CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3262 |
1.3308 |
0.0046 |
0.3% |
1.3284 |
| High |
1.3326 |
1.3349 |
0.0023 |
0.2% |
1.3347 |
| Low |
1.3248 |
1.3267 |
0.0019 |
0.1% |
1.3187 |
| Close |
1.3307 |
1.3334 |
0.0027 |
0.2% |
1.3288 |
| Range |
0.0078 |
0.0082 |
0.0004 |
5.1% |
0.0160 |
| ATR |
0.0103 |
0.0101 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
197,013 |
209,744 |
12,731 |
6.5% |
1,182,509 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3530 |
1.3379 |
|
| R3 |
1.3481 |
1.3448 |
1.3357 |
|
| R2 |
1.3399 |
1.3399 |
1.3349 |
|
| R1 |
1.3366 |
1.3366 |
1.3342 |
1.3383 |
| PP |
1.3317 |
1.3317 |
1.3317 |
1.3325 |
| S1 |
1.3284 |
1.3284 |
1.3326 |
1.3301 |
| S2 |
1.3235 |
1.3235 |
1.3319 |
|
| S3 |
1.3153 |
1.3202 |
1.3311 |
|
| S4 |
1.3071 |
1.3120 |
1.3289 |
|
|
| 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 |
1.3349 |
1.3187 |
0.0162 |
1.2% |
0.0092 |
0.7% |
91% |
True |
False |
213,940 |
| 10 |
1.3349 |
1.3168 |
0.0181 |
1.4% |
0.0091 |
0.7% |
92% |
True |
False |
213,029 |
| 20 |
1.3349 |
1.2886 |
0.0463 |
3.5% |
0.0101 |
0.8% |
97% |
True |
False |
213,349 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0108 |
0.8% |
87% |
False |
False |
230,583 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0108 |
0.8% |
87% |
False |
False |
156,785 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
87% |
False |
False |
117,679 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
87% |
False |
False |
94,186 |
| 120 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0100 |
0.7% |
87% |
False |
False |
78,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3698 |
|
2.618 |
1.3564 |
|
1.618 |
1.3482 |
|
1.000 |
1.3431 |
|
0.618 |
1.3400 |
|
HIGH |
1.3349 |
|
0.618 |
1.3318 |
|
0.500 |
1.3308 |
|
0.382 |
1.3298 |
|
LOW |
1.3267 |
|
0.618 |
1.3216 |
|
1.000 |
1.3185 |
|
1.618 |
1.3134 |
|
2.618 |
1.3052 |
|
4.250 |
1.2919 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3325 |
1.3320 |
| PP |
1.3317 |
1.3306 |
| S1 |
1.3308 |
1.3292 |
|