CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3668 |
1.3650 |
-0.0018 |
-0.1% |
1.3752 |
| High |
1.3690 |
1.3710 |
0.0020 |
0.1% |
1.3838 |
| Low |
1.3650 |
1.3627 |
-0.0023 |
-0.2% |
1.3627 |
| Close |
1.3656 |
1.3673 |
0.0017 |
0.1% |
1.3673 |
| Range |
0.0040 |
0.0083 |
0.0043 |
107.5% |
0.0211 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.4% |
0.0000 |
| Volume |
324 |
317 |
-7 |
-2.2% |
1,050 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3919 |
1.3879 |
1.3719 |
|
| R3 |
1.3836 |
1.3796 |
1.3696 |
|
| R2 |
1.3753 |
1.3753 |
1.3688 |
|
| R1 |
1.3713 |
1.3713 |
1.3681 |
1.3733 |
| PP |
1.3670 |
1.3670 |
1.3670 |
1.3680 |
| S1 |
1.3630 |
1.3630 |
1.3665 |
1.3650 |
| S2 |
1.3587 |
1.3587 |
1.3658 |
|
| S3 |
1.3504 |
1.3547 |
1.3650 |
|
| S4 |
1.3421 |
1.3464 |
1.3627 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4346 |
1.4220 |
1.3789 |
|
| R3 |
1.4135 |
1.4009 |
1.3731 |
|
| R2 |
1.3924 |
1.3924 |
1.3712 |
|
| R1 |
1.3798 |
1.3798 |
1.3692 |
1.3756 |
| PP |
1.3713 |
1.3713 |
1.3713 |
1.3691 |
| S1 |
1.3587 |
1.3587 |
1.3654 |
1.3545 |
| S2 |
1.3502 |
1.3502 |
1.3634 |
|
| S3 |
1.3291 |
1.3376 |
1.3615 |
|
| S4 |
1.3080 |
1.3165 |
1.3557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3838 |
1.3627 |
0.0211 |
1.5% |
0.0076 |
0.6% |
22% |
False |
True |
210 |
| 10 |
1.3838 |
1.3627 |
0.0211 |
1.5% |
0.0061 |
0.4% |
22% |
False |
True |
457 |
| 20 |
1.3838 |
1.3495 |
0.0343 |
2.5% |
0.0058 |
0.4% |
52% |
False |
False |
245 |
| 40 |
1.3838 |
1.3302 |
0.0536 |
3.9% |
0.0057 |
0.4% |
69% |
False |
False |
130 |
| 60 |
1.3838 |
1.3302 |
0.0536 |
3.9% |
0.0046 |
0.3% |
69% |
False |
False |
88 |
| 80 |
1.3838 |
1.3131 |
0.0707 |
5.2% |
0.0041 |
0.3% |
77% |
False |
False |
67 |
| 100 |
1.3838 |
1.3131 |
0.0707 |
5.2% |
0.0033 |
0.2% |
77% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4063 |
|
2.618 |
1.3927 |
|
1.618 |
1.3844 |
|
1.000 |
1.3793 |
|
0.618 |
1.3761 |
|
HIGH |
1.3710 |
|
0.618 |
1.3678 |
|
0.500 |
1.3669 |
|
0.382 |
1.3659 |
|
LOW |
1.3627 |
|
0.618 |
1.3576 |
|
1.000 |
1.3544 |
|
1.618 |
1.3493 |
|
2.618 |
1.3410 |
|
4.250 |
1.3274 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3672 |
1.3733 |
| PP |
1.3670 |
1.3713 |
| S1 |
1.3669 |
1.3693 |
|