CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3295 |
1.3283 |
-0.0012 |
-0.1% |
1.3201 |
| High |
1.3360 |
1.3283 |
-0.0077 |
-0.6% |
1.3291 |
| Low |
1.3295 |
1.3209 |
-0.0086 |
-0.6% |
1.3193 |
| Close |
1.3351 |
1.3227 |
-0.0124 |
-0.9% |
1.3291 |
| Range |
0.0065 |
0.0074 |
0.0009 |
13.8% |
0.0098 |
| ATR |
0.0059 |
0.0065 |
0.0006 |
9.9% |
0.0000 |
| Volume |
5 |
11 |
6 |
120.0% |
54 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3462 |
1.3418 |
1.3268 |
|
| R3 |
1.3388 |
1.3344 |
1.3247 |
|
| R2 |
1.3314 |
1.3314 |
1.3241 |
|
| R1 |
1.3270 |
1.3270 |
1.3234 |
1.3255 |
| PP |
1.3240 |
1.3240 |
1.3240 |
1.3232 |
| S1 |
1.3196 |
1.3196 |
1.3220 |
1.3181 |
| S2 |
1.3166 |
1.3166 |
1.3213 |
|
| S3 |
1.3092 |
1.3122 |
1.3207 |
|
| S4 |
1.3018 |
1.3048 |
1.3186 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3552 |
1.3520 |
1.3345 |
|
| R3 |
1.3454 |
1.3422 |
1.3318 |
|
| R2 |
1.3356 |
1.3356 |
1.3309 |
|
| R1 |
1.3324 |
1.3324 |
1.3300 |
1.3340 |
| PP |
1.3258 |
1.3258 |
1.3258 |
1.3267 |
| S1 |
1.3226 |
1.3226 |
1.3282 |
1.3242 |
| S2 |
1.3160 |
1.3160 |
1.3273 |
|
| S3 |
1.3062 |
1.3128 |
1.3264 |
|
| S4 |
1.2964 |
1.3030 |
1.3237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3360 |
1.3209 |
0.0151 |
1.1% |
0.0032 |
0.2% |
12% |
False |
True |
19 |
| 10 |
1.3360 |
1.3109 |
0.0251 |
1.9% |
0.0037 |
0.3% |
47% |
False |
False |
13 |
| 20 |
1.3360 |
1.2781 |
0.0579 |
4.4% |
0.0041 |
0.3% |
77% |
False |
False |
13 |
| 40 |
1.3425 |
1.2781 |
0.0644 |
4.9% |
0.0045 |
0.3% |
69% |
False |
False |
10 |
| 60 |
1.3425 |
1.2781 |
0.0644 |
4.9% |
0.0034 |
0.3% |
69% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3598 |
|
2.618 |
1.3477 |
|
1.618 |
1.3403 |
|
1.000 |
1.3357 |
|
0.618 |
1.3329 |
|
HIGH |
1.3283 |
|
0.618 |
1.3255 |
|
0.500 |
1.3246 |
|
0.382 |
1.3237 |
|
LOW |
1.3209 |
|
0.618 |
1.3163 |
|
1.000 |
1.3135 |
|
1.618 |
1.3089 |
|
2.618 |
1.3015 |
|
4.250 |
1.2895 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3246 |
1.3285 |
| PP |
1.3240 |
1.3265 |
| S1 |
1.3233 |
1.3246 |
|