CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3344 |
1.3243 |
-0.0101 |
-0.8% |
1.3383 |
| High |
1.3344 |
1.3256 |
-0.0088 |
-0.7% |
1.3400 |
| Low |
1.3219 |
1.3173 |
-0.0046 |
-0.3% |
1.3173 |
| Close |
1.3243 |
1.3208 |
-0.0035 |
-0.3% |
1.3208 |
| Range |
0.0125 |
0.0083 |
-0.0042 |
-33.6% |
0.0227 |
| ATR |
0.0090 |
0.0089 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
225,304 |
176,576 |
-48,728 |
-21.6% |
912,589 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3461 |
1.3418 |
1.3254 |
|
| R3 |
1.3378 |
1.3335 |
1.3231 |
|
| R2 |
1.3295 |
1.3295 |
1.3223 |
|
| R1 |
1.3252 |
1.3252 |
1.3216 |
1.3232 |
| PP |
1.3212 |
1.3212 |
1.3212 |
1.3203 |
| S1 |
1.3169 |
1.3169 |
1.3200 |
1.3149 |
| S2 |
1.3129 |
1.3129 |
1.3193 |
|
| S3 |
1.3046 |
1.3086 |
1.3185 |
|
| S4 |
1.2963 |
1.3003 |
1.3162 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3941 |
1.3802 |
1.3333 |
|
| R3 |
1.3714 |
1.3575 |
1.3270 |
|
| R2 |
1.3487 |
1.3487 |
1.3250 |
|
| R1 |
1.3348 |
1.3348 |
1.3229 |
1.3304 |
| PP |
1.3260 |
1.3260 |
1.3260 |
1.3239 |
| S1 |
1.3121 |
1.3121 |
1.3187 |
1.3077 |
| S2 |
1.3033 |
1.3033 |
1.3166 |
|
| S3 |
1.2806 |
1.2894 |
1.3146 |
|
| S4 |
1.2579 |
1.2667 |
1.3083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3400 |
1.3173 |
0.0227 |
1.7% |
0.0084 |
0.6% |
15% |
False |
True |
182,517 |
| 10 |
1.3454 |
1.3173 |
0.0281 |
2.1% |
0.0085 |
0.6% |
12% |
False |
True |
190,892 |
| 20 |
1.3454 |
1.3173 |
0.0281 |
2.1% |
0.0082 |
0.6% |
12% |
False |
True |
192,217 |
| 40 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0097 |
0.7% |
65% |
False |
False |
207,875 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
65% |
False |
False |
210,227 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0103 |
0.8% |
65% |
False |
False |
158,647 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
65% |
False |
False |
126,979 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
65% |
False |
False |
105,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3609 |
|
2.618 |
1.3473 |
|
1.618 |
1.3390 |
|
1.000 |
1.3339 |
|
0.618 |
1.3307 |
|
HIGH |
1.3256 |
|
0.618 |
1.3224 |
|
0.500 |
1.3215 |
|
0.382 |
1.3205 |
|
LOW |
1.3173 |
|
0.618 |
1.3122 |
|
1.000 |
1.3090 |
|
1.618 |
1.3039 |
|
2.618 |
1.2956 |
|
4.250 |
1.2820 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3215 |
1.3286 |
| PP |
1.3212 |
1.3260 |
| S1 |
1.3210 |
1.3234 |
|