CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3338 |
1.3382 |
0.0044 |
0.3% |
1.3286 |
| High |
1.3402 |
1.3392 |
-0.0010 |
-0.1% |
1.3402 |
| Low |
1.3329 |
1.3334 |
0.0005 |
0.0% |
1.3234 |
| Close |
1.3391 |
1.3342 |
-0.0049 |
-0.4% |
1.3342 |
| Range |
0.0073 |
0.0058 |
-0.0015 |
-20.5% |
0.0168 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
202,519 |
142,452 |
-60,067 |
-29.7% |
906,860 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3530 |
1.3494 |
1.3374 |
|
| R3 |
1.3472 |
1.3436 |
1.3358 |
|
| R2 |
1.3414 |
1.3414 |
1.3353 |
|
| R1 |
1.3378 |
1.3378 |
1.3347 |
1.3367 |
| PP |
1.3356 |
1.3356 |
1.3356 |
1.3351 |
| S1 |
1.3320 |
1.3320 |
1.3337 |
1.3309 |
| S2 |
1.3298 |
1.3298 |
1.3331 |
|
| S3 |
1.3240 |
1.3262 |
1.3326 |
|
| S4 |
1.3182 |
1.3204 |
1.3310 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3830 |
1.3754 |
1.3434 |
|
| R3 |
1.3662 |
1.3586 |
1.3388 |
|
| R2 |
1.3494 |
1.3494 |
1.3373 |
|
| R1 |
1.3418 |
1.3418 |
1.3357 |
1.3456 |
| PP |
1.3326 |
1.3326 |
1.3326 |
1.3345 |
| S1 |
1.3250 |
1.3250 |
1.3327 |
1.3288 |
| S2 |
1.3158 |
1.3158 |
1.3311 |
|
| S3 |
1.2990 |
1.3082 |
1.3296 |
|
| S4 |
1.2822 |
1.2914 |
1.3250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3402 |
1.3234 |
0.0168 |
1.3% |
0.0072 |
0.5% |
64% |
False |
False |
181,372 |
| 10 |
1.3402 |
1.3187 |
0.0215 |
1.6% |
0.0085 |
0.6% |
72% |
False |
False |
208,936 |
| 20 |
1.3402 |
1.2996 |
0.0406 |
3.0% |
0.0086 |
0.6% |
85% |
False |
False |
200,636 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
88% |
False |
False |
232,599 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0107 |
0.8% |
88% |
False |
False |
162,513 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
88% |
False |
False |
121,984 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
88% |
False |
False |
97,634 |
| 120 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0100 |
0.7% |
88% |
False |
False |
81,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3639 |
|
2.618 |
1.3544 |
|
1.618 |
1.3486 |
|
1.000 |
1.3450 |
|
0.618 |
1.3428 |
|
HIGH |
1.3392 |
|
0.618 |
1.3370 |
|
0.500 |
1.3363 |
|
0.382 |
1.3356 |
|
LOW |
1.3334 |
|
0.618 |
1.3298 |
|
1.000 |
1.3276 |
|
1.618 |
1.3240 |
|
2.618 |
1.3182 |
|
4.250 |
1.3088 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3363 |
1.3340 |
| PP |
1.3356 |
1.3337 |
| S1 |
1.3349 |
1.3335 |
|