CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3206 |
1.3118 |
-0.0088 |
-0.7% |
1.3212 |
| High |
1.3224 |
1.3190 |
-0.0034 |
-0.3% |
1.3227 |
| Low |
1.3110 |
1.3105 |
-0.0005 |
0.0% |
1.3105 |
| Close |
1.3120 |
1.3182 |
0.0062 |
0.5% |
1.3182 |
| Range |
0.0114 |
0.0085 |
-0.0029 |
-25.4% |
0.0122 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
304,204 |
237,405 |
-66,799 |
-22.0% |
958,886 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3414 |
1.3383 |
1.3229 |
|
| R3 |
1.3329 |
1.3298 |
1.3205 |
|
| R2 |
1.3244 |
1.3244 |
1.3198 |
|
| R1 |
1.3213 |
1.3213 |
1.3190 |
1.3229 |
| PP |
1.3159 |
1.3159 |
1.3159 |
1.3167 |
| S1 |
1.3128 |
1.3128 |
1.3174 |
1.3144 |
| S2 |
1.3074 |
1.3074 |
1.3166 |
|
| S3 |
1.2989 |
1.3043 |
1.3159 |
|
| S4 |
1.2904 |
1.2958 |
1.3135 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3537 |
1.3482 |
1.3249 |
|
| R3 |
1.3415 |
1.3360 |
1.3216 |
|
| R2 |
1.3293 |
1.3293 |
1.3204 |
|
| R1 |
1.3238 |
1.3238 |
1.3193 |
1.3205 |
| PP |
1.3171 |
1.3171 |
1.3171 |
1.3155 |
| S1 |
1.3116 |
1.3116 |
1.3171 |
1.3083 |
| S2 |
1.3049 |
1.3049 |
1.3160 |
|
| S3 |
1.2927 |
1.2994 |
1.3148 |
|
| S4 |
1.2805 |
1.2872 |
1.3115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3256 |
1.3105 |
0.0151 |
1.1% |
0.0087 |
0.7% |
51% |
False |
True |
227,092 |
| 10 |
1.3412 |
1.3105 |
0.0307 |
2.3% |
0.0085 |
0.6% |
25% |
False |
True |
206,615 |
| 20 |
1.3454 |
1.3105 |
0.0349 |
2.6% |
0.0084 |
0.6% |
22% |
False |
True |
201,941 |
| 40 |
1.3454 |
1.2996 |
0.0458 |
3.5% |
0.0086 |
0.7% |
41% |
False |
False |
203,239 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
61% |
False |
False |
222,477 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
61% |
False |
False |
170,598 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
61% |
False |
False |
136,554 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
61% |
False |
False |
113,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3551 |
|
2.618 |
1.3413 |
|
1.618 |
1.3328 |
|
1.000 |
1.3275 |
|
0.618 |
1.3243 |
|
HIGH |
1.3190 |
|
0.618 |
1.3158 |
|
0.500 |
1.3148 |
|
0.382 |
1.3137 |
|
LOW |
1.3105 |
|
0.618 |
1.3052 |
|
1.000 |
1.3020 |
|
1.618 |
1.2967 |
|
2.618 |
1.2882 |
|
4.250 |
1.2744 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3171 |
1.3176 |
| PP |
1.3159 |
1.3170 |
| S1 |
1.3148 |
1.3165 |
|