CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3592 |
1.3695 |
0.0103 |
0.8% |
1.3588 |
| High |
1.3677 |
1.3696 |
0.0019 |
0.1% |
1.3696 |
| Low |
1.3572 |
1.3633 |
0.0061 |
0.4% |
1.3543 |
| Close |
1.3677 |
1.3696 |
0.0019 |
0.1% |
1.3696 |
| Range |
0.0105 |
0.0063 |
-0.0042 |
-40.0% |
0.0153 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
40 |
35 |
-5 |
-12.5% |
166 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3864 |
1.3843 |
1.3731 |
|
| R3 |
1.3801 |
1.3780 |
1.3713 |
|
| R2 |
1.3738 |
1.3738 |
1.3708 |
|
| R1 |
1.3717 |
1.3717 |
1.3702 |
1.3728 |
| PP |
1.3675 |
1.3675 |
1.3675 |
1.3680 |
| S1 |
1.3654 |
1.3654 |
1.3690 |
1.3665 |
| S2 |
1.3612 |
1.3612 |
1.3684 |
|
| S3 |
1.3549 |
1.3591 |
1.3679 |
|
| S4 |
1.3486 |
1.3528 |
1.3661 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4104 |
1.4053 |
1.3780 |
|
| R3 |
1.3951 |
1.3900 |
1.3738 |
|
| R2 |
1.3798 |
1.3798 |
1.3724 |
|
| R1 |
1.3747 |
1.3747 |
1.3710 |
1.3773 |
| PP |
1.3645 |
1.3645 |
1.3645 |
1.3658 |
| S1 |
1.3594 |
1.3594 |
1.3682 |
1.3620 |
| S2 |
1.3492 |
1.3492 |
1.3668 |
|
| S3 |
1.3339 |
1.3441 |
1.3654 |
|
| S4 |
1.3186 |
1.3288 |
1.3612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3696 |
1.3543 |
0.0153 |
1.1% |
0.0063 |
0.5% |
100% |
True |
False |
33 |
| 10 |
1.3696 |
1.3495 |
0.0201 |
1.5% |
0.0056 |
0.4% |
100% |
True |
False |
33 |
| 20 |
1.3696 |
1.3302 |
0.0394 |
2.9% |
0.0058 |
0.4% |
100% |
True |
False |
24 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0052 |
0.4% |
76% |
False |
False |
17 |
| 60 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0040 |
0.3% |
76% |
False |
False |
12 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0034 |
0.2% |
82% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3964 |
|
2.618 |
1.3861 |
|
1.618 |
1.3798 |
|
1.000 |
1.3759 |
|
0.618 |
1.3735 |
|
HIGH |
1.3696 |
|
0.618 |
1.3672 |
|
0.500 |
1.3665 |
|
0.382 |
1.3657 |
|
LOW |
1.3633 |
|
0.618 |
1.3594 |
|
1.000 |
1.3570 |
|
1.618 |
1.3531 |
|
2.618 |
1.3468 |
|
4.250 |
1.3365 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3686 |
1.3672 |
| PP |
1.3675 |
1.3648 |
| S1 |
1.3665 |
1.3624 |
|