CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3341 |
1.3304 |
-0.0037 |
-0.3% |
1.3286 |
| High |
1.3346 |
1.3320 |
-0.0026 |
-0.2% |
1.3402 |
| Low |
1.3279 |
1.3235 |
-0.0044 |
-0.3% |
1.3234 |
| Close |
1.3312 |
1.3262 |
-0.0050 |
-0.4% |
1.3342 |
| Range |
0.0067 |
0.0085 |
0.0018 |
26.9% |
0.0168 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
143,053 |
219,665 |
76,612 |
53.6% |
906,860 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3527 |
1.3480 |
1.3309 |
|
| R3 |
1.3442 |
1.3395 |
1.3285 |
|
| R2 |
1.3357 |
1.3357 |
1.3278 |
|
| R1 |
1.3310 |
1.3310 |
1.3270 |
1.3291 |
| PP |
1.3272 |
1.3272 |
1.3272 |
1.3263 |
| S1 |
1.3225 |
1.3225 |
1.3254 |
1.3206 |
| S2 |
1.3187 |
1.3187 |
1.3246 |
|
| S3 |
1.3102 |
1.3140 |
1.3239 |
|
| S4 |
1.3017 |
1.3055 |
1.3215 |
|
|
| 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 |
1.3235 |
0.0167 |
1.3% |
0.0073 |
0.6% |
16% |
False |
True |
183,486 |
| 10 |
1.3402 |
1.3187 |
0.0215 |
1.6% |
0.0088 |
0.7% |
35% |
False |
False |
211,307 |
| 20 |
1.3402 |
1.3069 |
0.0333 |
2.5% |
0.0083 |
0.6% |
58% |
False |
False |
198,645 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
76% |
False |
False |
231,461 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
76% |
False |
False |
168,522 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
76% |
False |
False |
126,508 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0102 |
0.8% |
76% |
False |
False |
101,255 |
| 120 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0100 |
0.8% |
76% |
False |
False |
84,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3681 |
|
2.618 |
1.3543 |
|
1.618 |
1.3458 |
|
1.000 |
1.3405 |
|
0.618 |
1.3373 |
|
HIGH |
1.3320 |
|
0.618 |
1.3288 |
|
0.500 |
1.3278 |
|
0.382 |
1.3267 |
|
LOW |
1.3235 |
|
0.618 |
1.3182 |
|
1.000 |
1.3150 |
|
1.618 |
1.3097 |
|
2.618 |
1.3012 |
|
4.250 |
1.2874 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3278 |
1.3314 |
| PP |
1.3272 |
1.3296 |
| S1 |
1.3267 |
1.3279 |
|