CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3421 |
1.3358 |
-0.0063 |
-0.5% |
1.3300 |
| High |
1.3430 |
1.3363 |
-0.0067 |
-0.5% |
1.3358 |
| Low |
1.3356 |
1.3323 |
-0.0033 |
-0.2% |
1.3250 |
| Close |
1.3385 |
1.3363 |
-0.0022 |
-0.2% |
1.3346 |
| Range |
0.0074 |
0.0040 |
-0.0034 |
-45.9% |
0.0108 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.8% |
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
21 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3456 |
1.3385 |
|
| R3 |
1.3430 |
1.3416 |
1.3374 |
|
| R2 |
1.3390 |
1.3390 |
1.3370 |
|
| R1 |
1.3376 |
1.3376 |
1.3367 |
1.3383 |
| PP |
1.3350 |
1.3350 |
1.3350 |
1.3353 |
| S1 |
1.3336 |
1.3336 |
1.3359 |
1.3343 |
| S2 |
1.3310 |
1.3310 |
1.3356 |
|
| S3 |
1.3270 |
1.3296 |
1.3352 |
|
| S4 |
1.3230 |
1.3256 |
1.3341 |
|
|
| 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 |
1.3323 |
0.0107 |
0.8% |
0.0027 |
0.2% |
37% |
False |
True |
3 |
| 10 |
1.3430 |
1.3250 |
0.0180 |
1.3% |
0.0027 |
0.2% |
63% |
False |
False |
4 |
| 20 |
1.3430 |
1.3209 |
0.0221 |
1.7% |
0.0032 |
0.2% |
70% |
False |
False |
8 |
| 40 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0041 |
0.3% |
90% |
False |
False |
10 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0039 |
0.3% |
90% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3533 |
|
2.618 |
1.3468 |
|
1.618 |
1.3428 |
|
1.000 |
1.3403 |
|
0.618 |
1.3388 |
|
HIGH |
1.3363 |
|
0.618 |
1.3348 |
|
0.500 |
1.3343 |
|
0.382 |
1.3338 |
|
LOW |
1.3323 |
|
0.618 |
1.3298 |
|
1.000 |
1.3283 |
|
1.618 |
1.3258 |
|
2.618 |
1.3218 |
|
4.250 |
1.3153 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3356 |
1.3377 |
| PP |
1.3350 |
1.3372 |
| S1 |
1.3343 |
1.3368 |
|