CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3358 |
1.3357 |
-0.0001 |
0.0% |
1.3339 |
| High |
1.3376 |
1.3412 |
0.0036 |
0.3% |
1.3454 |
| Low |
1.3299 |
1.3334 |
0.0035 |
0.3% |
1.3299 |
| Close |
1.3354 |
1.3384 |
0.0030 |
0.2% |
1.3384 |
| Range |
0.0077 |
0.0078 |
0.0001 |
1.3% |
0.0155 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
200,664 |
194,675 |
-5,989 |
-3.0% |
996,334 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3611 |
1.3575 |
1.3427 |
|
| R3 |
1.3533 |
1.3497 |
1.3405 |
|
| R2 |
1.3455 |
1.3455 |
1.3398 |
|
| R1 |
1.3419 |
1.3419 |
1.3391 |
1.3437 |
| PP |
1.3377 |
1.3377 |
1.3377 |
1.3386 |
| S1 |
1.3341 |
1.3341 |
1.3377 |
1.3359 |
| S2 |
1.3299 |
1.3299 |
1.3370 |
|
| S3 |
1.3221 |
1.3263 |
1.3363 |
|
| S4 |
1.3143 |
1.3185 |
1.3341 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3844 |
1.3769 |
1.3469 |
|
| R3 |
1.3689 |
1.3614 |
1.3427 |
|
| R2 |
1.3534 |
1.3534 |
1.3412 |
|
| R1 |
1.3459 |
1.3459 |
1.3398 |
1.3497 |
| PP |
1.3379 |
1.3379 |
1.3379 |
1.3398 |
| S1 |
1.3304 |
1.3304 |
1.3370 |
1.3342 |
| S2 |
1.3224 |
1.3224 |
1.3356 |
|
| S3 |
1.3069 |
1.3149 |
1.3341 |
|
| S4 |
1.2914 |
1.2994 |
1.3299 |
|
|
| 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% |
0.0087 |
0.7% |
55% |
False |
False |
199,266 |
| 10 |
1.3454 |
1.3207 |
0.0247 |
1.8% |
0.0086 |
0.6% |
72% |
False |
False |
202,489 |
| 20 |
1.3454 |
1.3187 |
0.0267 |
2.0% |
0.0086 |
0.6% |
74% |
False |
False |
205,713 |
| 40 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0102 |
0.8% |
90% |
False |
False |
219,772 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0103 |
0.8% |
90% |
False |
False |
195,888 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0104 |
0.8% |
90% |
False |
False |
147,265 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0102 |
0.8% |
90% |
False |
False |
117,865 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0101 |
0.8% |
90% |
False |
False |
98,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3744 |
|
2.618 |
1.3616 |
|
1.618 |
1.3538 |
|
1.000 |
1.3490 |
|
0.618 |
1.3460 |
|
HIGH |
1.3412 |
|
0.618 |
1.3382 |
|
0.500 |
1.3373 |
|
0.382 |
1.3364 |
|
LOW |
1.3334 |
|
0.618 |
1.3286 |
|
1.000 |
1.3256 |
|
1.618 |
1.3208 |
|
2.618 |
1.3130 |
|
4.250 |
1.3003 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3380 |
1.3377 |
| PP |
1.3377 |
1.3371 |
| S1 |
1.3373 |
1.3364 |
|