CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3383 |
1.3371 |
-0.0012 |
-0.1% |
1.3339 |
| High |
1.3396 |
1.3400 |
0.0004 |
0.0% |
1.3454 |
| Low |
1.3358 |
1.3323 |
-0.0035 |
-0.3% |
1.3299 |
| Close |
1.3374 |
1.3386 |
0.0012 |
0.1% |
1.3384 |
| Range |
0.0038 |
0.0077 |
0.0039 |
102.6% |
0.0155 |
| ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
95,099 |
206,068 |
110,969 |
116.7% |
996,334 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3601 |
1.3570 |
1.3428 |
|
| R3 |
1.3524 |
1.3493 |
1.3407 |
|
| R2 |
1.3447 |
1.3447 |
1.3400 |
|
| R1 |
1.3416 |
1.3416 |
1.3393 |
1.3432 |
| PP |
1.3370 |
1.3370 |
1.3370 |
1.3377 |
| S1 |
1.3339 |
1.3339 |
1.3379 |
1.3355 |
| S2 |
1.3293 |
1.3293 |
1.3372 |
|
| S3 |
1.3216 |
1.3262 |
1.3365 |
|
| S4 |
1.3139 |
1.3185 |
1.3344 |
|
|
| 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 |
1.3429 |
1.3299 |
0.0130 |
1.0% |
0.0072 |
0.5% |
67% |
False |
False |
183,298 |
| 10 |
1.3454 |
1.3207 |
0.0247 |
1.8% |
0.0082 |
0.6% |
72% |
False |
False |
196,334 |
| 20 |
1.3454 |
1.3187 |
0.0267 |
2.0% |
0.0085 |
0.6% |
75% |
False |
False |
203,820 |
| 40 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.7% |
90% |
False |
False |
215,888 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0101 |
0.8% |
90% |
False |
False |
200,681 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0102 |
0.8% |
90% |
False |
False |
151,020 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.7% |
90% |
False |
False |
120,872 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.7% |
90% |
False |
False |
100,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3727 |
|
2.618 |
1.3602 |
|
1.618 |
1.3525 |
|
1.000 |
1.3477 |
|
0.618 |
1.3448 |
|
HIGH |
1.3400 |
|
0.618 |
1.3371 |
|
0.500 |
1.3362 |
|
0.382 |
1.3352 |
|
LOW |
1.3323 |
|
0.618 |
1.3275 |
|
1.000 |
1.3246 |
|
1.618 |
1.3198 |
|
2.618 |
1.3121 |
|
4.250 |
1.2996 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3378 |
1.3380 |
| PP |
1.3370 |
1.3374 |
| S1 |
1.3362 |
1.3368 |
|