CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3381 |
1.3395 |
0.0014 |
0.1% |
1.3342 |
| High |
1.3404 |
1.3404 |
0.0000 |
0.0% |
1.3458 |
| Low |
1.3328 |
1.3310 |
-0.0018 |
-0.1% |
1.3306 |
| Close |
1.3391 |
1.3344 |
-0.0047 |
-0.4% |
1.3388 |
| Range |
0.0076 |
0.0094 |
0.0018 |
23.7% |
0.0152 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.0% |
0.0000 |
| Volume |
1,219 |
2,540 |
1,321 |
108.4% |
6,666 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3635 |
1.3583 |
1.3396 |
|
| R3 |
1.3541 |
1.3489 |
1.3370 |
|
| R2 |
1.3447 |
1.3447 |
1.3361 |
|
| R1 |
1.3395 |
1.3395 |
1.3353 |
1.3374 |
| PP |
1.3353 |
1.3353 |
1.3353 |
1.3342 |
| S1 |
1.3301 |
1.3301 |
1.3335 |
1.3280 |
| S2 |
1.3259 |
1.3259 |
1.3327 |
|
| S3 |
1.3165 |
1.3207 |
1.3318 |
|
| S4 |
1.3071 |
1.3113 |
1.3292 |
|
|
| 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 |
1.3415 |
1.3306 |
0.0109 |
0.8% |
0.0071 |
0.5% |
35% |
False |
False |
1,751 |
| 10 |
1.3458 |
1.3212 |
0.0246 |
1.8% |
0.0085 |
0.6% |
54% |
False |
False |
1,409 |
| 20 |
1.3458 |
1.3200 |
0.0258 |
1.9% |
0.0079 |
0.6% |
56% |
False |
False |
987 |
| 40 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0090 |
0.7% |
84% |
False |
False |
691 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0089 |
0.7% |
84% |
False |
False |
532 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0084 |
0.6% |
84% |
False |
False |
406 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0081 |
0.6% |
84% |
False |
False |
329 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0078 |
0.6% |
84% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3804 |
|
2.618 |
1.3650 |
|
1.618 |
1.3556 |
|
1.000 |
1.3498 |
|
0.618 |
1.3462 |
|
HIGH |
1.3404 |
|
0.618 |
1.3368 |
|
0.500 |
1.3357 |
|
0.382 |
1.3346 |
|
LOW |
1.3310 |
|
0.618 |
1.3252 |
|
1.000 |
1.3216 |
|
1.618 |
1.3158 |
|
2.618 |
1.3064 |
|
4.250 |
1.2911 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3357 |
1.3357 |
| PP |
1.3353 |
1.3353 |
| S1 |
1.3348 |
1.3348 |
|