CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3266 |
1.3311 |
0.0045 |
0.3% |
1.3212 |
| High |
1.3325 |
1.3325 |
0.0000 |
0.0% |
1.3227 |
| Low |
1.3245 |
1.3250 |
0.0005 |
0.0% |
1.3105 |
| Close |
1.3310 |
1.3304 |
-0.0006 |
0.0% |
1.3182 |
| Range |
0.0080 |
0.0075 |
-0.0005 |
-6.3% |
0.0122 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
225,376 |
186,496 |
-38,880 |
-17.3% |
958,886 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3518 |
1.3486 |
1.3345 |
|
| R3 |
1.3443 |
1.3411 |
1.3325 |
|
| R2 |
1.3368 |
1.3368 |
1.3318 |
|
| R1 |
1.3336 |
1.3336 |
1.3311 |
1.3315 |
| PP |
1.3293 |
1.3293 |
1.3293 |
1.3282 |
| S1 |
1.3261 |
1.3261 |
1.3297 |
1.3240 |
| S2 |
1.3218 |
1.3218 |
1.3290 |
|
| S3 |
1.3143 |
1.3186 |
1.3283 |
|
| S4 |
1.3068 |
1.3111 |
1.3263 |
|
|
| 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% |
0.0080 |
0.6% |
90% |
True |
False |
204,354 |
| 10 |
1.3344 |
1.3105 |
0.0239 |
1.8% |
0.0088 |
0.7% |
83% |
False |
False |
214,513 |
| 20 |
1.3454 |
1.3105 |
0.0349 |
2.6% |
0.0087 |
0.7% |
57% |
False |
False |
207,407 |
| 40 |
1.3454 |
1.3069 |
0.0385 |
2.9% |
0.0084 |
0.6% |
61% |
False |
False |
200,944 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0099 |
0.7% |
79% |
False |
False |
222,229 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
79% |
False |
False |
180,352 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
79% |
False |
False |
144,385 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0099 |
0.7% |
79% |
False |
False |
120,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3644 |
|
2.618 |
1.3521 |
|
1.618 |
1.3446 |
|
1.000 |
1.3400 |
|
0.618 |
1.3371 |
|
HIGH |
1.3325 |
|
0.618 |
1.3296 |
|
0.500 |
1.3288 |
|
0.382 |
1.3279 |
|
LOW |
1.3250 |
|
0.618 |
1.3204 |
|
1.000 |
1.3175 |
|
1.618 |
1.3129 |
|
2.618 |
1.3054 |
|
4.250 |
1.2931 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3299 |
1.3295 |
| PP |
1.3293 |
1.3286 |
| S1 |
1.3288 |
1.3278 |
|