CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3304 |
1.3266 |
-0.0038 |
-0.3% |
1.3286 |
| High |
1.3320 |
1.3284 |
-0.0036 |
-0.3% |
1.3402 |
| Low |
1.3235 |
1.3240 |
0.0005 |
0.0% |
1.3234 |
| Close |
1.3262 |
1.3261 |
-0.0001 |
0.0% |
1.3342 |
| Range |
0.0085 |
0.0044 |
-0.0041 |
-48.2% |
0.0168 |
| ATR |
0.0093 |
0.0090 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
219,665 |
169,868 |
-49,797 |
-22.7% |
906,860 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3394 |
1.3371 |
1.3285 |
|
| R3 |
1.3350 |
1.3327 |
1.3273 |
|
| R2 |
1.3306 |
1.3306 |
1.3269 |
|
| R1 |
1.3283 |
1.3283 |
1.3265 |
1.3273 |
| PP |
1.3262 |
1.3262 |
1.3262 |
1.3256 |
| S1 |
1.3239 |
1.3239 |
1.3257 |
1.3229 |
| S2 |
1.3218 |
1.3218 |
1.3253 |
|
| S3 |
1.3174 |
1.3195 |
1.3249 |
|
| S4 |
1.3130 |
1.3151 |
1.3237 |
|
|
| 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% |
0.0065 |
0.5% |
16% |
False |
False |
175,511 |
| 10 |
1.3402 |
1.3187 |
0.0215 |
1.6% |
0.0079 |
0.6% |
34% |
False |
False |
194,725 |
| 20 |
1.3402 |
1.3069 |
0.0333 |
2.5% |
0.0080 |
0.6% |
58% |
False |
False |
194,481 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0105 |
0.8% |
76% |
False |
False |
229,640 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
76% |
False |
False |
171,333 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
76% |
False |
False |
128,630 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0102 |
0.8% |
76% |
False |
False |
102,952 |
| 120 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0100 |
0.8% |
76% |
False |
False |
85,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3471 |
|
2.618 |
1.3399 |
|
1.618 |
1.3355 |
|
1.000 |
1.3328 |
|
0.618 |
1.3311 |
|
HIGH |
1.3284 |
|
0.618 |
1.3267 |
|
0.500 |
1.3262 |
|
0.382 |
1.3257 |
|
LOW |
1.3240 |
|
0.618 |
1.3213 |
|
1.000 |
1.3196 |
|
1.618 |
1.3169 |
|
2.618 |
1.3125 |
|
4.250 |
1.3053 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3262 |
1.3291 |
| PP |
1.3262 |
1.3281 |
| S1 |
1.3261 |
1.3271 |
|