CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3345 |
1.3385 |
0.0040 |
0.3% |
1.3280 |
| High |
1.3405 |
1.3395 |
-0.0010 |
-0.1% |
1.3405 |
| Low |
1.3335 |
1.3339 |
0.0004 |
0.0% |
1.3242 |
| Close |
1.3395 |
1.3346 |
-0.0049 |
-0.4% |
1.3346 |
| Range |
0.0070 |
0.0056 |
-0.0014 |
-20.0% |
0.0163 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
371 |
1,231 |
860 |
231.8% |
2,451 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3528 |
1.3493 |
1.3377 |
|
| R3 |
1.3472 |
1.3437 |
1.3361 |
|
| R2 |
1.3416 |
1.3416 |
1.3356 |
|
| R1 |
1.3381 |
1.3381 |
1.3351 |
1.3371 |
| PP |
1.3360 |
1.3360 |
1.3360 |
1.3355 |
| S1 |
1.3325 |
1.3325 |
1.3341 |
1.3315 |
| S2 |
1.3304 |
1.3304 |
1.3336 |
|
| S3 |
1.3248 |
1.3269 |
1.3331 |
|
| S4 |
1.3192 |
1.3213 |
1.3315 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3820 |
1.3746 |
1.3436 |
|
| R3 |
1.3657 |
1.3583 |
1.3391 |
|
| R2 |
1.3494 |
1.3494 |
1.3376 |
|
| R1 |
1.3420 |
1.3420 |
1.3361 |
1.3457 |
| PP |
1.3331 |
1.3331 |
1.3331 |
1.3350 |
| S1 |
1.3257 |
1.3257 |
1.3331 |
1.3294 |
| S2 |
1.3168 |
1.3168 |
1.3316 |
|
| S3 |
1.3005 |
1.3094 |
1.3301 |
|
| S4 |
1.2842 |
1.2931 |
1.3256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3405 |
1.3242 |
0.0163 |
1.2% |
0.0067 |
0.5% |
64% |
False |
False |
490 |
| 10 |
1.3405 |
1.3200 |
0.0205 |
1.5% |
0.0080 |
0.6% |
71% |
False |
False |
520 |
| 20 |
1.3405 |
1.3008 |
0.0397 |
3.0% |
0.0079 |
0.6% |
85% |
False |
False |
442 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0093 |
0.7% |
88% |
False |
False |
368 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0087 |
0.6% |
88% |
False |
False |
266 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
88% |
False |
False |
205 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
88% |
False |
False |
168 |
| 120 |
1.3443 |
1.2760 |
0.0683 |
5.1% |
0.0077 |
0.6% |
86% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3633 |
|
2.618 |
1.3542 |
|
1.618 |
1.3486 |
|
1.000 |
1.3451 |
|
0.618 |
1.3430 |
|
HIGH |
1.3395 |
|
0.618 |
1.3374 |
|
0.500 |
1.3367 |
|
0.382 |
1.3360 |
|
LOW |
1.3339 |
|
0.618 |
1.3304 |
|
1.000 |
1.3283 |
|
1.618 |
1.3248 |
|
2.618 |
1.3192 |
|
4.250 |
1.3101 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3367 |
1.3345 |
| PP |
1.3360 |
1.3343 |
| S1 |
1.3353 |
1.3342 |
|