CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3395 |
1.3346 |
-0.0049 |
-0.4% |
1.3342 |
| High |
1.3404 |
1.3348 |
-0.0056 |
-0.4% |
1.3458 |
| Low |
1.3310 |
1.3225 |
-0.0085 |
-0.6% |
1.3306 |
| Close |
1.3344 |
1.3248 |
-0.0096 |
-0.7% |
1.3388 |
| Range |
0.0094 |
0.0123 |
0.0029 |
30.9% |
0.0152 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.4% |
0.0000 |
| Volume |
2,540 |
4,192 |
1,652 |
65.0% |
6,666 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3643 |
1.3568 |
1.3316 |
|
| R3 |
1.3520 |
1.3445 |
1.3282 |
|
| R2 |
1.3397 |
1.3397 |
1.3271 |
|
| R1 |
1.3322 |
1.3322 |
1.3259 |
1.3298 |
| PP |
1.3274 |
1.3274 |
1.3274 |
1.3262 |
| S1 |
1.3199 |
1.3199 |
1.3237 |
1.3175 |
| S2 |
1.3151 |
1.3151 |
1.3225 |
|
| S3 |
1.3028 |
1.3076 |
1.3214 |
|
| S4 |
1.2905 |
1.2953 |
1.3180 |
|
|
| 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 |
1.3225 |
0.0190 |
1.4% |
0.0081 |
0.6% |
12% |
False |
True |
2,288 |
| 10 |
1.3458 |
1.3225 |
0.0233 |
1.8% |
0.0082 |
0.6% |
10% |
False |
True |
1,778 |
| 20 |
1.3458 |
1.3201 |
0.0257 |
1.9% |
0.0080 |
0.6% |
18% |
False |
False |
1,162 |
| 40 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0091 |
0.7% |
70% |
False |
False |
791 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0091 |
0.7% |
70% |
False |
False |
601 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0085 |
0.6% |
70% |
False |
False |
459 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0081 |
0.6% |
70% |
False |
False |
371 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0079 |
0.6% |
70% |
False |
False |
312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3871 |
|
2.618 |
1.3670 |
|
1.618 |
1.3547 |
|
1.000 |
1.3471 |
|
0.618 |
1.3424 |
|
HIGH |
1.3348 |
|
0.618 |
1.3301 |
|
0.500 |
1.3287 |
|
0.382 |
1.3272 |
|
LOW |
1.3225 |
|
0.618 |
1.3149 |
|
1.000 |
1.3102 |
|
1.618 |
1.3026 |
|
2.618 |
1.2903 |
|
4.250 |
1.2702 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3287 |
1.3315 |
| PP |
1.3274 |
1.3292 |
| S1 |
1.3261 |
1.3270 |
|