CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3770 |
1.3768 |
-0.0002 |
0.0% |
1.3722 |
| High |
1.3775 |
1.3838 |
0.0063 |
0.5% |
1.3804 |
| Low |
1.3730 |
1.3685 |
-0.0045 |
-0.3% |
1.3709 |
| Close |
1.3765 |
1.3757 |
-0.0008 |
-0.1% |
1.3733 |
| Range |
0.0045 |
0.0153 |
0.0108 |
240.0% |
0.0095 |
| ATR |
0.0060 |
0.0067 |
0.0007 |
11.1% |
0.0000 |
| Volume |
93 |
179 |
86 |
92.5% |
3,528 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4219 |
1.4141 |
1.3841 |
|
| R3 |
1.4066 |
1.3988 |
1.3799 |
|
| R2 |
1.3913 |
1.3913 |
1.3785 |
|
| R1 |
1.3835 |
1.3835 |
1.3771 |
1.3798 |
| PP |
1.3760 |
1.3760 |
1.3760 |
1.3741 |
| S1 |
1.3682 |
1.3682 |
1.3743 |
1.3645 |
| S2 |
1.3607 |
1.3607 |
1.3729 |
|
| S3 |
1.3454 |
1.3529 |
1.3715 |
|
| S4 |
1.3301 |
1.3376 |
1.3673 |
|
|
| 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 |
1.3838 |
1.3685 |
0.0153 |
1.1% |
0.0076 |
0.5% |
47% |
True |
True |
559 |
| 10 |
1.3838 |
1.3572 |
0.0266 |
1.9% |
0.0065 |
0.5% |
70% |
True |
False |
401 |
| 20 |
1.3838 |
1.3405 |
0.0433 |
3.1% |
0.0061 |
0.4% |
81% |
True |
False |
215 |
| 40 |
1.3838 |
1.3302 |
0.0536 |
3.9% |
0.0055 |
0.4% |
85% |
True |
False |
114 |
| 60 |
1.3838 |
1.3302 |
0.0536 |
3.9% |
0.0045 |
0.3% |
85% |
True |
False |
77 |
| 80 |
1.3838 |
1.3131 |
0.0707 |
5.1% |
0.0040 |
0.3% |
89% |
True |
False |
59 |
| 100 |
1.3838 |
1.3131 |
0.0707 |
5.1% |
0.0033 |
0.2% |
89% |
True |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4488 |
|
2.618 |
1.4239 |
|
1.618 |
1.4086 |
|
1.000 |
1.3991 |
|
0.618 |
1.3933 |
|
HIGH |
1.3838 |
|
0.618 |
1.3780 |
|
0.500 |
1.3762 |
|
0.382 |
1.3743 |
|
LOW |
1.3685 |
|
0.618 |
1.3590 |
|
1.000 |
1.3532 |
|
1.618 |
1.3437 |
|
2.618 |
1.3284 |
|
4.250 |
1.3035 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3762 |
1.3762 |
| PP |
1.3760 |
1.3760 |
| S1 |
1.3759 |
1.3759 |
|