CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3353 |
1.3410 |
0.0057 |
0.4% |
1.3300 |
| High |
1.3353 |
1.3430 |
0.0077 |
0.6% |
1.3358 |
| Low |
1.3353 |
1.3410 |
0.0057 |
0.4% |
1.3250 |
| Close |
1.3353 |
1.3430 |
0.0077 |
0.6% |
1.3346 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0108 |
| ATR |
0.0053 |
0.0054 |
0.0002 |
3.3% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
21 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3483 |
1.3477 |
1.3441 |
|
| R3 |
1.3463 |
1.3457 |
1.3436 |
|
| R2 |
1.3443 |
1.3443 |
1.3434 |
|
| R1 |
1.3437 |
1.3437 |
1.3432 |
1.3440 |
| PP |
1.3423 |
1.3423 |
1.3423 |
1.3425 |
| S1 |
1.3417 |
1.3417 |
1.3428 |
1.3420 |
| S2 |
1.3403 |
1.3403 |
1.3426 |
|
| S3 |
1.3383 |
1.3397 |
1.3425 |
|
| S4 |
1.3363 |
1.3377 |
1.3419 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3642 |
1.3602 |
1.3405 |
|
| R3 |
1.3534 |
1.3494 |
1.3376 |
|
| R2 |
1.3426 |
1.3426 |
1.3366 |
|
| R1 |
1.3386 |
1.3386 |
1.3356 |
1.3406 |
| PP |
1.3318 |
1.3318 |
1.3318 |
1.3328 |
| S1 |
1.3278 |
1.3278 |
1.3336 |
1.3298 |
| S2 |
1.3210 |
1.3210 |
1.3326 |
|
| S3 |
1.3102 |
1.3170 |
1.3316 |
|
| S4 |
1.2994 |
1.3062 |
1.3287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3430 |
1.3250 |
0.0180 |
1.3% |
0.0026 |
0.2% |
100% |
True |
False |
2 |
| 10 |
1.3430 |
1.3250 |
0.0180 |
1.3% |
0.0022 |
0.2% |
100% |
True |
False |
4 |
| 20 |
1.3430 |
1.3205 |
0.0225 |
1.7% |
0.0031 |
0.2% |
100% |
True |
False |
8 |
| 40 |
1.3430 |
1.2781 |
0.0649 |
4.8% |
0.0041 |
0.3% |
100% |
True |
False |
11 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.8% |
0.0037 |
0.3% |
100% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3515 |
|
2.618 |
1.3482 |
|
1.618 |
1.3462 |
|
1.000 |
1.3450 |
|
0.618 |
1.3442 |
|
HIGH |
1.3430 |
|
0.618 |
1.3422 |
|
0.500 |
1.3420 |
|
0.382 |
1.3418 |
|
LOW |
1.3410 |
|
0.618 |
1.3398 |
|
1.000 |
1.3390 |
|
1.618 |
1.3378 |
|
2.618 |
1.3358 |
|
4.250 |
1.3325 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3427 |
1.3416 |
| PP |
1.3423 |
1.3402 |
| S1 |
1.3420 |
1.3388 |
|