CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3308 |
1.3338 |
0.0030 |
0.2% |
1.3284 |
| High |
1.3349 |
1.3402 |
0.0053 |
0.4% |
1.3347 |
| Low |
1.3267 |
1.3329 |
0.0062 |
0.5% |
1.3187 |
| Close |
1.3334 |
1.3391 |
0.0057 |
0.4% |
1.3288 |
| Range |
0.0082 |
0.0073 |
-0.0009 |
-11.0% |
0.0160 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
209,744 |
202,519 |
-7,225 |
-3.4% |
1,182,509 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3593 |
1.3565 |
1.3431 |
|
| R3 |
1.3520 |
1.3492 |
1.3411 |
|
| R2 |
1.3447 |
1.3447 |
1.3404 |
|
| R1 |
1.3419 |
1.3419 |
1.3398 |
1.3433 |
| PP |
1.3374 |
1.3374 |
1.3374 |
1.3381 |
| S1 |
1.3346 |
1.3346 |
1.3384 |
1.3360 |
| S2 |
1.3301 |
1.3301 |
1.3378 |
|
| S3 |
1.3228 |
1.3273 |
1.3371 |
|
| S4 |
1.3155 |
1.3200 |
1.3351 |
|
|
| 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 |
1.3402 |
1.3187 |
0.0215 |
1.6% |
0.0082 |
0.6% |
95% |
True |
False |
198,784 |
| 10 |
1.3402 |
1.3187 |
0.0215 |
1.6% |
0.0085 |
0.6% |
95% |
True |
False |
210,065 |
| 20 |
1.3402 |
1.2996 |
0.0406 |
3.0% |
0.0088 |
0.7% |
97% |
True |
False |
204,537 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0107 |
0.8% |
95% |
False |
False |
232,745 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0107 |
0.8% |
95% |
False |
False |
160,150 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0105 |
0.8% |
95% |
False |
False |
120,208 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
95% |
False |
False |
96,211 |
| 120 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0100 |
0.7% |
95% |
False |
False |
80,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3712 |
|
2.618 |
1.3593 |
|
1.618 |
1.3520 |
|
1.000 |
1.3475 |
|
0.618 |
1.3447 |
|
HIGH |
1.3402 |
|
0.618 |
1.3374 |
|
0.500 |
1.3366 |
|
0.382 |
1.3357 |
|
LOW |
1.3329 |
|
0.618 |
1.3284 |
|
1.000 |
1.3256 |
|
1.618 |
1.3211 |
|
2.618 |
1.3138 |
|
4.250 |
1.3019 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3383 |
1.3369 |
| PP |
1.3374 |
1.3347 |
| S1 |
1.3366 |
1.3325 |
|