CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3559 |
1.3582 |
0.0023 |
0.2% |
1.3565 |
| High |
1.3607 |
1.3607 |
0.0000 |
0.0% |
1.3617 |
| Low |
1.3559 |
1.3552 |
-0.0007 |
-0.1% |
1.3495 |
| Close |
1.3594 |
1.3591 |
-0.0003 |
0.0% |
1.3591 |
| Range |
0.0048 |
0.0055 |
0.0007 |
14.6% |
0.0122 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
13 |
25 |
12 |
92.3% |
113 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3748 |
1.3725 |
1.3621 |
|
| R3 |
1.3693 |
1.3670 |
1.3606 |
|
| R2 |
1.3638 |
1.3638 |
1.3601 |
|
| R1 |
1.3615 |
1.3615 |
1.3596 |
1.3627 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3589 |
| S1 |
1.3560 |
1.3560 |
1.3586 |
1.3572 |
| S2 |
1.3528 |
1.3528 |
1.3581 |
|
| S3 |
1.3473 |
1.3505 |
1.3576 |
|
| S4 |
1.3418 |
1.3450 |
1.3561 |
|
|
| 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 |
1.3543 |
0.0074 |
0.5% |
0.0043 |
0.3% |
65% |
False |
False |
28 |
| 10 |
1.3617 |
1.3405 |
0.0212 |
1.6% |
0.0057 |
0.4% |
88% |
False |
False |
29 |
| 20 |
1.3617 |
1.3302 |
0.0315 |
2.3% |
0.0062 |
0.5% |
92% |
False |
False |
21 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0049 |
0.4% |
56% |
False |
False |
16 |
| 60 |
1.3820 |
1.3270 |
0.0550 |
4.0% |
0.0038 |
0.3% |
58% |
False |
False |
11 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.1% |
0.0032 |
0.2% |
67% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3841 |
|
2.618 |
1.3751 |
|
1.618 |
1.3696 |
|
1.000 |
1.3662 |
|
0.618 |
1.3641 |
|
HIGH |
1.3607 |
|
0.618 |
1.3586 |
|
0.500 |
1.3580 |
|
0.382 |
1.3573 |
|
LOW |
1.3552 |
|
0.618 |
1.3518 |
|
1.000 |
1.3497 |
|
1.618 |
1.3463 |
|
2.618 |
1.3408 |
|
4.250 |
1.3318 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3587 |
1.3586 |
| PP |
1.3583 |
1.3580 |
| S1 |
1.3580 |
1.3575 |
|