CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3243 |
1.3212 |
-0.0031 |
-0.2% |
1.3383 |
| High |
1.3256 |
1.3227 |
-0.0029 |
-0.2% |
1.3400 |
| Low |
1.3173 |
1.3138 |
-0.0035 |
-0.3% |
1.3173 |
| Close |
1.3208 |
1.3169 |
-0.0039 |
-0.3% |
1.3208 |
| Range |
0.0083 |
0.0089 |
0.0006 |
7.2% |
0.0227 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.0% |
0.0000 |
| Volume |
176,576 |
251,349 |
74,773 |
42.3% |
912,589 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3445 |
1.3396 |
1.3218 |
|
| R3 |
1.3356 |
1.3307 |
1.3193 |
|
| R2 |
1.3267 |
1.3267 |
1.3185 |
|
| R1 |
1.3218 |
1.3218 |
1.3177 |
1.3198 |
| PP |
1.3178 |
1.3178 |
1.3178 |
1.3168 |
| S1 |
1.3129 |
1.3129 |
1.3161 |
1.3109 |
| S2 |
1.3089 |
1.3089 |
1.3153 |
|
| S3 |
1.3000 |
1.3040 |
1.3145 |
|
| S4 |
1.2911 |
1.2951 |
1.3120 |
|
|
| 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 |
1.3138 |
0.0262 |
2.0% |
0.0094 |
0.7% |
12% |
False |
True |
213,767 |
| 10 |
1.3454 |
1.3138 |
0.0316 |
2.4% |
0.0088 |
0.7% |
10% |
False |
True |
202,367 |
| 20 |
1.3454 |
1.3138 |
0.0316 |
2.4% |
0.0083 |
0.6% |
10% |
False |
True |
197,027 |
| 40 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0097 |
0.7% |
59% |
False |
False |
209,584 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
59% |
False |
False |
214,076 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0102 |
0.8% |
59% |
False |
False |
161,786 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
59% |
False |
False |
129,484 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
59% |
False |
False |
107,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3605 |
|
2.618 |
1.3460 |
|
1.618 |
1.3371 |
|
1.000 |
1.3316 |
|
0.618 |
1.3282 |
|
HIGH |
1.3227 |
|
0.618 |
1.3193 |
|
0.500 |
1.3183 |
|
0.382 |
1.3172 |
|
LOW |
1.3138 |
|
0.618 |
1.3083 |
|
1.000 |
1.3049 |
|
1.618 |
1.2994 |
|
2.618 |
1.2905 |
|
4.250 |
1.2760 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3183 |
1.3241 |
| PP |
1.3178 |
1.3217 |
| S1 |
1.3174 |
1.3193 |
|