CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3695 |
1.3722 |
0.0027 |
0.2% |
1.3588 |
| High |
1.3696 |
1.3740 |
0.0044 |
0.3% |
1.3696 |
| Low |
1.3633 |
1.3720 |
0.0087 |
0.6% |
1.3543 |
| Close |
1.3696 |
1.3740 |
0.0044 |
0.3% |
1.3696 |
| Range |
0.0063 |
0.0020 |
-0.0043 |
-68.3% |
0.0153 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
35 |
35 |
0 |
0.0% |
166 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3793 |
1.3787 |
1.3751 |
|
| R3 |
1.3773 |
1.3767 |
1.3746 |
|
| R2 |
1.3753 |
1.3753 |
1.3744 |
|
| R1 |
1.3747 |
1.3747 |
1.3742 |
1.3750 |
| PP |
1.3733 |
1.3733 |
1.3733 |
1.3735 |
| S1 |
1.3727 |
1.3727 |
1.3738 |
1.3730 |
| S2 |
1.3713 |
1.3713 |
1.3736 |
|
| S3 |
1.3693 |
1.3707 |
1.3735 |
|
| S4 |
1.3673 |
1.3687 |
1.3729 |
|
|
| 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 |
1.3740 |
1.3552 |
0.0188 |
1.4% |
0.0058 |
0.4% |
100% |
True |
False |
29 |
| 10 |
1.3740 |
1.3495 |
0.0245 |
1.8% |
0.0053 |
0.4% |
100% |
True |
False |
31 |
| 20 |
1.3740 |
1.3396 |
0.0344 |
2.5% |
0.0052 |
0.4% |
100% |
True |
False |
23 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0052 |
0.4% |
85% |
False |
False |
18 |
| 60 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0041 |
0.3% |
85% |
False |
False |
13 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0034 |
0.2% |
88% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3825 |
|
2.618 |
1.3792 |
|
1.618 |
1.3772 |
|
1.000 |
1.3760 |
|
0.618 |
1.3752 |
|
HIGH |
1.3740 |
|
0.618 |
1.3732 |
|
0.500 |
1.3730 |
|
0.382 |
1.3728 |
|
LOW |
1.3720 |
|
0.618 |
1.3708 |
|
1.000 |
1.3700 |
|
1.618 |
1.3688 |
|
2.618 |
1.3668 |
|
4.250 |
1.3635 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3737 |
1.3712 |
| PP |
1.3733 |
1.3684 |
| S1 |
1.3730 |
1.3656 |
|