CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3425 |
1.3358 |
-0.0067 |
-0.5% |
1.3343 |
| High |
1.3432 |
1.3376 |
-0.0056 |
-0.4% |
1.3385 |
| Low |
1.3342 |
1.3306 |
-0.0036 |
-0.3% |
1.3212 |
| Close |
1.3380 |
1.3358 |
-0.0022 |
-0.2% |
1.3341 |
| Range |
0.0090 |
0.0070 |
-0.0020 |
-22.2% |
0.0173 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,865 |
1,506 |
-359 |
-19.2% |
4,535 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3557 |
1.3527 |
1.3397 |
|
| R3 |
1.3487 |
1.3457 |
1.3377 |
|
| R2 |
1.3417 |
1.3417 |
1.3371 |
|
| R1 |
1.3387 |
1.3387 |
1.3364 |
1.3393 |
| PP |
1.3347 |
1.3347 |
1.3347 |
1.3350 |
| S1 |
1.3317 |
1.3317 |
1.3352 |
1.3323 |
| S2 |
1.3277 |
1.3277 |
1.3345 |
|
| S3 |
1.3207 |
1.3247 |
1.3339 |
|
| S4 |
1.3137 |
1.3177 |
1.3320 |
|
|
| 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 |
1.3306 |
0.0152 |
1.1% |
0.0082 |
0.6% |
34% |
False |
True |
1,267 |
| 10 |
1.3458 |
1.3212 |
0.0246 |
1.8% |
0.0081 |
0.6% |
59% |
False |
False |
1,031 |
| 20 |
1.3458 |
1.3200 |
0.0258 |
1.9% |
0.0080 |
0.6% |
61% |
False |
False |
746 |
| 40 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0091 |
0.7% |
86% |
False |
False |
535 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0089 |
0.7% |
86% |
False |
False |
413 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0084 |
0.6% |
86% |
False |
False |
317 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0082 |
0.6% |
86% |
False |
False |
257 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0078 |
0.6% |
86% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3674 |
|
2.618 |
1.3559 |
|
1.618 |
1.3489 |
|
1.000 |
1.3446 |
|
0.618 |
1.3419 |
|
HIGH |
1.3376 |
|
0.618 |
1.3349 |
|
0.500 |
1.3341 |
|
0.382 |
1.3333 |
|
LOW |
1.3306 |
|
0.618 |
1.3263 |
|
1.000 |
1.3236 |
|
1.618 |
1.3193 |
|
2.618 |
1.3123 |
|
4.250 |
1.3009 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3352 |
1.3382 |
| PP |
1.3347 |
1.3374 |
| S1 |
1.3341 |
1.3366 |
|