CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3217 |
1.3280 |
0.0063 |
0.5% |
1.3278 |
| High |
1.3303 |
1.3303 |
0.0000 |
0.0% |
1.3350 |
| Low |
1.3201 |
1.3242 |
0.0041 |
0.3% |
1.3200 |
| Close |
1.3292 |
1.3265 |
-0.0027 |
-0.2% |
1.3292 |
| Range |
0.0102 |
0.0061 |
-0.0041 |
-40.2% |
0.0150 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
273 |
325 |
52 |
19.0% |
2,752 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3453 |
1.3420 |
1.3299 |
|
| R3 |
1.3392 |
1.3359 |
1.3282 |
|
| R2 |
1.3331 |
1.3331 |
1.3276 |
|
| R1 |
1.3298 |
1.3298 |
1.3271 |
1.3284 |
| PP |
1.3270 |
1.3270 |
1.3270 |
1.3263 |
| S1 |
1.3237 |
1.3237 |
1.3259 |
1.3223 |
| S2 |
1.3209 |
1.3209 |
1.3254 |
|
| S3 |
1.3148 |
1.3176 |
1.3248 |
|
| S4 |
1.3087 |
1.3115 |
1.3231 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3731 |
1.3661 |
1.3375 |
|
| R3 |
1.3581 |
1.3511 |
1.3333 |
|
| R2 |
1.3431 |
1.3431 |
1.3320 |
|
| R1 |
1.3361 |
1.3361 |
1.3306 |
1.3396 |
| PP |
1.3281 |
1.3281 |
1.3281 |
1.3298 |
| S1 |
1.3211 |
1.3211 |
1.3278 |
1.3246 |
| S2 |
1.3131 |
1.3131 |
1.3265 |
|
| S3 |
1.2981 |
1.3061 |
1.3251 |
|
| S4 |
1.2831 |
1.2911 |
1.3210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3350 |
1.3200 |
0.0150 |
1.1% |
0.0094 |
0.7% |
43% |
False |
False |
501 |
| 10 |
1.3350 |
1.3176 |
0.0174 |
1.3% |
0.0083 |
0.6% |
51% |
False |
False |
514 |
| 20 |
1.3350 |
1.2760 |
0.0590 |
4.4% |
0.0097 |
0.7% |
86% |
False |
False |
385 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0095 |
0.7% |
76% |
False |
False |
331 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0087 |
0.7% |
76% |
False |
False |
234 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0082 |
0.6% |
76% |
False |
False |
180 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0079 |
0.6% |
76% |
False |
False |
147 |
| 120 |
1.3472 |
1.2760 |
0.0712 |
5.4% |
0.0075 |
0.6% |
71% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3562 |
|
2.618 |
1.3463 |
|
1.618 |
1.3402 |
|
1.000 |
1.3364 |
|
0.618 |
1.3341 |
|
HIGH |
1.3303 |
|
0.618 |
1.3280 |
|
0.500 |
1.3273 |
|
0.382 |
1.3265 |
|
LOW |
1.3242 |
|
0.618 |
1.3204 |
|
1.000 |
1.3181 |
|
1.618 |
1.3143 |
|
2.618 |
1.3082 |
|
4.250 |
1.2983 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3273 |
1.3262 |
| PP |
1.3270 |
1.3259 |
| S1 |
1.3268 |
1.3256 |
|