CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3346 |
1.3245 |
-0.0101 |
-0.8% |
1.3387 |
| High |
1.3348 |
1.3260 |
-0.0088 |
-0.7% |
1.3404 |
| Low |
1.3225 |
1.3179 |
-0.0046 |
-0.3% |
1.3179 |
| Close |
1.3248 |
1.3213 |
-0.0035 |
-0.3% |
1.3213 |
| Range |
0.0123 |
0.0081 |
-0.0042 |
-34.1% |
0.0225 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
4,192 |
10,579 |
6,387 |
152.4% |
19,909 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3460 |
1.3418 |
1.3258 |
|
| R3 |
1.3379 |
1.3337 |
1.3235 |
|
| R2 |
1.3298 |
1.3298 |
1.3228 |
|
| R1 |
1.3256 |
1.3256 |
1.3220 |
1.3237 |
| PP |
1.3217 |
1.3217 |
1.3217 |
1.3208 |
| S1 |
1.3175 |
1.3175 |
1.3206 |
1.3156 |
| S2 |
1.3136 |
1.3136 |
1.3198 |
|
| S3 |
1.3055 |
1.3094 |
1.3191 |
|
| S4 |
1.2974 |
1.3013 |
1.3168 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3940 |
1.3802 |
1.3337 |
|
| R3 |
1.3715 |
1.3577 |
1.3275 |
|
| R2 |
1.3490 |
1.3490 |
1.3254 |
|
| R1 |
1.3352 |
1.3352 |
1.3234 |
1.3309 |
| PP |
1.3265 |
1.3265 |
1.3265 |
1.3244 |
| S1 |
1.3127 |
1.3127 |
1.3192 |
1.3084 |
| S2 |
1.3040 |
1.3040 |
1.3172 |
|
| S3 |
1.2815 |
1.2902 |
1.3151 |
|
| S4 |
1.2590 |
1.2677 |
1.3089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3404 |
1.3179 |
0.0225 |
1.7% |
0.0082 |
0.6% |
15% |
False |
True |
3,981 |
| 10 |
1.3458 |
1.3179 |
0.0279 |
2.1% |
0.0083 |
0.6% |
12% |
False |
True |
2,657 |
| 20 |
1.3458 |
1.3179 |
0.0279 |
2.1% |
0.0079 |
0.6% |
12% |
False |
True |
1,678 |
| 40 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0088 |
0.7% |
65% |
False |
False |
1,047 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0089 |
0.7% |
65% |
False |
False |
777 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0086 |
0.6% |
65% |
False |
False |
591 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0081 |
0.6% |
65% |
False |
False |
477 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0080 |
0.6% |
65% |
False |
False |
400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3604 |
|
2.618 |
1.3472 |
|
1.618 |
1.3391 |
|
1.000 |
1.3341 |
|
0.618 |
1.3310 |
|
HIGH |
1.3260 |
|
0.618 |
1.3229 |
|
0.500 |
1.3220 |
|
0.382 |
1.3210 |
|
LOW |
1.3179 |
|
0.618 |
1.3129 |
|
1.000 |
1.3098 |
|
1.618 |
1.3048 |
|
2.618 |
1.2967 |
|
4.250 |
1.2835 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3220 |
1.3292 |
| PP |
1.3217 |
1.3265 |
| S1 |
1.3215 |
1.3239 |
|