CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3382 |
1.3341 |
-0.0041 |
-0.3% |
1.3286 |
| High |
1.3392 |
1.3346 |
-0.0046 |
-0.3% |
1.3402 |
| Low |
1.3334 |
1.3279 |
-0.0055 |
-0.4% |
1.3234 |
| Close |
1.3342 |
1.3312 |
-0.0030 |
-0.2% |
1.3342 |
| Range |
0.0058 |
0.0067 |
0.0009 |
15.5% |
0.0168 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
142,452 |
143,053 |
601 |
0.4% |
906,860 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3513 |
1.3480 |
1.3349 |
|
| R3 |
1.3446 |
1.3413 |
1.3330 |
|
| R2 |
1.3379 |
1.3379 |
1.3324 |
|
| R1 |
1.3346 |
1.3346 |
1.3318 |
1.3329 |
| PP |
1.3312 |
1.3312 |
1.3312 |
1.3304 |
| S1 |
1.3279 |
1.3279 |
1.3306 |
1.3262 |
| S2 |
1.3245 |
1.3245 |
1.3300 |
|
| S3 |
1.3178 |
1.3212 |
1.3294 |
|
| S4 |
1.3111 |
1.3145 |
1.3275 |
|
|
| 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 |
1.3248 |
0.0154 |
1.2% |
0.0072 |
0.5% |
42% |
False |
False |
178,956 |
| 10 |
1.3402 |
1.3187 |
0.0215 |
1.6% |
0.0086 |
0.6% |
58% |
False |
False |
207,734 |
| 20 |
1.3402 |
1.3046 |
0.0356 |
2.7% |
0.0085 |
0.6% |
75% |
False |
False |
198,748 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
83% |
False |
False |
230,303 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
83% |
False |
False |
164,875 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
83% |
False |
False |
123,768 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0102 |
0.8% |
83% |
False |
False |
99,061 |
| 120 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0100 |
0.8% |
83% |
False |
False |
82,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3631 |
|
2.618 |
1.3521 |
|
1.618 |
1.3454 |
|
1.000 |
1.3413 |
|
0.618 |
1.3387 |
|
HIGH |
1.3346 |
|
0.618 |
1.3320 |
|
0.500 |
1.3313 |
|
0.382 |
1.3305 |
|
LOW |
1.3279 |
|
0.618 |
1.3238 |
|
1.000 |
1.3212 |
|
1.618 |
1.3171 |
|
2.618 |
1.3104 |
|
4.250 |
1.2994 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3313 |
1.3341 |
| PP |
1.3312 |
1.3331 |
| S1 |
1.3312 |
1.3322 |
|