CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3260 |
1.3351 |
0.0091 |
0.7% |
1.3341 |
| High |
1.3364 |
1.3382 |
0.0018 |
0.1% |
1.3382 |
| Low |
1.3207 |
1.3312 |
0.0105 |
0.8% |
1.3207 |
| Close |
1.3349 |
1.3337 |
-0.0012 |
-0.1% |
1.3337 |
| Range |
0.0157 |
0.0070 |
-0.0087 |
-55.4% |
0.0175 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
313,774 |
182,199 |
-131,575 |
-41.9% |
1,028,559 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3554 |
1.3515 |
1.3376 |
|
| R3 |
1.3484 |
1.3445 |
1.3356 |
|
| R2 |
1.3414 |
1.3414 |
1.3350 |
|
| R1 |
1.3375 |
1.3375 |
1.3343 |
1.3360 |
| PP |
1.3344 |
1.3344 |
1.3344 |
1.3336 |
| S1 |
1.3305 |
1.3305 |
1.3331 |
1.3290 |
| S2 |
1.3274 |
1.3274 |
1.3324 |
|
| S3 |
1.3204 |
1.3235 |
1.3318 |
|
| S4 |
1.3134 |
1.3165 |
1.3299 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3834 |
1.3760 |
1.3433 |
|
| R3 |
1.3659 |
1.3585 |
1.3385 |
|
| R2 |
1.3484 |
1.3484 |
1.3369 |
|
| R1 |
1.3410 |
1.3410 |
1.3353 |
1.3360 |
| PP |
1.3309 |
1.3309 |
1.3309 |
1.3283 |
| S1 |
1.3235 |
1.3235 |
1.3321 |
1.3185 |
| S2 |
1.3134 |
1.3134 |
1.3305 |
|
| S3 |
1.2959 |
1.3060 |
1.3289 |
|
| S4 |
1.2784 |
1.2885 |
1.3241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3382 |
1.3207 |
0.0175 |
1.3% |
0.0085 |
0.6% |
74% |
True |
False |
205,711 |
| 10 |
1.3402 |
1.3207 |
0.0195 |
1.5% |
0.0078 |
0.6% |
67% |
False |
False |
193,541 |
| 20 |
1.3402 |
1.3139 |
0.0263 |
2.0% |
0.0085 |
0.6% |
75% |
False |
False |
203,326 |
| 40 |
1.3402 |
1.2755 |
0.0647 |
4.9% |
0.0103 |
0.8% |
90% |
False |
False |
227,448 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
87% |
False |
False |
179,572 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0104 |
0.8% |
87% |
False |
False |
134,825 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0101 |
0.8% |
87% |
False |
False |
107,908 |
| 120 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0099 |
0.7% |
87% |
False |
False |
89,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3680 |
|
2.618 |
1.3565 |
|
1.618 |
1.3495 |
|
1.000 |
1.3452 |
|
0.618 |
1.3425 |
|
HIGH |
1.3382 |
|
0.618 |
1.3355 |
|
0.500 |
1.3347 |
|
0.382 |
1.3339 |
|
LOW |
1.3312 |
|
0.618 |
1.3269 |
|
1.000 |
1.3242 |
|
1.618 |
1.3199 |
|
2.618 |
1.3129 |
|
4.250 |
1.3015 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3347 |
1.3323 |
| PP |
1.3344 |
1.3309 |
| S1 |
1.3340 |
1.3295 |
|