CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3752 |
1.3770 |
0.0018 |
0.1% |
1.3722 |
| High |
1.3794 |
1.3775 |
-0.0019 |
-0.1% |
1.3804 |
| Low |
1.3735 |
1.3730 |
-0.0005 |
0.0% |
1.3709 |
| Close |
1.3761 |
1.3765 |
0.0004 |
0.0% |
1.3733 |
| Range |
0.0059 |
0.0045 |
-0.0014 |
-23.7% |
0.0095 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
137 |
93 |
-44 |
-32.1% |
3,528 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3892 |
1.3873 |
1.3790 |
|
| R3 |
1.3847 |
1.3828 |
1.3777 |
|
| R2 |
1.3802 |
1.3802 |
1.3773 |
|
| R1 |
1.3783 |
1.3783 |
1.3769 |
1.3770 |
| PP |
1.3757 |
1.3757 |
1.3757 |
1.3750 |
| S1 |
1.3738 |
1.3738 |
1.3761 |
1.3725 |
| S2 |
1.3712 |
1.3712 |
1.3757 |
|
| S3 |
1.3667 |
1.3693 |
1.3753 |
|
| S4 |
1.3622 |
1.3648 |
1.3740 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4034 |
1.3978 |
1.3785 |
|
| R3 |
1.3939 |
1.3883 |
1.3759 |
|
| R2 |
1.3844 |
1.3844 |
1.3750 |
|
| R1 |
1.3788 |
1.3788 |
1.3742 |
1.3816 |
| PP |
1.3749 |
1.3749 |
1.3749 |
1.3763 |
| S1 |
1.3693 |
1.3693 |
1.3724 |
1.3721 |
| S2 |
1.3654 |
1.3654 |
1.3716 |
|
| S3 |
1.3559 |
1.3598 |
1.3707 |
|
| S4 |
1.3464 |
1.3503 |
1.3681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3804 |
1.3709 |
0.0095 |
0.7% |
0.0055 |
0.4% |
59% |
False |
False |
718 |
| 10 |
1.3804 |
1.3552 |
0.0252 |
1.8% |
0.0056 |
0.4% |
85% |
False |
False |
385 |
| 20 |
1.3804 |
1.3405 |
0.0399 |
2.9% |
0.0055 |
0.4% |
90% |
False |
False |
206 |
| 40 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0054 |
0.4% |
89% |
False |
False |
110 |
| 60 |
1.3820 |
1.3302 |
0.0518 |
3.8% |
0.0042 |
0.3% |
89% |
False |
False |
74 |
| 80 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0038 |
0.3% |
92% |
False |
False |
56 |
| 100 |
1.3820 |
1.3131 |
0.0689 |
5.0% |
0.0032 |
0.2% |
92% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3966 |
|
2.618 |
1.3893 |
|
1.618 |
1.3848 |
|
1.000 |
1.3820 |
|
0.618 |
1.3803 |
|
HIGH |
1.3775 |
|
0.618 |
1.3758 |
|
0.500 |
1.3753 |
|
0.382 |
1.3747 |
|
LOW |
1.3730 |
|
0.618 |
1.3702 |
|
1.000 |
1.3685 |
|
1.618 |
1.3657 |
|
2.618 |
1.3612 |
|
4.250 |
1.3539 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3761 |
1.3761 |
| PP |
1.3757 |
1.3756 |
| S1 |
1.3753 |
1.3752 |
|