CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3311 |
1.3300 |
-0.0011 |
-0.1% |
1.3173 |
| High |
1.3325 |
1.3322 |
-0.0003 |
0.0% |
1.3325 |
| Low |
1.3250 |
1.3254 |
0.0004 |
0.0% |
1.3166 |
| Close |
1.3304 |
1.3306 |
0.0002 |
0.0% |
1.3306 |
| Range |
0.0075 |
0.0068 |
-0.0007 |
-9.3% |
0.0159 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
186,496 |
54,041 |
-132,455 |
-71.0% |
838,406 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3498 |
1.3470 |
1.3343 |
|
| R3 |
1.3430 |
1.3402 |
1.3325 |
|
| R2 |
1.3362 |
1.3362 |
1.3318 |
|
| R1 |
1.3334 |
1.3334 |
1.3312 |
1.3348 |
| PP |
1.3294 |
1.3294 |
1.3294 |
1.3301 |
| S1 |
1.3266 |
1.3266 |
1.3300 |
1.3280 |
| S2 |
1.3226 |
1.3226 |
1.3294 |
|
| S3 |
1.3158 |
1.3198 |
1.3287 |
|
| S4 |
1.3090 |
1.3130 |
1.3269 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3743 |
1.3683 |
1.3393 |
|
| R3 |
1.3584 |
1.3524 |
1.3350 |
|
| R2 |
1.3425 |
1.3425 |
1.3335 |
|
| R1 |
1.3365 |
1.3365 |
1.3321 |
1.3395 |
| PP |
1.3266 |
1.3266 |
1.3266 |
1.3281 |
| S1 |
1.3206 |
1.3206 |
1.3291 |
1.3236 |
| S2 |
1.3107 |
1.3107 |
1.3277 |
|
| S3 |
1.2948 |
1.3047 |
1.3262 |
|
| S4 |
1.2789 |
1.2888 |
1.3219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3325 |
1.3166 |
0.0159 |
1.2% |
0.0077 |
0.6% |
88% |
False |
False |
167,681 |
| 10 |
1.3325 |
1.3105 |
0.0220 |
1.7% |
0.0082 |
0.6% |
91% |
False |
False |
197,386 |
| 20 |
1.3454 |
1.3105 |
0.0349 |
2.6% |
0.0083 |
0.6% |
58% |
False |
False |
194,420 |
| 40 |
1.3454 |
1.3092 |
0.0362 |
2.7% |
0.0084 |
0.6% |
59% |
False |
False |
197,982 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0098 |
0.7% |
79% |
False |
False |
219,394 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
79% |
False |
False |
181,016 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0099 |
0.7% |
79% |
False |
False |
144,924 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0098 |
0.7% |
79% |
False |
False |
120,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3611 |
|
2.618 |
1.3500 |
|
1.618 |
1.3432 |
|
1.000 |
1.3390 |
|
0.618 |
1.3364 |
|
HIGH |
1.3322 |
|
0.618 |
1.3296 |
|
0.500 |
1.3288 |
|
0.382 |
1.3280 |
|
LOW |
1.3254 |
|
0.618 |
1.3212 |
|
1.000 |
1.3186 |
|
1.618 |
1.3144 |
|
2.618 |
1.3076 |
|
4.250 |
1.2965 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3300 |
1.3299 |
| PP |
1.3294 |
1.3292 |
| S1 |
1.3288 |
1.3285 |
|