CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3286 |
1.3262 |
-0.0024 |
-0.2% |
1.3284 |
| High |
1.3303 |
1.3326 |
0.0023 |
0.2% |
1.3347 |
| Low |
1.3234 |
1.3248 |
0.0014 |
0.1% |
1.3187 |
| Close |
1.3261 |
1.3307 |
0.0046 |
0.3% |
1.3288 |
| Range |
0.0069 |
0.0078 |
0.0009 |
13.0% |
0.0160 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
155,132 |
197,013 |
41,881 |
27.0% |
1,182,509 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3528 |
1.3495 |
1.3350 |
|
| R3 |
1.3450 |
1.3417 |
1.3328 |
|
| R2 |
1.3372 |
1.3372 |
1.3321 |
|
| R1 |
1.3339 |
1.3339 |
1.3314 |
1.3356 |
| PP |
1.3294 |
1.3294 |
1.3294 |
1.3302 |
| S1 |
1.3261 |
1.3261 |
1.3300 |
1.3278 |
| S2 |
1.3216 |
1.3216 |
1.3293 |
|
| S3 |
1.3138 |
1.3183 |
1.3286 |
|
| S4 |
1.3060 |
1.3105 |
1.3264 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3754 |
1.3681 |
1.3376 |
|
| R3 |
1.3594 |
1.3521 |
1.3332 |
|
| R2 |
1.3434 |
1.3434 |
1.3317 |
|
| R1 |
1.3361 |
1.3361 |
1.3303 |
1.3398 |
| PP |
1.3274 |
1.3274 |
1.3274 |
1.3292 |
| S1 |
1.3201 |
1.3201 |
1.3273 |
1.3238 |
| S2 |
1.3114 |
1.3114 |
1.3259 |
|
| S3 |
1.2954 |
1.3041 |
1.3244 |
|
| S4 |
1.2794 |
1.2881 |
1.3200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3347 |
1.3187 |
0.0160 |
1.2% |
0.0103 |
0.8% |
75% |
False |
False |
239,127 |
| 10 |
1.3347 |
1.3168 |
0.0179 |
1.3% |
0.0091 |
0.7% |
78% |
False |
False |
214,209 |
| 20 |
1.3347 |
1.2768 |
0.0579 |
4.4% |
0.0108 |
0.8% |
93% |
False |
False |
217,820 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0108 |
0.8% |
83% |
False |
False |
226,814 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0107 |
0.8% |
83% |
False |
False |
153,316 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
83% |
False |
False |
115,060 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
83% |
False |
False |
92,089 |
| 120 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0099 |
0.7% |
83% |
False |
False |
76,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3658 |
|
2.618 |
1.3530 |
|
1.618 |
1.3452 |
|
1.000 |
1.3404 |
|
0.618 |
1.3374 |
|
HIGH |
1.3326 |
|
0.618 |
1.3296 |
|
0.500 |
1.3287 |
|
0.382 |
1.3278 |
|
LOW |
1.3248 |
|
0.618 |
1.3200 |
|
1.000 |
1.3170 |
|
1.618 |
1.3122 |
|
2.618 |
1.3044 |
|
4.250 |
1.2917 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3300 |
1.3290 |
| PP |
1.3294 |
1.3273 |
| S1 |
1.3287 |
1.3257 |
|