CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3757 |
1.3813 |
0.0056 |
0.4% |
1.3669 |
| High |
1.3818 |
1.3813 |
-0.0005 |
0.0% |
1.3892 |
| Low |
1.3736 |
1.3750 |
0.0014 |
0.1% |
1.3669 |
| Close |
1.3803 |
1.3789 |
-0.0014 |
-0.1% |
1.3734 |
| Range |
0.0082 |
0.0063 |
-0.0019 |
-23.2% |
0.0223 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
273 |
222 |
-51 |
-18.7% |
529 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3973 |
1.3944 |
1.3824 |
|
| R3 |
1.3910 |
1.3881 |
1.3806 |
|
| R2 |
1.3847 |
1.3847 |
1.3801 |
|
| R1 |
1.3818 |
1.3818 |
1.3795 |
1.3801 |
| PP |
1.3784 |
1.3784 |
1.3784 |
1.3776 |
| S1 |
1.3755 |
1.3755 |
1.3783 |
1.3738 |
| S2 |
1.3721 |
1.3721 |
1.3777 |
|
| S3 |
1.3658 |
1.3692 |
1.3772 |
|
| S4 |
1.3595 |
1.3629 |
1.3754 |
|
|
| 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 |
1.3670 |
0.0222 |
1.6% |
0.0076 |
0.6% |
54% |
False |
False |
115 |
| 10 |
1.3892 |
1.3627 |
0.0265 |
1.9% |
0.0074 |
0.5% |
61% |
False |
False |
193 |
| 20 |
1.3892 |
1.3552 |
0.0340 |
2.5% |
0.0065 |
0.5% |
70% |
False |
False |
285 |
| 40 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0061 |
0.4% |
83% |
False |
False |
153 |
| 60 |
1.3892 |
1.3302 |
0.0590 |
4.3% |
0.0053 |
0.4% |
83% |
False |
False |
105 |
| 80 |
1.3892 |
1.3201 |
0.0691 |
5.0% |
0.0045 |
0.3% |
85% |
False |
False |
79 |
| 100 |
1.3892 |
1.3131 |
0.0761 |
5.5% |
0.0037 |
0.3% |
86% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4081 |
|
2.618 |
1.3978 |
|
1.618 |
1.3915 |
|
1.000 |
1.3876 |
|
0.618 |
1.3852 |
|
HIGH |
1.3813 |
|
0.618 |
1.3789 |
|
0.500 |
1.3782 |
|
0.382 |
1.3774 |
|
LOW |
1.3750 |
|
0.618 |
1.3711 |
|
1.000 |
1.3687 |
|
1.618 |
1.3648 |
|
2.618 |
1.3585 |
|
4.250 |
1.3482 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3787 |
1.3794 |
| PP |
1.3784 |
1.3792 |
| S1 |
1.3782 |
1.3791 |
|