CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3421 |
0.0011 |
0.1% |
1.3300 |
| High |
1.3430 |
1.3430 |
0.0000 |
0.0% |
1.3358 |
| Low |
1.3410 |
1.3356 |
-0.0054 |
-0.4% |
1.3250 |
| Close |
1.3430 |
1.3385 |
-0.0045 |
-0.3% |
1.3346 |
| Range |
0.0020 |
0.0074 |
0.0054 |
270.0% |
0.0108 |
| ATR |
0.0054 |
0.0056 |
0.0001 |
2.6% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
21 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3612 |
1.3573 |
1.3426 |
|
| R3 |
1.3538 |
1.3499 |
1.3405 |
|
| R2 |
1.3464 |
1.3464 |
1.3399 |
|
| R1 |
1.3425 |
1.3425 |
1.3392 |
1.3408 |
| PP |
1.3390 |
1.3390 |
1.3390 |
1.3382 |
| S1 |
1.3351 |
1.3351 |
1.3378 |
1.3334 |
| S2 |
1.3316 |
1.3316 |
1.3371 |
|
| S3 |
1.3242 |
1.3277 |
1.3365 |
|
| S4 |
1.3168 |
1.3203 |
1.3344 |
|
|
| 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% |
0.0040 |
0.3% |
75% |
True |
False |
2 |
| 10 |
1.3430 |
1.3250 |
0.0180 |
1.3% |
0.0026 |
0.2% |
75% |
True |
False |
4 |
| 20 |
1.3430 |
1.3205 |
0.0225 |
1.7% |
0.0032 |
0.2% |
80% |
True |
False |
8 |
| 40 |
1.3430 |
1.2781 |
0.0649 |
4.8% |
0.0041 |
0.3% |
93% |
True |
False |
10 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.8% |
0.0038 |
0.3% |
93% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3745 |
|
2.618 |
1.3624 |
|
1.618 |
1.3550 |
|
1.000 |
1.3504 |
|
0.618 |
1.3476 |
|
HIGH |
1.3430 |
|
0.618 |
1.3402 |
|
0.500 |
1.3393 |
|
0.382 |
1.3384 |
|
LOW |
1.3356 |
|
0.618 |
1.3310 |
|
1.000 |
1.3282 |
|
1.618 |
1.3236 |
|
2.618 |
1.3162 |
|
4.250 |
1.3042 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3393 |
1.3392 |
| PP |
1.3390 |
1.3389 |
| S1 |
1.3388 |
1.3387 |
|