CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3756 |
1.3762 |
0.0006 |
0.0% |
1.3588 |
| High |
1.3786 |
1.3804 |
0.0018 |
0.1% |
1.3696 |
| Low |
1.3748 |
1.3754 |
0.0006 |
0.0% |
1.3543 |
| Close |
1.3762 |
1.3786 |
0.0024 |
0.2% |
1.3696 |
| Range |
0.0038 |
0.0050 |
0.0012 |
31.6% |
0.0153 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
132 |
971 |
839 |
635.6% |
166 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3931 |
1.3909 |
1.3814 |
|
| R3 |
1.3881 |
1.3859 |
1.3800 |
|
| R2 |
1.3831 |
1.3831 |
1.3795 |
|
| R1 |
1.3809 |
1.3809 |
1.3791 |
1.3820 |
| PP |
1.3781 |
1.3781 |
1.3781 |
1.3787 |
| S1 |
1.3759 |
1.3759 |
1.3781 |
1.3770 |
| S2 |
1.3731 |
1.3731 |
1.3777 |
|
| S3 |
1.3681 |
1.3709 |
1.3772 |
|
| S4 |
1.3631 |
1.3659 |
1.3759 |
|
|
| 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 |
1.3804 |
1.3572 |
0.0232 |
1.7% |
0.0055 |
0.4% |
92% |
True |
False |
242 |
| 10 |
1.3804 |
1.3543 |
0.0261 |
1.9% |
0.0049 |
0.4% |
93% |
True |
False |
135 |
| 20 |
1.3804 |
1.3397 |
0.0407 |
3.0% |
0.0053 |
0.4% |
96% |
True |
False |
77 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0053 |
0.4% |
93% |
False |
False |
45 |
| 60 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0042 |
0.3% |
93% |
False |
False |
31 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0035 |
0.3% |
95% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4017 |
|
2.618 |
1.3935 |
|
1.618 |
1.3885 |
|
1.000 |
1.3854 |
|
0.618 |
1.3835 |
|
HIGH |
1.3804 |
|
0.618 |
1.3785 |
|
0.500 |
1.3779 |
|
0.382 |
1.3773 |
|
LOW |
1.3754 |
|
0.618 |
1.3723 |
|
1.000 |
1.3704 |
|
1.618 |
1.3673 |
|
2.618 |
1.3623 |
|
4.250 |
1.3542 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3784 |
1.3778 |
| PP |
1.3781 |
1.3770 |
| S1 |
1.3779 |
1.3762 |
|