CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3385 |
1.3343 |
-0.0042 |
-0.3% |
1.3280 |
| High |
1.3395 |
1.3346 |
-0.0049 |
-0.4% |
1.3405 |
| Low |
1.3339 |
1.3284 |
-0.0055 |
-0.4% |
1.3242 |
| Close |
1.3346 |
1.3316 |
-0.0030 |
-0.2% |
1.3346 |
| Range |
0.0056 |
0.0062 |
0.0006 |
10.7% |
0.0163 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
1,231 |
966 |
-265 |
-21.5% |
2,451 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3501 |
1.3471 |
1.3350 |
|
| R3 |
1.3439 |
1.3409 |
1.3333 |
|
| R2 |
1.3377 |
1.3377 |
1.3327 |
|
| R1 |
1.3347 |
1.3347 |
1.3322 |
1.3331 |
| PP |
1.3315 |
1.3315 |
1.3315 |
1.3308 |
| S1 |
1.3285 |
1.3285 |
1.3310 |
1.3269 |
| S2 |
1.3253 |
1.3253 |
1.3305 |
|
| S3 |
1.3191 |
1.3223 |
1.3299 |
|
| S4 |
1.3129 |
1.3161 |
1.3282 |
|
|
| 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 |
1.3253 |
0.0152 |
1.1% |
0.0067 |
0.5% |
41% |
False |
False |
618 |
| 10 |
1.3405 |
1.3200 |
0.0205 |
1.5% |
0.0081 |
0.6% |
57% |
False |
False |
559 |
| 20 |
1.3405 |
1.3062 |
0.0343 |
2.6% |
0.0078 |
0.6% |
74% |
False |
False |
475 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0093 |
0.7% |
83% |
False |
False |
390 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0087 |
0.7% |
83% |
False |
False |
281 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
83% |
False |
False |
217 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
83% |
False |
False |
177 |
| 120 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0077 |
0.6% |
83% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3610 |
|
2.618 |
1.3508 |
|
1.618 |
1.3446 |
|
1.000 |
1.3408 |
|
0.618 |
1.3384 |
|
HIGH |
1.3346 |
|
0.618 |
1.3322 |
|
0.500 |
1.3315 |
|
0.382 |
1.3308 |
|
LOW |
1.3284 |
|
0.618 |
1.3246 |
|
1.000 |
1.3222 |
|
1.618 |
1.3184 |
|
2.618 |
1.3122 |
|
4.250 |
1.3021 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3316 |
1.3345 |
| PP |
1.3315 |
1.3335 |
| S1 |
1.3315 |
1.3326 |
|