CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3317 |
1.3323 |
0.0006 |
0.0% |
1.3260 |
| High |
1.3317 |
1.3352 |
0.0035 |
0.3% |
1.3360 |
| Low |
1.3317 |
1.3323 |
0.0006 |
0.0% |
1.3209 |
| Close |
1.3317 |
1.3344 |
0.0027 |
0.2% |
1.3299 |
| Range |
0.0000 |
0.0029 |
0.0029 |
|
0.0151 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
7 |
1 |
-6 |
-85.7% |
62 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3427 |
1.3414 |
1.3360 |
|
| R3 |
1.3398 |
1.3385 |
1.3352 |
|
| R2 |
1.3369 |
1.3369 |
1.3349 |
|
| R1 |
1.3356 |
1.3356 |
1.3347 |
1.3363 |
| PP |
1.3340 |
1.3340 |
1.3340 |
1.3343 |
| S1 |
1.3327 |
1.3327 |
1.3341 |
1.3334 |
| S2 |
1.3311 |
1.3311 |
1.3339 |
|
| S3 |
1.3282 |
1.3298 |
1.3336 |
|
| S4 |
1.3253 |
1.3269 |
1.3328 |
|
|
| 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 |
1.3352 |
1.3209 |
0.0143 |
1.1% |
0.0048 |
0.4% |
94% |
True |
False |
7 |
| 10 |
1.3360 |
1.3205 |
0.0155 |
1.2% |
0.0038 |
0.3% |
90% |
False |
False |
12 |
| 20 |
1.3360 |
1.3070 |
0.0290 |
2.2% |
0.0033 |
0.2% |
94% |
False |
False |
11 |
| 40 |
1.3425 |
1.2781 |
0.0644 |
4.8% |
0.0045 |
0.3% |
87% |
False |
False |
11 |
| 60 |
1.3425 |
1.2781 |
0.0644 |
4.8% |
0.0034 |
0.3% |
87% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3475 |
|
2.618 |
1.3428 |
|
1.618 |
1.3399 |
|
1.000 |
1.3381 |
|
0.618 |
1.3370 |
|
HIGH |
1.3352 |
|
0.618 |
1.3341 |
|
0.500 |
1.3338 |
|
0.382 |
1.3334 |
|
LOW |
1.3323 |
|
0.618 |
1.3305 |
|
1.000 |
1.3294 |
|
1.618 |
1.3276 |
|
2.618 |
1.3247 |
|
4.250 |
1.3200 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3342 |
1.3329 |
| PP |
1.3340 |
1.3313 |
| S1 |
1.3338 |
1.3298 |
|