CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3343 |
1.3300 |
-0.0043 |
-0.3% |
1.3280 |
| High |
1.3346 |
1.3323 |
-0.0023 |
-0.2% |
1.3405 |
| Low |
1.3284 |
1.3240 |
-0.0044 |
-0.3% |
1.3242 |
| Close |
1.3316 |
1.3266 |
-0.0050 |
-0.4% |
1.3346 |
| Range |
0.0062 |
0.0083 |
0.0021 |
33.9% |
0.0163 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
966 |
694 |
-272 |
-28.2% |
2,451 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3525 |
1.3479 |
1.3312 |
|
| R3 |
1.3442 |
1.3396 |
1.3289 |
|
| R2 |
1.3359 |
1.3359 |
1.3281 |
|
| R1 |
1.3313 |
1.3313 |
1.3274 |
1.3295 |
| PP |
1.3276 |
1.3276 |
1.3276 |
1.3267 |
| S1 |
1.3230 |
1.3230 |
1.3258 |
1.3212 |
| S2 |
1.3193 |
1.3193 |
1.3251 |
|
| S3 |
1.3110 |
1.3147 |
1.3243 |
|
| S4 |
1.3027 |
1.3064 |
1.3220 |
|
|
| 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 |
1.3240 |
0.0165 |
1.2% |
0.0069 |
0.5% |
16% |
False |
True |
706 |
| 10 |
1.3405 |
1.3200 |
0.0205 |
1.5% |
0.0083 |
0.6% |
32% |
False |
False |
549 |
| 20 |
1.3405 |
1.3080 |
0.0325 |
2.4% |
0.0076 |
0.6% |
57% |
False |
False |
505 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0094 |
0.7% |
76% |
False |
False |
404 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0088 |
0.7% |
76% |
False |
False |
292 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0081 |
0.6% |
76% |
False |
False |
226 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0081 |
0.6% |
76% |
False |
False |
184 |
| 120 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0077 |
0.6% |
76% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3676 |
|
2.618 |
1.3540 |
|
1.618 |
1.3457 |
|
1.000 |
1.3406 |
|
0.618 |
1.3374 |
|
HIGH |
1.3323 |
|
0.618 |
1.3291 |
|
0.500 |
1.3282 |
|
0.382 |
1.3272 |
|
LOW |
1.3240 |
|
0.618 |
1.3189 |
|
1.000 |
1.3157 |
|
1.618 |
1.3106 |
|
2.618 |
1.3023 |
|
4.250 |
1.2887 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3282 |
1.3318 |
| PP |
1.3276 |
1.3300 |
| S1 |
1.3271 |
1.3283 |
|