CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3759 |
1.3796 |
0.0037 |
0.3% |
1.3670 |
| High |
1.3819 |
1.3812 |
-0.0007 |
-0.1% |
1.3893 |
| Low |
1.3728 |
1.3742 |
0.0014 |
0.1% |
1.3654 |
| Close |
1.3802 |
1.3788 |
-0.0014 |
-0.1% |
1.3733 |
| Range |
0.0091 |
0.0070 |
-0.0021 |
-23.1% |
0.0239 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
98,495 |
64,841 |
-33,654 |
-34.2% |
318,261 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3991 |
1.3959 |
1.3827 |
|
| R3 |
1.3921 |
1.3889 |
1.3807 |
|
| R2 |
1.3851 |
1.3851 |
1.3801 |
|
| R1 |
1.3819 |
1.3819 |
1.3794 |
1.3800 |
| PP |
1.3781 |
1.3781 |
1.3781 |
1.3771 |
| S1 |
1.3749 |
1.3749 |
1.3782 |
1.3730 |
| S2 |
1.3711 |
1.3711 |
1.3775 |
|
| S3 |
1.3641 |
1.3679 |
1.3769 |
|
| S4 |
1.3571 |
1.3609 |
1.3750 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4477 |
1.4344 |
1.3864 |
|
| R3 |
1.4238 |
1.4105 |
1.3799 |
|
| R2 |
1.3999 |
1.3999 |
1.3777 |
|
| R1 |
1.3866 |
1.3866 |
1.3755 |
1.3933 |
| PP |
1.3760 |
1.3760 |
1.3760 |
1.3793 |
| S1 |
1.3627 |
1.3627 |
1.3711 |
1.3694 |
| S2 |
1.3521 |
1.3521 |
1.3689 |
|
| S3 |
1.3282 |
1.3388 |
1.3667 |
|
| S4 |
1.3043 |
1.3149 |
1.3602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3893 |
1.3654 |
0.0239 |
1.7% |
0.0086 |
0.6% |
56% |
False |
False |
80,132 |
| 10 |
1.3893 |
1.3625 |
0.0268 |
1.9% |
0.0084 |
0.6% |
61% |
False |
False |
120,957 |
| 20 |
1.3893 |
1.3526 |
0.0367 |
2.7% |
0.0080 |
0.6% |
71% |
False |
False |
99,032 |
| 40 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0084 |
0.6% |
82% |
False |
False |
50,226 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0081 |
0.6% |
82% |
False |
False |
33,631 |
| 80 |
1.3893 |
1.3219 |
0.0674 |
4.9% |
0.0077 |
0.6% |
84% |
False |
False |
25,262 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0068 |
0.5% |
86% |
False |
False |
20,211 |
| 120 |
1.3893 |
1.3070 |
0.0823 |
6.0% |
0.0063 |
0.5% |
87% |
False |
False |
16,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4110 |
|
2.618 |
1.3995 |
|
1.618 |
1.3925 |
|
1.000 |
1.3882 |
|
0.618 |
1.3855 |
|
HIGH |
1.3812 |
|
0.618 |
1.3785 |
|
0.500 |
1.3777 |
|
0.382 |
1.3769 |
|
LOW |
1.3742 |
|
0.618 |
1.3699 |
|
1.000 |
1.3672 |
|
1.618 |
1.3629 |
|
2.618 |
1.3559 |
|
4.250 |
1.3445 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3784 |
1.3790 |
| PP |
1.3781 |
1.3789 |
| S1 |
1.3777 |
1.3789 |
|