CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3255 |
1.3266 |
0.0011 |
0.1% |
1.3212 |
| High |
1.3277 |
1.3325 |
0.0048 |
0.4% |
1.3227 |
| Low |
1.3230 |
1.3245 |
0.0015 |
0.1% |
1.3105 |
| Close |
1.3268 |
1.3310 |
0.0042 |
0.3% |
1.3182 |
| Range |
0.0047 |
0.0080 |
0.0033 |
70.2% |
0.0122 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
191,741 |
225,376 |
33,635 |
17.5% |
958,886 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3533 |
1.3502 |
1.3354 |
|
| R3 |
1.3453 |
1.3422 |
1.3332 |
|
| R2 |
1.3373 |
1.3373 |
1.3325 |
|
| R1 |
1.3342 |
1.3342 |
1.3317 |
1.3358 |
| PP |
1.3293 |
1.3293 |
1.3293 |
1.3301 |
| S1 |
1.3262 |
1.3262 |
1.3303 |
1.3278 |
| S2 |
1.3213 |
1.3213 |
1.3295 |
|
| S3 |
1.3133 |
1.3182 |
1.3288 |
|
| S4 |
1.3053 |
1.3102 |
1.3266 |
|
|
| 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 |
1.3325 |
1.3105 |
0.0220 |
1.7% |
0.0088 |
0.7% |
93% |
True |
False |
227,895 |
| 10 |
1.3399 |
1.3105 |
0.0294 |
2.2% |
0.0090 |
0.7% |
70% |
False |
False |
216,817 |
| 20 |
1.3454 |
1.3105 |
0.0349 |
2.6% |
0.0086 |
0.6% |
59% |
False |
False |
206,575 |
| 40 |
1.3454 |
1.3069 |
0.0385 |
2.9% |
0.0084 |
0.6% |
63% |
False |
False |
202,610 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0099 |
0.7% |
79% |
False |
False |
223,166 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
79% |
False |
False |
178,035 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.7% |
79% |
False |
False |
142,521 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.7% |
79% |
False |
False |
118,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3665 |
|
2.618 |
1.3534 |
|
1.618 |
1.3454 |
|
1.000 |
1.3405 |
|
0.618 |
1.3374 |
|
HIGH |
1.3325 |
|
0.618 |
1.3294 |
|
0.500 |
1.3285 |
|
0.382 |
1.3276 |
|
LOW |
1.3245 |
|
0.618 |
1.3196 |
|
1.000 |
1.3165 |
|
1.618 |
1.3116 |
|
2.618 |
1.3036 |
|
4.250 |
1.2905 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3302 |
1.3289 |
| PP |
1.3293 |
1.3267 |
| S1 |
1.3285 |
1.3246 |
|