CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3245 |
1.3215 |
-0.0030 |
-0.2% |
1.3387 |
| High |
1.3260 |
1.3232 |
-0.0028 |
-0.2% |
1.3404 |
| Low |
1.3179 |
1.3135 |
-0.0044 |
-0.3% |
1.3179 |
| Close |
1.3213 |
1.3174 |
-0.0039 |
-0.3% |
1.3213 |
| Range |
0.0081 |
0.0097 |
0.0016 |
19.8% |
0.0225 |
| ATR |
0.0086 |
0.0086 |
0.0001 |
0.9% |
0.0000 |
| Volume |
10,579 |
4,781 |
-5,798 |
-54.8% |
19,909 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3471 |
1.3420 |
1.3227 |
|
| R3 |
1.3374 |
1.3323 |
1.3201 |
|
| R2 |
1.3277 |
1.3277 |
1.3192 |
|
| R1 |
1.3226 |
1.3226 |
1.3183 |
1.3203 |
| PP |
1.3180 |
1.3180 |
1.3180 |
1.3169 |
| S1 |
1.3129 |
1.3129 |
1.3165 |
1.3106 |
| S2 |
1.3083 |
1.3083 |
1.3156 |
|
| S3 |
1.2986 |
1.3032 |
1.3147 |
|
| S4 |
1.2889 |
1.2935 |
1.3121 |
|
|
| 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 |
1.3135 |
0.0269 |
2.0% |
0.0094 |
0.7% |
14% |
False |
True |
4,662 |
| 10 |
1.3458 |
1.3135 |
0.0323 |
2.5% |
0.0087 |
0.7% |
12% |
False |
True |
3,068 |
| 20 |
1.3458 |
1.3135 |
0.0323 |
2.5% |
0.0080 |
0.6% |
12% |
False |
True |
1,900 |
| 40 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0089 |
0.7% |
59% |
False |
False |
1,143 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0090 |
0.7% |
59% |
False |
False |
854 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0085 |
0.6% |
59% |
False |
False |
650 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0082 |
0.6% |
59% |
False |
False |
524 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0080 |
0.6% |
59% |
False |
False |
439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3644 |
|
2.618 |
1.3486 |
|
1.618 |
1.3389 |
|
1.000 |
1.3329 |
|
0.618 |
1.3292 |
|
HIGH |
1.3232 |
|
0.618 |
1.3195 |
|
0.500 |
1.3184 |
|
0.382 |
1.3172 |
|
LOW |
1.3135 |
|
0.618 |
1.3075 |
|
1.000 |
1.3038 |
|
1.618 |
1.2978 |
|
2.618 |
1.2881 |
|
4.250 |
1.2723 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3184 |
1.3242 |
| PP |
1.3180 |
1.3219 |
| S1 |
1.3177 |
1.3197 |
|