CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3314 |
1.3306 |
-0.0008 |
-0.1% |
1.3181 |
| High |
1.3329 |
1.3327 |
-0.0002 |
0.0% |
1.3329 |
| Low |
1.3260 |
1.3257 |
-0.0003 |
0.0% |
1.3171 |
| Close |
1.3308 |
1.3310 |
0.0002 |
0.0% |
1.3310 |
| Range |
0.0069 |
0.0070 |
0.0001 |
1.4% |
0.0158 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
113,832 |
186,672 |
72,840 |
64.0% |
502,950 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3508 |
1.3479 |
1.3349 |
|
| R3 |
1.3438 |
1.3409 |
1.3329 |
|
| R2 |
1.3368 |
1.3368 |
1.3323 |
|
| R1 |
1.3339 |
1.3339 |
1.3316 |
1.3354 |
| PP |
1.3298 |
1.3298 |
1.3298 |
1.3305 |
| S1 |
1.3269 |
1.3269 |
1.3304 |
1.3284 |
| S2 |
1.3228 |
1.3228 |
1.3297 |
|
| S3 |
1.3158 |
1.3199 |
1.3291 |
|
| S4 |
1.3088 |
1.3129 |
1.3272 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3744 |
1.3685 |
1.3397 |
|
| R3 |
1.3586 |
1.3527 |
1.3353 |
|
| R2 |
1.3428 |
1.3428 |
1.3339 |
|
| R1 |
1.3369 |
1.3369 |
1.3324 |
1.3399 |
| PP |
1.3270 |
1.3270 |
1.3270 |
1.3285 |
| S1 |
1.3211 |
1.3211 |
1.3296 |
1.3241 |
| S2 |
1.3112 |
1.3112 |
1.3281 |
|
| S3 |
1.2954 |
1.3053 |
1.3267 |
|
| S4 |
1.2796 |
1.2895 |
1.3223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3329 |
1.3171 |
0.0158 |
1.2% |
0.0076 |
0.6% |
88% |
False |
False |
100,590 |
| 10 |
1.3329 |
1.3110 |
0.0219 |
1.6% |
0.0081 |
0.6% |
91% |
False |
False |
55,027 |
| 20 |
1.3458 |
1.3110 |
0.0348 |
2.6% |
0.0082 |
0.6% |
57% |
False |
False |
28,402 |
| 40 |
1.3458 |
1.3101 |
0.0357 |
2.7% |
0.0080 |
0.6% |
59% |
False |
False |
14,466 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0090 |
0.7% |
79% |
False |
False |
9,751 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0088 |
0.7% |
79% |
False |
False |
7,332 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0082 |
0.6% |
79% |
False |
False |
5,872 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0080 |
0.6% |
79% |
False |
False |
4,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3625 |
|
2.618 |
1.3510 |
|
1.618 |
1.3440 |
|
1.000 |
1.3397 |
|
0.618 |
1.3370 |
|
HIGH |
1.3327 |
|
0.618 |
1.3300 |
|
0.500 |
1.3292 |
|
0.382 |
1.3284 |
|
LOW |
1.3257 |
|
0.618 |
1.3214 |
|
1.000 |
1.3187 |
|
1.618 |
1.3144 |
|
2.618 |
1.3074 |
|
4.250 |
1.2960 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3304 |
1.3303 |
| PP |
1.3298 |
1.3296 |
| S1 |
1.3292 |
1.3289 |
|