
0.0017 |
0.1% |
1.3672 |
| Range |
0.0084 |
0.0046 |
-0.0038 |
-45.2% |
0.0221 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
180,641 |
80,934 |
-99,707 |
-55.2% |
881,385 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3830 |
1.3805 |
1.3714 |
|
| R3 |
1.3784 |
1.3759 |
1.3702 |
|
| R2 |
1.3738 |
1.3738 |
1.3697 |
|
| R1 |
1.3713 |
1.3713 |
1.3693 |
1.3726 |
| PP |
1.3692 |
1.3692 |
1.3692 |
1.3698 |
| S1 |
1.3667 |
1.3667 |
1.3685 |
1.3680 |
| S2 |
1.3646 |
1.3646 |
1.3681 |
|
| S3 |
1.3600 |
1.3621 |
1.3676 |
|
| S4 |
1.3554 |
1.3575 |
1.3664 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4377 |
1.4246 |
1.3794 |
|
| R3 |
1.4156 |
1.4025 |
1.3733 |
|
| R2 |
1.3935 |
1.3935 |
1.3713 |
|
| R1 |
1.3804 |
1.3804 |
1.3692 |
1.3759 |
| PP |
1.3714 |
1.3714 |
1.3714 |
1.3692 |
| S1 |
1.3583 |
1.3583 |
1.3652 |
1.3538 |
| S2 |
1.3493 |
1.3493 |
1.3631 |
|
| S3 |
1.3272 |
1.3362 |
1.3611 |
|
| S4 |
1.3051 |
1.3141 |
1.3550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3846 |
1.3625 |
0.0221 |
1.6% |
0.0081 |
0.6% |
29% |
False |
False |
161,781 |
| 10 |
1.3846 |
1.3625 |
0.0221 |
1.6% |
0.0073 |
0.5% |
29% |
False |
False |
148,456 |
| 20 |
1.3846 |
1.3492 |
0.0354 |
2.6% |
0.0075 |
0.5% |
56% |
False |
False |
79,770 |
| 40 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0085 |
0.6% |
71% |
False |
False |
40,291 |
| 60 |
1.3846 |
1.3300 |
0.0546 |
4.0% |
0.0081 |
0.6% |
71% |
False |
False |
26,980 |
| 80 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0075 |
0.5% |
78% |
False |
False |
20,255 |
| 100 |
1.3846 |
1.3123 |
0.0723 |
5.3% |
0.0066 |
0.5% |
78% |
False |
False |
16,205 |
| 120 |
1.3846 |
1.2781 |
0.1065 |
7.8% |
0.0062 |
0.5% |
85% |
False |
False |
13,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3912 |
|
2.618 |
1.3836 |
|
1.618 |
1.3790 |
|
1.000 |
1.3762 |
|
0.618 |
1.3744 |
|
HIGH |
1.3716 |
|
0.618 |
1.3698 |
|
0.500 |
1.3693 |
|
0.382 |
1.3688 |
|
LOW |
1.3670 |
|
0.618 |
1.3642 |
|
1.000 |
1.3624 |
|
1.618 |
1.3596 |
|
2.618 |
1.3550 |
|
4.250 |
1.3475 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3693 |
1.3683 |
| PP |
1.3692 |
1.3677 |
| S1 |
1.3690 |
1.3671 |
|