CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3169 |
1.3206 |
0.0037 |
0.3% |
1.3383 |
| High |
1.3219 |
1.3224 |
0.0005 |
0.0% |
1.3400 |
| Low |
1.3157 |
1.3110 |
-0.0047 |
-0.4% |
1.3173 |
| Close |
1.3207 |
1.3120 |
-0.0087 |
-0.7% |
1.3208 |
| Range |
0.0062 |
0.0114 |
0.0052 |
83.9% |
0.0227 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.2% |
0.0000 |
| Volume |
165,928 |
304,204 |
138,276 |
83.3% |
912,589 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3493 |
1.3421 |
1.3183 |
|
| R3 |
1.3379 |
1.3307 |
1.3151 |
|
| R2 |
1.3265 |
1.3265 |
1.3141 |
|
| R1 |
1.3193 |
1.3193 |
1.3130 |
1.3172 |
| PP |
1.3151 |
1.3151 |
1.3151 |
1.3141 |
| S1 |
1.3079 |
1.3079 |
1.3110 |
1.3058 |
| S2 |
1.3037 |
1.3037 |
1.3099 |
|
| S3 |
1.2923 |
1.2965 |
1.3089 |
|
| S4 |
1.2809 |
1.2851 |
1.3057 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3941 |
1.3802 |
1.3333 |
|
| R3 |
1.3714 |
1.3575 |
1.3270 |
|
| R2 |
1.3487 |
1.3487 |
1.3250 |
|
| R1 |
1.3348 |
1.3348 |
1.3229 |
1.3304 |
| PP |
1.3260 |
1.3260 |
1.3260 |
1.3239 |
| S1 |
1.3121 |
1.3121 |
1.3187 |
1.3077 |
| S2 |
1.3033 |
1.3033 |
1.3166 |
|
| S3 |
1.2806 |
1.2894 |
1.3146 |
|
| S4 |
1.2579 |
1.2667 |
1.3083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3344 |
1.3110 |
0.0234 |
1.8% |
0.0095 |
0.7% |
4% |
False |
True |
224,672 |
| 10 |
1.3412 |
1.3110 |
0.0302 |
2.3% |
0.0084 |
0.6% |
3% |
False |
True |
202,940 |
| 20 |
1.3454 |
1.3110 |
0.0344 |
2.6% |
0.0084 |
0.6% |
3% |
False |
True |
200,196 |
| 40 |
1.3454 |
1.2886 |
0.0568 |
4.3% |
0.0092 |
0.7% |
41% |
False |
False |
206,773 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
52% |
False |
False |
220,454 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0102 |
0.8% |
52% |
False |
False |
167,638 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
52% |
False |
False |
134,182 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
52% |
False |
False |
111,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3709 |
|
2.618 |
1.3522 |
|
1.618 |
1.3408 |
|
1.000 |
1.3338 |
|
0.618 |
1.3294 |
|
HIGH |
1.3224 |
|
0.618 |
1.3180 |
|
0.500 |
1.3167 |
|
0.382 |
1.3154 |
|
LOW |
1.3110 |
|
0.618 |
1.3040 |
|
1.000 |
1.2996 |
|
1.618 |
1.2926 |
|
2.618 |
1.2812 |
|
4.250 |
1.2626 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3167 |
1.3169 |
| PP |
1.3151 |
1.3152 |
| S1 |
1.3136 |
1.3136 |
|