CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3270 |
1.3250 |
-0.0020 |
-0.2% |
1.3299 |
| High |
1.3270 |
1.3358 |
0.0088 |
0.7% |
1.3405 |
| Low |
1.3270 |
1.3250 |
-0.0020 |
-0.2% |
1.3243 |
| Close |
1.3270 |
1.3358 |
0.0088 |
0.7% |
1.3351 |
| Range |
0.0000 |
0.0108 |
0.0108 |
|
0.0162 |
| ATR |
0.0056 |
0.0059 |
0.0004 |
6.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
35 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3646 |
1.3610 |
1.3417 |
|
| R3 |
1.3538 |
1.3502 |
1.3388 |
|
| R2 |
1.3430 |
1.3430 |
1.3378 |
|
| R1 |
1.3394 |
1.3394 |
1.3368 |
1.3412 |
| PP |
1.3322 |
1.3322 |
1.3322 |
1.3331 |
| S1 |
1.3286 |
1.3286 |
1.3348 |
1.3304 |
| S2 |
1.3214 |
1.3214 |
1.3338 |
|
| S3 |
1.3106 |
1.3178 |
1.3328 |
|
| S4 |
1.2998 |
1.3070 |
1.3299 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3819 |
1.3747 |
1.3440 |
|
| R3 |
1.3657 |
1.3585 |
1.3396 |
|
| R2 |
1.3495 |
1.3495 |
1.3381 |
|
| R1 |
1.3423 |
1.3423 |
1.3366 |
1.3459 |
| PP |
1.3333 |
1.3333 |
1.3333 |
1.3351 |
| S1 |
1.3261 |
1.3261 |
1.3336 |
1.3297 |
| S2 |
1.3171 |
1.3171 |
1.3321 |
|
| S3 |
1.3009 |
1.3099 |
1.3306 |
|
| S4 |
1.2847 |
1.2937 |
1.3262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3358 |
1.3250 |
0.0108 |
0.8% |
0.0026 |
0.2% |
100% |
True |
True |
5 |
| 10 |
1.3405 |
1.3219 |
0.0186 |
1.4% |
0.0034 |
0.3% |
75% |
False |
False |
5 |
| 20 |
1.3405 |
1.3109 |
0.0296 |
2.2% |
0.0035 |
0.3% |
84% |
False |
False |
9 |
| 40 |
1.3405 |
1.2781 |
0.0624 |
4.7% |
0.0043 |
0.3% |
92% |
False |
False |
11 |
| 60 |
1.3425 |
1.2781 |
0.0644 |
4.8% |
0.0037 |
0.3% |
90% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3817 |
|
2.618 |
1.3641 |
|
1.618 |
1.3533 |
|
1.000 |
1.3466 |
|
0.618 |
1.3425 |
|
HIGH |
1.3358 |
|
0.618 |
1.3317 |
|
0.500 |
1.3304 |
|
0.382 |
1.3291 |
|
LOW |
1.3250 |
|
0.618 |
1.3183 |
|
1.000 |
1.3142 |
|
1.618 |
1.3075 |
|
2.618 |
1.2967 |
|
4.250 |
1.2791 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3340 |
1.3340 |
| PP |
1.3322 |
1.3322 |
| S1 |
1.3304 |
1.3304 |
|