CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3722 |
1.3756 |
0.0034 |
0.2% |
1.3588 |
| High |
1.3740 |
1.3786 |
0.0046 |
0.3% |
1.3696 |
| Low |
1.3720 |
1.3748 |
0.0028 |
0.2% |
1.3543 |
| Close |
1.3740 |
1.3762 |
0.0022 |
0.2% |
1.3696 |
| Range |
0.0020 |
0.0038 |
0.0018 |
90.0% |
0.0153 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
35 |
132 |
97 |
277.1% |
166 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3879 |
1.3859 |
1.3783 |
|
| R3 |
1.3841 |
1.3821 |
1.3772 |
|
| R2 |
1.3803 |
1.3803 |
1.3769 |
|
| R1 |
1.3783 |
1.3783 |
1.3765 |
1.3793 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3771 |
| S1 |
1.3745 |
1.3745 |
1.3759 |
1.3755 |
| S2 |
1.3727 |
1.3727 |
1.3755 |
|
| S3 |
1.3689 |
1.3707 |
1.3752 |
|
| S4 |
1.3651 |
1.3669 |
1.3741 |
|
|
| 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 |
1.3786 |
1.3552 |
0.0234 |
1.7% |
0.0056 |
0.4% |
90% |
True |
False |
53 |
| 10 |
1.3786 |
1.3525 |
0.0261 |
1.9% |
0.0050 |
0.4% |
91% |
True |
False |
41 |
| 20 |
1.3786 |
1.3396 |
0.0390 |
2.8% |
0.0053 |
0.4% |
94% |
True |
False |
29 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0053 |
0.4% |
89% |
False |
False |
21 |
| 60 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0041 |
0.3% |
89% |
False |
False |
15 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0034 |
0.2% |
92% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3948 |
|
2.618 |
1.3885 |
|
1.618 |
1.3847 |
|
1.000 |
1.3824 |
|
0.618 |
1.3809 |
|
HIGH |
1.3786 |
|
0.618 |
1.3771 |
|
0.500 |
1.3767 |
|
0.382 |
1.3763 |
|
LOW |
1.3748 |
|
0.618 |
1.3725 |
|
1.000 |
1.3710 |
|
1.618 |
1.3687 |
|
2.618 |
1.3649 |
|
4.250 |
1.3587 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3767 |
1.3745 |
| PP |
1.3765 |
1.3727 |
| S1 |
1.3764 |
1.3710 |
|