CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3588 |
1.3559 |
-0.0029 |
-0.2% |
1.3565 |
| High |
1.3588 |
1.3607 |
0.0019 |
0.1% |
1.3617 |
| Low |
1.3543 |
1.3559 |
0.0016 |
0.1% |
1.3495 |
| Close |
1.3543 |
1.3594 |
0.0051 |
0.4% |
1.3591 |
| Range |
0.0045 |
0.0048 |
0.0003 |
6.7% |
0.0122 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
53 |
13 |
-40 |
-75.5% |
113 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3731 |
1.3710 |
1.3620 |
|
| R3 |
1.3683 |
1.3662 |
1.3607 |
|
| R2 |
1.3635 |
1.3635 |
1.3603 |
|
| R1 |
1.3614 |
1.3614 |
1.3598 |
1.3625 |
| PP |
1.3587 |
1.3587 |
1.3587 |
1.3592 |
| S1 |
1.3566 |
1.3566 |
1.3590 |
1.3577 |
| S2 |
1.3539 |
1.3539 |
1.3585 |
|
| S3 |
1.3491 |
1.3518 |
1.3581 |
|
| S4 |
1.3443 |
1.3470 |
1.3568 |
|
|
| 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 |
1.3525 |
0.0092 |
0.7% |
0.0043 |
0.3% |
75% |
False |
False |
29 |
| 10 |
1.3617 |
1.3405 |
0.0212 |
1.6% |
0.0055 |
0.4% |
89% |
False |
False |
27 |
| 20 |
1.3617 |
1.3302 |
0.0315 |
2.3% |
0.0059 |
0.4% |
93% |
False |
False |
20 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0048 |
0.4% |
56% |
False |
False |
15 |
| 60 |
1.3820 |
1.3270 |
0.0550 |
4.0% |
0.0037 |
0.3% |
59% |
False |
False |
11 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0031 |
0.2% |
67% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3811 |
|
2.618 |
1.3733 |
|
1.618 |
1.3685 |
|
1.000 |
1.3655 |
|
0.618 |
1.3637 |
|
HIGH |
1.3607 |
|
0.618 |
1.3589 |
|
0.500 |
1.3583 |
|
0.382 |
1.3577 |
|
LOW |
1.3559 |
|
0.618 |
1.3529 |
|
1.000 |
1.3511 |
|
1.618 |
1.3481 |
|
2.618 |
1.3433 |
|
4.250 |
1.3355 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3590 |
1.3589 |
| PP |
1.3587 |
1.3585 |
| S1 |
1.3583 |
1.3580 |
|