CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3173 |
1.3255 |
0.0082 |
0.6% |
1.3212 |
| High |
1.3281 |
1.3277 |
-0.0004 |
0.0% |
1.3227 |
| Low |
1.3166 |
1.3230 |
0.0064 |
0.5% |
1.3105 |
| Close |
1.3260 |
1.3268 |
0.0008 |
0.1% |
1.3182 |
| Range |
0.0115 |
0.0047 |
-0.0068 |
-59.1% |
0.0122 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
180,752 |
191,741 |
10,989 |
6.1% |
958,886 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3399 |
1.3381 |
1.3294 |
|
| R3 |
1.3352 |
1.3334 |
1.3281 |
|
| R2 |
1.3305 |
1.3305 |
1.3277 |
|
| R1 |
1.3287 |
1.3287 |
1.3272 |
1.3296 |
| PP |
1.3258 |
1.3258 |
1.3258 |
1.3263 |
| S1 |
1.3240 |
1.3240 |
1.3264 |
1.3249 |
| S2 |
1.3211 |
1.3211 |
1.3259 |
|
| S3 |
1.3164 |
1.3193 |
1.3255 |
|
| S4 |
1.3117 |
1.3146 |
1.3242 |
|
|
| 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 |
1.3281 |
1.3105 |
0.0176 |
1.3% |
0.0085 |
0.6% |
93% |
False |
False |
216,006 |
| 10 |
1.3400 |
1.3105 |
0.0295 |
2.2% |
0.0089 |
0.7% |
55% |
False |
False |
214,886 |
| 20 |
1.3454 |
1.3105 |
0.0349 |
2.6% |
0.0086 |
0.6% |
47% |
False |
False |
206,290 |
| 40 |
1.3454 |
1.3046 |
0.0408 |
3.1% |
0.0086 |
0.6% |
54% |
False |
False |
202,519 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0099 |
0.7% |
73% |
False |
False |
222,299 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
73% |
False |
False |
175,229 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
73% |
False |
False |
140,272 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0099 |
0.7% |
73% |
False |
False |
116,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3477 |
|
2.618 |
1.3400 |
|
1.618 |
1.3353 |
|
1.000 |
1.3324 |
|
0.618 |
1.3306 |
|
HIGH |
1.3277 |
|
0.618 |
1.3259 |
|
0.500 |
1.3254 |
|
0.382 |
1.3248 |
|
LOW |
1.3230 |
|
0.618 |
1.3201 |
|
1.000 |
1.3183 |
|
1.618 |
1.3154 |
|
2.618 |
1.3107 |
|
4.250 |
1.3030 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3263 |
1.3243 |
| PP |
1.3258 |
1.3218 |
| S1 |
1.3254 |
1.3193 |
|