CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3339 |
1.3337 |
-0.0002 |
0.0% |
1.3341 |
| High |
1.3377 |
1.3454 |
0.0077 |
0.6% |
1.3382 |
| Low |
1.3317 |
1.3325 |
0.0008 |
0.1% |
1.3207 |
| Close |
1.3344 |
1.3421 |
0.0077 |
0.6% |
1.3337 |
| Range |
0.0060 |
0.0129 |
0.0069 |
115.0% |
0.0175 |
| ATR |
0.0091 |
0.0093 |
0.0003 |
3.0% |
0.0000 |
| Volume |
136,594 |
244,413 |
107,819 |
78.9% |
1,028,559 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3787 |
1.3733 |
1.3492 |
|
| R3 |
1.3658 |
1.3604 |
1.3456 |
|
| R2 |
1.3529 |
1.3529 |
1.3445 |
|
| R1 |
1.3475 |
1.3475 |
1.3433 |
1.3502 |
| PP |
1.3400 |
1.3400 |
1.3400 |
1.3414 |
| S1 |
1.3346 |
1.3346 |
1.3409 |
1.3373 |
| S2 |
1.3271 |
1.3271 |
1.3397 |
|
| S3 |
1.3142 |
1.3217 |
1.3386 |
|
| S4 |
1.3013 |
1.3088 |
1.3350 |
|
|
| 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 |
1.3454 |
1.3207 |
0.0247 |
1.8% |
0.0092 |
0.7% |
87% |
True |
False |
209,369 |
| 10 |
1.3454 |
1.3207 |
0.0247 |
1.8% |
0.0083 |
0.6% |
87% |
True |
False |
196,428 |
| 20 |
1.3454 |
1.3168 |
0.0286 |
2.1% |
0.0087 |
0.6% |
88% |
True |
False |
205,319 |
| 40 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0102 |
0.8% |
95% |
True |
False |
223,161 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0105 |
0.8% |
95% |
True |
False |
185,880 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0104 |
0.8% |
95% |
True |
False |
139,583 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0102 |
0.8% |
95% |
True |
False |
111,715 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.7% |
95% |
True |
False |
93,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4002 |
|
2.618 |
1.3792 |
|
1.618 |
1.3663 |
|
1.000 |
1.3583 |
|
0.618 |
1.3534 |
|
HIGH |
1.3454 |
|
0.618 |
1.3405 |
|
0.500 |
1.3390 |
|
0.382 |
1.3374 |
|
LOW |
1.3325 |
|
0.618 |
1.3245 |
|
1.000 |
1.3196 |
|
1.618 |
1.3116 |
|
2.618 |
1.2987 |
|
4.250 |
1.2777 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3411 |
1.3408 |
| PP |
1.3400 |
1.3396 |
| S1 |
1.3390 |
1.3383 |
|