CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3215 |
1.3175 |
-0.0040 |
-0.3% |
1.3387 |
| High |
1.3232 |
1.3223 |
-0.0009 |
-0.1% |
1.3404 |
| Low |
1.3135 |
1.3163 |
0.0028 |
0.2% |
1.3179 |
| Close |
1.3174 |
1.3212 |
0.0038 |
0.3% |
1.3213 |
| Range |
0.0097 |
0.0060 |
-0.0037 |
-38.1% |
0.0225 |
| ATR |
0.0086 |
0.0085 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
4,781 |
8,971 |
4,190 |
87.6% |
19,909 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3379 |
1.3356 |
1.3245 |
|
| R3 |
1.3319 |
1.3296 |
1.3229 |
|
| R2 |
1.3259 |
1.3259 |
1.3223 |
|
| R1 |
1.3236 |
1.3236 |
1.3218 |
1.3248 |
| PP |
1.3199 |
1.3199 |
1.3199 |
1.3205 |
| S1 |
1.3176 |
1.3176 |
1.3207 |
1.3188 |
| S2 |
1.3139 |
1.3139 |
1.3201 |
|
| S3 |
1.3079 |
1.3116 |
1.3196 |
|
| S4 |
1.3019 |
1.3056 |
1.3179 |
|
|
| 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% |
0.0091 |
0.7% |
29% |
False |
False |
6,212 |
| 10 |
1.3432 |
1.3135 |
0.0297 |
2.2% |
0.0080 |
0.6% |
26% |
False |
False |
3,914 |
| 20 |
1.3458 |
1.3135 |
0.0323 |
2.4% |
0.0080 |
0.6% |
24% |
False |
False |
2,336 |
| 40 |
1.3458 |
1.2775 |
0.0683 |
5.2% |
0.0087 |
0.7% |
64% |
False |
False |
1,365 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0090 |
0.7% |
65% |
False |
False |
1,001 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0085 |
0.6% |
65% |
False |
False |
762 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0082 |
0.6% |
65% |
False |
False |
614 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0080 |
0.6% |
65% |
False |
False |
514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3478 |
|
2.618 |
1.3380 |
|
1.618 |
1.3320 |
|
1.000 |
1.3283 |
|
0.618 |
1.3260 |
|
HIGH |
1.3223 |
|
0.618 |
1.3200 |
|
0.500 |
1.3193 |
|
0.382 |
1.3186 |
|
LOW |
1.3163 |
|
0.618 |
1.3126 |
|
1.000 |
1.3103 |
|
1.618 |
1.3066 |
|
2.618 |
1.3006 |
|
4.250 |
1.2908 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3206 |
1.3207 |
| PP |
1.3199 |
1.3202 |
| S1 |
1.3193 |
1.3198 |
|