CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3219 |
1.3299 |
0.0080 |
0.6% |
1.3260 |
| High |
1.3300 |
1.3299 |
-0.0001 |
0.0% |
1.3360 |
| Low |
1.3219 |
1.3243 |
0.0024 |
0.2% |
1.3209 |
| Close |
1.3299 |
1.3271 |
-0.0028 |
-0.2% |
1.3299 |
| Range |
0.0081 |
0.0056 |
-0.0025 |
-30.9% |
0.0151 |
| ATR |
0.0066 |
0.0066 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
4 |
13 |
9 |
225.0% |
62 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3439 |
1.3411 |
1.3302 |
|
| R3 |
1.3383 |
1.3355 |
1.3286 |
|
| R2 |
1.3327 |
1.3327 |
1.3281 |
|
| R1 |
1.3299 |
1.3299 |
1.3276 |
1.3285 |
| PP |
1.3271 |
1.3271 |
1.3271 |
1.3264 |
| S1 |
1.3243 |
1.3243 |
1.3266 |
1.3229 |
| S2 |
1.3215 |
1.3215 |
1.3261 |
|
| S3 |
1.3159 |
1.3187 |
1.3256 |
|
| S4 |
1.3103 |
1.3131 |
1.3240 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3742 |
1.3672 |
1.3382 |
|
| R3 |
1.3591 |
1.3521 |
1.3341 |
|
| R2 |
1.3440 |
1.3440 |
1.3327 |
|
| R1 |
1.3370 |
1.3370 |
1.3313 |
1.3405 |
| PP |
1.3289 |
1.3289 |
1.3289 |
1.3307 |
| S1 |
1.3219 |
1.3219 |
1.3285 |
1.3254 |
| S2 |
1.3138 |
1.3138 |
1.3271 |
|
| S3 |
1.2987 |
1.3068 |
1.3257 |
|
| S4 |
1.2836 |
1.2917 |
1.3216 |
|
|
| 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% |
0.0055 |
0.4% |
41% |
False |
False |
7 |
| 10 |
1.3360 |
1.3193 |
0.0167 |
1.3% |
0.0046 |
0.3% |
47% |
False |
False |
12 |
| 20 |
1.3360 |
1.2781 |
0.0579 |
4.4% |
0.0036 |
0.3% |
85% |
False |
False |
11 |
| 40 |
1.3425 |
1.2781 |
0.0644 |
4.9% |
0.0044 |
0.3% |
76% |
False |
False |
10 |
| 60 |
1.3425 |
1.2781 |
0.0644 |
4.9% |
0.0035 |
0.3% |
76% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3537 |
|
2.618 |
1.3446 |
|
1.618 |
1.3390 |
|
1.000 |
1.3355 |
|
0.618 |
1.3334 |
|
HIGH |
1.3299 |
|
0.618 |
1.3278 |
|
0.500 |
1.3271 |
|
0.382 |
1.3264 |
|
LOW |
1.3243 |
|
0.618 |
1.3208 |
|
1.000 |
1.3187 |
|
1.618 |
1.3152 |
|
2.618 |
1.3096 |
|
4.250 |
1.3005 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3271 |
1.3266 |
| PP |
1.3271 |
1.3260 |
| S1 |
1.3271 |
1.3255 |
|