CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3371 |
1.3394 |
0.0023 |
0.2% |
1.3339 |
| High |
1.3400 |
1.3399 |
-0.0001 |
0.0% |
1.3454 |
| Low |
1.3323 |
1.3304 |
-0.0019 |
-0.1% |
1.3299 |
| Close |
1.3386 |
1.3339 |
-0.0047 |
-0.4% |
1.3384 |
| Range |
0.0077 |
0.0095 |
0.0018 |
23.4% |
0.0155 |
| ATR |
0.0087 |
0.0087 |
0.0001 |
0.7% |
0.0000 |
| Volume |
206,068 |
209,542 |
3,474 |
1.7% |
996,334 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3632 |
1.3581 |
1.3391 |
|
| R3 |
1.3537 |
1.3486 |
1.3365 |
|
| R2 |
1.3442 |
1.3442 |
1.3356 |
|
| R1 |
1.3391 |
1.3391 |
1.3348 |
1.3369 |
| PP |
1.3347 |
1.3347 |
1.3347 |
1.3337 |
| S1 |
1.3296 |
1.3296 |
1.3330 |
1.3274 |
| S2 |
1.3252 |
1.3252 |
1.3322 |
|
| S3 |
1.3157 |
1.3201 |
1.3313 |
|
| S4 |
1.3062 |
1.3106 |
1.3287 |
|
|
| 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 |
1.3412 |
1.3299 |
0.0113 |
0.8% |
0.0073 |
0.5% |
35% |
False |
False |
181,209 |
| 10 |
1.3454 |
1.3207 |
0.0247 |
1.9% |
0.0087 |
0.7% |
53% |
False |
False |
200,301 |
| 20 |
1.3454 |
1.3187 |
0.0267 |
2.0% |
0.0083 |
0.6% |
57% |
False |
False |
197,513 |
| 40 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.7% |
84% |
False |
False |
214,541 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0101 |
0.8% |
84% |
False |
False |
204,090 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0102 |
0.8% |
84% |
False |
False |
153,627 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.8% |
84% |
False |
False |
122,964 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0099 |
0.7% |
84% |
False |
False |
102,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3803 |
|
2.618 |
1.3648 |
|
1.618 |
1.3553 |
|
1.000 |
1.3494 |
|
0.618 |
1.3458 |
|
HIGH |
1.3399 |
|
0.618 |
1.3363 |
|
0.500 |
1.3352 |
|
0.382 |
1.3340 |
|
LOW |
1.3304 |
|
0.618 |
1.3245 |
|
1.000 |
1.3209 |
|
1.618 |
1.3150 |
|
2.618 |
1.3055 |
|
4.250 |
1.2900 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3352 |
1.3352 |
| PP |
1.3347 |
1.3348 |
| S1 |
1.3343 |
1.3343 |
|