CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3419 |
1.3358 |
-0.0061 |
-0.5% |
1.3341 |
| High |
1.3429 |
1.3376 |
-0.0053 |
-0.4% |
1.3382 |
| Low |
1.3337 |
1.3299 |
-0.0038 |
-0.3% |
1.3207 |
| Close |
1.3376 |
1.3354 |
-0.0022 |
-0.2% |
1.3337 |
| Range |
0.0092 |
0.0077 |
-0.0015 |
-16.3% |
0.0175 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
219,988 |
200,664 |
-19,324 |
-8.8% |
1,028,559 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3574 |
1.3541 |
1.3396 |
|
| R3 |
1.3497 |
1.3464 |
1.3375 |
|
| R2 |
1.3420 |
1.3420 |
1.3368 |
|
| R1 |
1.3387 |
1.3387 |
1.3361 |
1.3365 |
| PP |
1.3343 |
1.3343 |
1.3343 |
1.3332 |
| S1 |
1.3310 |
1.3310 |
1.3347 |
1.3288 |
| S2 |
1.3266 |
1.3266 |
1.3340 |
|
| S3 |
1.3189 |
1.3233 |
1.3333 |
|
| S4 |
1.3112 |
1.3156 |
1.3312 |
|
|
| 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 |
1.3299 |
0.0155 |
1.2% |
0.0086 |
0.6% |
35% |
False |
True |
196,771 |
| 10 |
1.3454 |
1.3207 |
0.0247 |
1.8% |
0.0084 |
0.6% |
60% |
False |
False |
197,267 |
| 20 |
1.3454 |
1.3187 |
0.0267 |
2.0% |
0.0084 |
0.6% |
63% |
False |
False |
203,666 |
| 40 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0101 |
0.8% |
86% |
False |
False |
220,693 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0104 |
0.8% |
86% |
False |
False |
192,817 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0104 |
0.8% |
86% |
False |
False |
144,837 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0102 |
0.8% |
86% |
False |
False |
115,920 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.8% |
86% |
False |
False |
96,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3703 |
|
2.618 |
1.3578 |
|
1.618 |
1.3501 |
|
1.000 |
1.3453 |
|
0.618 |
1.3424 |
|
HIGH |
1.3376 |
|
0.618 |
1.3347 |
|
0.500 |
1.3338 |
|
0.382 |
1.3328 |
|
LOW |
1.3299 |
|
0.618 |
1.3251 |
|
1.000 |
1.3222 |
|
1.618 |
1.3174 |
|
2.618 |
1.3097 |
|
4.250 |
1.2972 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3349 |
1.3377 |
| PP |
1.3343 |
1.3369 |
| S1 |
1.3338 |
1.3362 |
|