CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3342 |
1.3339 |
-0.0003 |
0.0% |
1.3343 |
| High |
1.3380 |
1.3458 |
0.0078 |
0.6% |
1.3385 |
| Low |
1.3324 |
1.3330 |
0.0006 |
0.0% |
1.3212 |
| Close |
1.3348 |
1.3425 |
0.0077 |
0.6% |
1.3341 |
| Range |
0.0056 |
0.0128 |
0.0072 |
128.6% |
0.0173 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.6% |
0.0000 |
| Volume |
671 |
510 |
-161 |
-24.0% |
4,535 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3788 |
1.3735 |
1.3495 |
|
| R3 |
1.3660 |
1.3607 |
1.3460 |
|
| R2 |
1.3532 |
1.3532 |
1.3448 |
|
| R1 |
1.3479 |
1.3479 |
1.3437 |
1.3506 |
| PP |
1.3404 |
1.3404 |
1.3404 |
1.3418 |
| S1 |
1.3351 |
1.3351 |
1.3413 |
1.3378 |
| S2 |
1.3276 |
1.3276 |
1.3402 |
|
| S3 |
1.3148 |
1.3223 |
1.3390 |
|
| S4 |
1.3020 |
1.3095 |
1.3355 |
|
|
| 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 |
1.3458 |
1.3212 |
0.0246 |
1.8% |
0.0089 |
0.7% |
87% |
True |
False |
811 |
| 10 |
1.3458 |
1.3212 |
0.0246 |
1.8% |
0.0079 |
0.6% |
87% |
True |
False |
759 |
| 20 |
1.3458 |
1.3180 |
0.0278 |
2.1% |
0.0081 |
0.6% |
88% |
True |
False |
641 |
| 40 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0091 |
0.7% |
95% |
True |
False |
465 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0089 |
0.7% |
95% |
True |
False |
357 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0084 |
0.6% |
95% |
True |
False |
275 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0081 |
0.6% |
95% |
True |
False |
224 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0077 |
0.6% |
95% |
True |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4002 |
|
2.618 |
1.3793 |
|
1.618 |
1.3665 |
|
1.000 |
1.3586 |
|
0.618 |
1.3537 |
|
HIGH |
1.3458 |
|
0.618 |
1.3409 |
|
0.500 |
1.3394 |
|
0.382 |
1.3379 |
|
LOW |
1.3330 |
|
0.618 |
1.3251 |
|
1.000 |
1.3202 |
|
1.618 |
1.3123 |
|
2.618 |
1.2995 |
|
4.250 |
1.2786 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3415 |
1.3413 |
| PP |
1.3404 |
1.3400 |
| S1 |
1.3394 |
1.3388 |
|