CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3300 |
1.3368 |
0.0068 |
0.5% |
1.3173 |
| High |
1.3322 |
1.3387 |
0.0065 |
0.5% |
1.3325 |
| Low |
1.3254 |
1.3306 |
0.0052 |
0.4% |
1.3166 |
| Close |
1.3306 |
1.3366 |
0.0060 |
0.5% |
1.3306 |
| Range |
0.0068 |
0.0081 |
0.0013 |
19.1% |
0.0159 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
54,041 |
7,931 |
-46,110 |
-85.3% |
838,406 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3596 |
1.3562 |
1.3411 |
|
| R3 |
1.3515 |
1.3481 |
1.3388 |
|
| R2 |
1.3434 |
1.3434 |
1.3381 |
|
| R1 |
1.3400 |
1.3400 |
1.3373 |
1.3377 |
| PP |
1.3353 |
1.3353 |
1.3353 |
1.3341 |
| S1 |
1.3319 |
1.3319 |
1.3359 |
1.3296 |
| S2 |
1.3272 |
1.3272 |
1.3351 |
|
| S3 |
1.3191 |
1.3238 |
1.3344 |
|
| S4 |
1.3110 |
1.3157 |
1.3321 |
|
|
| 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 |
1.3387 |
1.3230 |
0.0157 |
1.2% |
0.0070 |
0.5% |
87% |
True |
False |
133,117 |
| 10 |
1.3387 |
1.3105 |
0.0282 |
2.1% |
0.0082 |
0.6% |
93% |
True |
False |
180,522 |
| 20 |
1.3454 |
1.3105 |
0.0349 |
2.6% |
0.0084 |
0.6% |
75% |
False |
False |
185,707 |
| 40 |
1.3454 |
1.3105 |
0.0349 |
2.6% |
0.0084 |
0.6% |
75% |
False |
False |
194,516 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0097 |
0.7% |
87% |
False |
False |
213,535 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.7% |
87% |
False |
False |
181,106 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.7% |
87% |
False |
False |
145,002 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0098 |
0.7% |
87% |
False |
False |
120,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3731 |
|
2.618 |
1.3599 |
|
1.618 |
1.3518 |
|
1.000 |
1.3468 |
|
0.618 |
1.3437 |
|
HIGH |
1.3387 |
|
0.618 |
1.3356 |
|
0.500 |
1.3347 |
|
0.382 |
1.3337 |
|
LOW |
1.3306 |
|
0.618 |
1.3256 |
|
1.000 |
1.3225 |
|
1.618 |
1.3175 |
|
2.618 |
1.3094 |
|
4.250 |
1.2962 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3360 |
1.3350 |
| PP |
1.3353 |
1.3334 |
| S1 |
1.3347 |
1.3319 |
|