CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3357 |
1.3383 |
0.0026 |
0.2% |
1.3339 |
| High |
1.3412 |
1.3396 |
-0.0016 |
-0.1% |
1.3454 |
| Low |
1.3334 |
1.3358 |
0.0024 |
0.2% |
1.3299 |
| Close |
1.3384 |
1.3374 |
-0.0010 |
-0.1% |
1.3384 |
| Range |
0.0078 |
0.0038 |
-0.0040 |
-51.3% |
0.0155 |
| ATR |
0.0091 |
0.0087 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
194,675 |
95,099 |
-99,576 |
-51.1% |
996,334 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3490 |
1.3470 |
1.3395 |
|
| R3 |
1.3452 |
1.3432 |
1.3384 |
|
| R2 |
1.3414 |
1.3414 |
1.3381 |
|
| R1 |
1.3394 |
1.3394 |
1.3377 |
1.3385 |
| PP |
1.3376 |
1.3376 |
1.3376 |
1.3372 |
| S1 |
1.3356 |
1.3356 |
1.3371 |
1.3347 |
| S2 |
1.3338 |
1.3338 |
1.3367 |
|
| S3 |
1.3300 |
1.3318 |
1.3364 |
|
| S4 |
1.3262 |
1.3280 |
1.3353 |
|
|
| 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% |
0.0083 |
0.6% |
48% |
False |
False |
190,967 |
| 10 |
1.3454 |
1.3207 |
0.0247 |
1.8% |
0.0083 |
0.6% |
68% |
False |
False |
197,693 |
| 20 |
1.3454 |
1.3187 |
0.0267 |
2.0% |
0.0085 |
0.6% |
70% |
False |
False |
202,714 |
| 40 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.7% |
89% |
False |
False |
215,483 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0102 |
0.8% |
89% |
False |
False |
197,393 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0102 |
0.8% |
89% |
False |
False |
148,452 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0101 |
0.8% |
89% |
False |
False |
118,812 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.7% |
89% |
False |
False |
99,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3558 |
|
2.618 |
1.3495 |
|
1.618 |
1.3457 |
|
1.000 |
1.3434 |
|
0.618 |
1.3419 |
|
HIGH |
1.3396 |
|
0.618 |
1.3381 |
|
0.500 |
1.3377 |
|
0.382 |
1.3373 |
|
LOW |
1.3358 |
|
0.618 |
1.3335 |
|
1.000 |
1.3320 |
|
1.618 |
1.3297 |
|
2.618 |
1.3259 |
|
4.250 |
1.3197 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3377 |
1.3368 |
| PP |
1.3376 |
1.3362 |
| S1 |
1.3375 |
1.3356 |
|