CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3600 |
1.3588 |
-0.0012 |
-0.1% |
1.3565 |
| High |
1.3617 |
1.3588 |
-0.0029 |
-0.2% |
1.3617 |
| Low |
1.3588 |
1.3543 |
-0.0045 |
-0.3% |
1.3495 |
| Close |
1.3591 |
1.3543 |
-0.0048 |
-0.4% |
1.3591 |
| Range |
0.0029 |
0.0045 |
0.0016 |
55.2% |
0.0122 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
26 |
53 |
27 |
103.8% |
113 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3693 |
1.3663 |
1.3568 |
|
| R3 |
1.3648 |
1.3618 |
1.3555 |
|
| R2 |
1.3603 |
1.3603 |
1.3551 |
|
| R1 |
1.3573 |
1.3573 |
1.3547 |
1.3566 |
| PP |
1.3558 |
1.3558 |
1.3558 |
1.3554 |
| S1 |
1.3528 |
1.3528 |
1.3539 |
1.3521 |
| S2 |
1.3513 |
1.3513 |
1.3535 |
|
| S3 |
1.3468 |
1.3483 |
1.3531 |
|
| S4 |
1.3423 |
1.3438 |
1.3518 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3884 |
1.3658 |
|
| R3 |
1.3812 |
1.3762 |
1.3625 |
|
| R2 |
1.3690 |
1.3690 |
1.3613 |
|
| R1 |
1.3640 |
1.3640 |
1.3602 |
1.3665 |
| PP |
1.3568 |
1.3568 |
1.3568 |
1.3580 |
| S1 |
1.3518 |
1.3518 |
1.3580 |
1.3543 |
| S2 |
1.3446 |
1.3446 |
1.3569 |
|
| S3 |
1.3324 |
1.3396 |
1.3557 |
|
| S4 |
1.3202 |
1.3274 |
1.3524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3617 |
1.3495 |
0.0122 |
0.9% |
0.0047 |
0.3% |
39% |
False |
False |
33 |
| 10 |
1.3617 |
1.3405 |
0.0212 |
1.6% |
0.0054 |
0.4% |
65% |
False |
False |
26 |
| 20 |
1.3617 |
1.3302 |
0.0315 |
2.3% |
0.0057 |
0.4% |
77% |
False |
False |
20 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0047 |
0.3% |
47% |
False |
False |
15 |
| 60 |
1.3820 |
1.3201 |
0.0619 |
4.6% |
0.0038 |
0.3% |
55% |
False |
False |
11 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0030 |
0.2% |
60% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3779 |
|
2.618 |
1.3706 |
|
1.618 |
1.3661 |
|
1.000 |
1.3633 |
|
0.618 |
1.3616 |
|
HIGH |
1.3588 |
|
0.618 |
1.3571 |
|
0.500 |
1.3566 |
|
0.382 |
1.3560 |
|
LOW |
1.3543 |
|
0.618 |
1.3515 |
|
1.000 |
1.3498 |
|
1.618 |
1.3470 |
|
2.618 |
1.3425 |
|
4.250 |
1.3352 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3566 |
1.3580 |
| PP |
1.3558 |
1.3568 |
| S1 |
1.3551 |
1.3555 |
|