CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3694 |
1.3695 |
0.0001 |
0.0% |
1.3669 |
| High |
1.3702 |
1.3892 |
0.0190 |
1.4% |
1.3892 |
| Low |
1.3681 |
1.3695 |
0.0014 |
0.1% |
1.3669 |
| Close |
1.3692 |
1.3734 |
0.0042 |
0.3% |
1.3734 |
| Range |
0.0021 |
0.0197 |
0.0176 |
838.1% |
0.0223 |
| ATR |
0.0062 |
0.0071 |
0.0010 |
16.0% |
0.0000 |
| Volume |
30 |
10 |
-20 |
-66.7% |
529 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4365 |
1.4246 |
1.3842 |
|
| R3 |
1.4168 |
1.4049 |
1.3788 |
|
| R2 |
1.3971 |
1.3971 |
1.3770 |
|
| R1 |
1.3852 |
1.3852 |
1.3752 |
1.3912 |
| PP |
1.3774 |
1.3774 |
1.3774 |
1.3803 |
| S1 |
1.3655 |
1.3655 |
1.3716 |
1.3715 |
| S2 |
1.3577 |
1.3577 |
1.3698 |
|
| S3 |
1.3380 |
1.3458 |
1.3680 |
|
| S4 |
1.3183 |
1.3261 |
1.3626 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4434 |
1.4307 |
1.3857 |
|
| R3 |
1.4211 |
1.4084 |
1.3795 |
|
| R2 |
1.3988 |
1.3988 |
1.3775 |
|
| R1 |
1.3861 |
1.3861 |
1.3754 |
1.3925 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3797 |
| S1 |
1.3638 |
1.3638 |
1.3714 |
1.3702 |
| S2 |
1.3542 |
1.3542 |
1.3693 |
|
| S3 |
1.3319 |
1.3415 |
1.3673 |
|
| S4 |
1.3096 |
1.3192 |
1.3611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3892 |
1.3627 |
0.0265 |
1.9% |
0.0072 |
0.5% |
40% |
True |
False |
169 |
| 10 |
1.3892 |
1.3627 |
0.0265 |
1.9% |
0.0072 |
0.5% |
40% |
True |
False |
170 |
| 20 |
1.3892 |
1.3543 |
0.0349 |
2.5% |
0.0061 |
0.4% |
55% |
True |
False |
264 |
| 40 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0060 |
0.4% |
73% |
True |
False |
141 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0051 |
0.4% |
73% |
True |
False |
97 |
| 80 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0044 |
0.3% |
79% |
True |
False |
73 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0036 |
0.3% |
79% |
True |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4729 |
|
2.618 |
1.4408 |
|
1.618 |
1.4211 |
|
1.000 |
1.4089 |
|
0.618 |
1.4014 |
|
HIGH |
1.3892 |
|
0.618 |
1.3817 |
|
0.500 |
1.3794 |
|
0.382 |
1.3770 |
|
LOW |
1.3695 |
|
0.618 |
1.3573 |
|
1.000 |
1.3498 |
|
1.618 |
1.3376 |
|
2.618 |
1.3179 |
|
4.250 |
1.2858 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3794 |
1.3781 |
| PP |
1.3774 |
1.3765 |
| S1 |
1.3754 |
1.3750 |
|