CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3351 |
1.3339 |
-0.0012 |
-0.1% |
1.3341 |
| High |
1.3382 |
1.3377 |
-0.0005 |
0.0% |
1.3382 |
| Low |
1.3312 |
1.3317 |
0.0005 |
0.0% |
1.3207 |
| Close |
1.3337 |
1.3344 |
0.0007 |
0.1% |
1.3337 |
| Range |
0.0070 |
0.0060 |
-0.0010 |
-14.3% |
0.0175 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
182,199 |
136,594 |
-45,605 |
-25.0% |
1,028,559 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3526 |
1.3495 |
1.3377 |
|
| R3 |
1.3466 |
1.3435 |
1.3361 |
|
| R2 |
1.3406 |
1.3406 |
1.3355 |
|
| R1 |
1.3375 |
1.3375 |
1.3350 |
1.3391 |
| PP |
1.3346 |
1.3346 |
1.3346 |
1.3354 |
| S1 |
1.3315 |
1.3315 |
1.3339 |
1.3331 |
| S2 |
1.3286 |
1.3286 |
1.3333 |
|
| S3 |
1.3226 |
1.3255 |
1.3328 |
|
| S4 |
1.3166 |
1.3195 |
1.3311 |
|
|
| 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% |
0.0083 |
0.6% |
78% |
False |
False |
204,420 |
| 10 |
1.3402 |
1.3207 |
0.0195 |
1.5% |
0.0077 |
0.6% |
70% |
False |
False |
191,688 |
| 20 |
1.3402 |
1.3166 |
0.0236 |
1.8% |
0.0084 |
0.6% |
75% |
False |
False |
201,622 |
| 40 |
1.3402 |
1.2755 |
0.0647 |
4.8% |
0.0101 |
0.8% |
91% |
False |
False |
224,013 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0104 |
0.8% |
88% |
False |
False |
181,830 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
88% |
False |
False |
136,531 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0101 |
0.8% |
88% |
False |
False |
109,273 |
| 120 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0099 |
0.7% |
88% |
False |
False |
91,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3632 |
|
2.618 |
1.3534 |
|
1.618 |
1.3474 |
|
1.000 |
1.3437 |
|
0.618 |
1.3414 |
|
HIGH |
1.3377 |
|
0.618 |
1.3354 |
|
0.500 |
1.3347 |
|
0.382 |
1.3340 |
|
LOW |
1.3317 |
|
0.618 |
1.3280 |
|
1.000 |
1.3257 |
|
1.618 |
1.3220 |
|
2.618 |
1.3160 |
|
4.250 |
1.3062 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3347 |
1.3328 |
| PP |
1.3346 |
1.3311 |
| S1 |
1.3345 |
1.3295 |
|