CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3358 |
1.3342 |
-0.0016 |
-0.1% |
1.3343 |
| High |
1.3385 |
1.3380 |
-0.0005 |
0.0% |
1.3385 |
| Low |
1.3318 |
1.3324 |
0.0006 |
0.0% |
1.3212 |
| Close |
1.3341 |
1.3348 |
0.0007 |
0.1% |
1.3341 |
| Range |
0.0067 |
0.0056 |
-0.0011 |
-16.4% |
0.0173 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1,786 |
671 |
-1,115 |
-62.4% |
4,535 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3519 |
1.3489 |
1.3379 |
|
| R3 |
1.3463 |
1.3433 |
1.3363 |
|
| R2 |
1.3407 |
1.3407 |
1.3358 |
|
| R1 |
1.3377 |
1.3377 |
1.3353 |
1.3392 |
| PP |
1.3351 |
1.3351 |
1.3351 |
1.3358 |
| S1 |
1.3321 |
1.3321 |
1.3343 |
1.3336 |
| S2 |
1.3295 |
1.3295 |
1.3338 |
|
| S3 |
1.3239 |
1.3265 |
1.3333 |
|
| S4 |
1.3183 |
1.3209 |
1.3317 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3832 |
1.3759 |
1.3436 |
|
| R3 |
1.3659 |
1.3586 |
1.3389 |
|
| R2 |
1.3486 |
1.3486 |
1.3373 |
|
| R1 |
1.3413 |
1.3413 |
1.3357 |
1.3363 |
| PP |
1.3313 |
1.3313 |
1.3313 |
1.3288 |
| S1 |
1.3240 |
1.3240 |
1.3325 |
1.3190 |
| S2 |
1.3140 |
1.3140 |
1.3309 |
|
| S3 |
1.2967 |
1.3067 |
1.3293 |
|
| S4 |
1.2794 |
1.2894 |
1.3246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3385 |
1.3212 |
0.0173 |
1.3% |
0.0080 |
0.6% |
79% |
False |
False |
848 |
| 10 |
1.3405 |
1.3212 |
0.0193 |
1.4% |
0.0074 |
0.6% |
70% |
False |
False |
733 |
| 20 |
1.3405 |
1.3176 |
0.0229 |
1.7% |
0.0078 |
0.6% |
75% |
False |
False |
624 |
| 40 |
1.3405 |
1.2760 |
0.0645 |
4.8% |
0.0090 |
0.7% |
91% |
False |
False |
462 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0088 |
0.7% |
88% |
False |
False |
349 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0082 |
0.6% |
88% |
False |
False |
269 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
88% |
False |
False |
219 |
| 120 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0077 |
0.6% |
88% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3618 |
|
2.618 |
1.3527 |
|
1.618 |
1.3471 |
|
1.000 |
1.3436 |
|
0.618 |
1.3415 |
|
HIGH |
1.3380 |
|
0.618 |
1.3359 |
|
0.500 |
1.3352 |
|
0.382 |
1.3345 |
|
LOW |
1.3324 |
|
0.618 |
1.3289 |
|
1.000 |
1.3268 |
|
1.618 |
1.3233 |
|
2.618 |
1.3177 |
|
4.250 |
1.3086 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3352 |
1.3332 |
| PP |
1.3351 |
1.3315 |
| S1 |
1.3349 |
1.3299 |
|