CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3358 |
1.3362 |
0.0004 |
0.0% |
1.3342 |
| High |
1.3376 |
1.3415 |
0.0039 |
0.3% |
1.3458 |
| Low |
1.3306 |
1.3340 |
0.0034 |
0.3% |
1.3306 |
| Close |
1.3358 |
1.3388 |
0.0030 |
0.2% |
1.3388 |
| Range |
0.0070 |
0.0075 |
0.0005 |
7.1% |
0.0152 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,506 |
2,114 |
608 |
40.4% |
6,666 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3606 |
1.3572 |
1.3429 |
|
| R3 |
1.3531 |
1.3497 |
1.3409 |
|
| R2 |
1.3456 |
1.3456 |
1.3402 |
|
| R1 |
1.3422 |
1.3422 |
1.3395 |
1.3439 |
| PP |
1.3381 |
1.3381 |
1.3381 |
1.3390 |
| S1 |
1.3347 |
1.3347 |
1.3381 |
1.3364 |
| S2 |
1.3306 |
1.3306 |
1.3374 |
|
| S3 |
1.3231 |
1.3272 |
1.3367 |
|
| S4 |
1.3156 |
1.3197 |
1.3347 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3840 |
1.3766 |
1.3472 |
|
| R3 |
1.3688 |
1.3614 |
1.3430 |
|
| R2 |
1.3536 |
1.3536 |
1.3416 |
|
| R1 |
1.3462 |
1.3462 |
1.3402 |
1.3499 |
| PP |
1.3384 |
1.3384 |
1.3384 |
1.3403 |
| S1 |
1.3310 |
1.3310 |
1.3374 |
1.3347 |
| S2 |
1.3232 |
1.3232 |
1.3360 |
|
| S3 |
1.3080 |
1.3158 |
1.3346 |
|
| S4 |
1.2928 |
1.3006 |
1.3304 |
|
|
| 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% |
0.0084 |
0.6% |
54% |
False |
False |
1,333 |
| 10 |
1.3458 |
1.3212 |
0.0246 |
1.8% |
0.0083 |
0.6% |
72% |
False |
False |
1,120 |
| 20 |
1.3458 |
1.3200 |
0.0258 |
1.9% |
0.0081 |
0.6% |
73% |
False |
False |
820 |
| 40 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0092 |
0.7% |
90% |
False |
False |
579 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0089 |
0.7% |
90% |
False |
False |
447 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0084 |
0.6% |
90% |
False |
False |
344 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0082 |
0.6% |
90% |
False |
False |
278 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0079 |
0.6% |
90% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3734 |
|
2.618 |
1.3611 |
|
1.618 |
1.3536 |
|
1.000 |
1.3490 |
|
0.618 |
1.3461 |
|
HIGH |
1.3415 |
|
0.618 |
1.3386 |
|
0.500 |
1.3378 |
|
0.382 |
1.3369 |
|
LOW |
1.3340 |
|
0.618 |
1.3294 |
|
1.000 |
1.3265 |
|
1.618 |
1.3219 |
|
2.618 |
1.3144 |
|
4.250 |
1.3021 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3385 |
1.3382 |
| PP |
1.3381 |
1.3375 |
| S1 |
1.3378 |
1.3369 |
|