CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3394 |
1.3344 |
-0.0050 |
-0.4% |
1.3339 |
| High |
1.3399 |
1.3344 |
-0.0055 |
-0.4% |
1.3454 |
| Low |
1.3304 |
1.3219 |
-0.0085 |
-0.6% |
1.3299 |
| Close |
1.3339 |
1.3243 |
-0.0096 |
-0.7% |
1.3384 |
| Range |
0.0095 |
0.0125 |
0.0030 |
31.6% |
0.0155 |
| ATR |
0.0087 |
0.0090 |
0.0003 |
3.1% |
0.0000 |
| Volume |
209,542 |
225,304 |
15,762 |
7.5% |
996,334 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3644 |
1.3568 |
1.3312 |
|
| R3 |
1.3519 |
1.3443 |
1.3277 |
|
| R2 |
1.3394 |
1.3394 |
1.3266 |
|
| R1 |
1.3318 |
1.3318 |
1.3254 |
1.3294 |
| PP |
1.3269 |
1.3269 |
1.3269 |
1.3256 |
| S1 |
1.3193 |
1.3193 |
1.3232 |
1.3169 |
| S2 |
1.3144 |
1.3144 |
1.3220 |
|
| S3 |
1.3019 |
1.3068 |
1.3209 |
|
| S4 |
1.2894 |
1.2943 |
1.3174 |
|
|
| 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 |
1.3219 |
0.0193 |
1.5% |
0.0083 |
0.6% |
12% |
False |
True |
186,137 |
| 10 |
1.3454 |
1.3219 |
0.0235 |
1.8% |
0.0084 |
0.6% |
10% |
False |
True |
191,454 |
| 20 |
1.3454 |
1.3187 |
0.0267 |
2.0% |
0.0083 |
0.6% |
21% |
False |
False |
194,863 |
| 40 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
70% |
False |
False |
214,241 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0102 |
0.8% |
70% |
False |
False |
207,732 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0103 |
0.8% |
70% |
False |
False |
156,440 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
70% |
False |
False |
125,216 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
70% |
False |
False |
104,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3875 |
|
2.618 |
1.3671 |
|
1.618 |
1.3546 |
|
1.000 |
1.3469 |
|
0.618 |
1.3421 |
|
HIGH |
1.3344 |
|
0.618 |
1.3296 |
|
0.500 |
1.3282 |
|
0.382 |
1.3267 |
|
LOW |
1.3219 |
|
0.618 |
1.3142 |
|
1.000 |
1.3094 |
|
1.618 |
1.3017 |
|
2.618 |
1.2892 |
|
4.250 |
1.2688 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3282 |
1.3310 |
| PP |
1.3269 |
1.3287 |
| S1 |
1.3256 |
1.3265 |
|