CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3260 |
1.3272 |
0.0012 |
0.1% |
1.3215 |
| High |
1.3281 |
1.3329 |
0.0048 |
0.4% |
1.3232 |
| Low |
1.3235 |
1.3248 |
0.0013 |
0.1% |
1.3110 |
| Close |
1.3272 |
1.3314 |
0.0042 |
0.3% |
1.3187 |
| Range |
0.0046 |
0.0081 |
0.0035 |
76.1% |
0.0122 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
62,252 |
104,490 |
42,238 |
67.9% |
36,745 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3540 |
1.3508 |
1.3359 |
|
| R3 |
1.3459 |
1.3427 |
1.3336 |
|
| R2 |
1.3378 |
1.3378 |
1.3329 |
|
| R1 |
1.3346 |
1.3346 |
1.3321 |
1.3362 |
| PP |
1.3297 |
1.3297 |
1.3297 |
1.3305 |
| S1 |
1.3265 |
1.3265 |
1.3307 |
1.3281 |
| S2 |
1.3216 |
1.3216 |
1.3299 |
|
| S3 |
1.3135 |
1.3184 |
1.3292 |
|
| S4 |
1.3054 |
1.3103 |
1.3269 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3542 |
1.3487 |
1.3254 |
|
| R3 |
1.3420 |
1.3365 |
1.3221 |
|
| R2 |
1.3298 |
1.3298 |
1.3209 |
|
| R1 |
1.3243 |
1.3243 |
1.3198 |
1.3210 |
| PP |
1.3176 |
1.3176 |
1.3176 |
1.3160 |
| S1 |
1.3121 |
1.3121 |
1.3176 |
1.3088 |
| S2 |
1.3054 |
1.3054 |
1.3165 |
|
| S3 |
1.2932 |
1.2999 |
1.3153 |
|
| S4 |
1.2810 |
1.2877 |
1.3120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3329 |
1.3110 |
0.0219 |
1.6% |
0.0087 |
0.7% |
93% |
True |
False |
45,087 |
| 10 |
1.3404 |
1.3110 |
0.0294 |
2.2% |
0.0089 |
0.7% |
69% |
False |
False |
25,650 |
| 20 |
1.3458 |
1.3110 |
0.0348 |
2.6% |
0.0084 |
0.6% |
59% |
False |
False |
13,432 |
| 40 |
1.3458 |
1.3080 |
0.0378 |
2.8% |
0.0080 |
0.6% |
62% |
False |
False |
6,968 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0091 |
0.7% |
79% |
False |
False |
4,747 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0087 |
0.7% |
79% |
False |
False |
3,577 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0081 |
0.6% |
79% |
False |
False |
2,867 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0081 |
0.6% |
79% |
False |
False |
2,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3673 |
|
2.618 |
1.3541 |
|
1.618 |
1.3460 |
|
1.000 |
1.3410 |
|
0.618 |
1.3379 |
|
HIGH |
1.3329 |
|
0.618 |
1.3298 |
|
0.500 |
1.3289 |
|
0.382 |
1.3279 |
|
LOW |
1.3248 |
|
0.618 |
1.3198 |
|
1.000 |
1.3167 |
|
1.618 |
1.3117 |
|
2.618 |
1.3036 |
|
4.250 |
1.2904 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3306 |
1.3293 |
| PP |
1.3297 |
1.3271 |
| S1 |
1.3289 |
1.3250 |
|