CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3362 |
1.3387 |
0.0025 |
0.2% |
1.3342 |
| High |
1.3415 |
1.3400 |
-0.0015 |
-0.1% |
1.3458 |
| Low |
1.3340 |
1.3362 |
0.0022 |
0.2% |
1.3306 |
| Close |
1.3388 |
1.3378 |
-0.0010 |
-0.1% |
1.3388 |
| Range |
0.0075 |
0.0038 |
-0.0037 |
-49.3% |
0.0152 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
2,114 |
1,379 |
-735 |
-34.8% |
6,666 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3494 |
1.3474 |
1.3399 |
|
| R3 |
1.3456 |
1.3436 |
1.3388 |
|
| R2 |
1.3418 |
1.3418 |
1.3385 |
|
| R1 |
1.3398 |
1.3398 |
1.3381 |
1.3389 |
| PP |
1.3380 |
1.3380 |
1.3380 |
1.3376 |
| S1 |
1.3360 |
1.3360 |
1.3375 |
1.3351 |
| S2 |
1.3342 |
1.3342 |
1.3371 |
|
| S3 |
1.3304 |
1.3322 |
1.3368 |
|
| S4 |
1.3266 |
1.3284 |
1.3357 |
|
|
| 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% |
0.0080 |
0.6% |
47% |
False |
False |
1,474 |
| 10 |
1.3458 |
1.3212 |
0.0246 |
1.8% |
0.0080 |
0.6% |
67% |
False |
False |
1,161 |
| 20 |
1.3458 |
1.3200 |
0.0258 |
1.9% |
0.0080 |
0.6% |
69% |
False |
False |
860 |
| 40 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0090 |
0.7% |
89% |
False |
False |
605 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0089 |
0.7% |
89% |
False |
False |
470 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0083 |
0.6% |
89% |
False |
False |
361 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0081 |
0.6% |
89% |
False |
False |
292 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0079 |
0.6% |
89% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3562 |
|
2.618 |
1.3499 |
|
1.618 |
1.3461 |
|
1.000 |
1.3438 |
|
0.618 |
1.3423 |
|
HIGH |
1.3400 |
|
0.618 |
1.3385 |
|
0.500 |
1.3381 |
|
0.382 |
1.3377 |
|
LOW |
1.3362 |
|
0.618 |
1.3339 |
|
1.000 |
1.3324 |
|
1.618 |
1.3301 |
|
2.618 |
1.3263 |
|
4.250 |
1.3201 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3381 |
1.3372 |
| PP |
1.3380 |
1.3366 |
| S1 |
1.3379 |
1.3361 |
|