CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3358 |
1.3368 |
0.0010 |
0.1% |
1.3353 |
| High |
1.3363 |
1.3399 |
0.0036 |
0.3% |
1.3430 |
| Low |
1.3323 |
1.3368 |
0.0045 |
0.3% |
1.3323 |
| Close |
1.3363 |
1.3393 |
0.0030 |
0.2% |
1.3393 |
| Range |
0.0040 |
0.0031 |
-0.0009 |
-22.5% |
0.0107 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
7 |
5 |
-2 |
-28.6% |
19 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3480 |
1.3467 |
1.3410 |
|
| R3 |
1.3449 |
1.3436 |
1.3402 |
|
| R2 |
1.3418 |
1.3418 |
1.3399 |
|
| R1 |
1.3405 |
1.3405 |
1.3396 |
1.3412 |
| PP |
1.3387 |
1.3387 |
1.3387 |
1.3390 |
| S1 |
1.3374 |
1.3374 |
1.3390 |
1.3381 |
| S2 |
1.3356 |
1.3356 |
1.3387 |
|
| S3 |
1.3325 |
1.3343 |
1.3384 |
|
| S4 |
1.3294 |
1.3312 |
1.3376 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3703 |
1.3655 |
1.3452 |
|
| R3 |
1.3596 |
1.3548 |
1.3422 |
|
| R2 |
1.3489 |
1.3489 |
1.3413 |
|
| R1 |
1.3441 |
1.3441 |
1.3403 |
1.3465 |
| PP |
1.3382 |
1.3382 |
1.3382 |
1.3394 |
| S1 |
1.3334 |
1.3334 |
1.3383 |
1.3358 |
| S2 |
1.3275 |
1.3275 |
1.3373 |
|
| S3 |
1.3168 |
1.3227 |
1.3364 |
|
| S4 |
1.3061 |
1.3120 |
1.3334 |
|
|
| 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% |
0.0033 |
0.2% |
65% |
False |
False |
3 |
| 10 |
1.3430 |
1.3250 |
0.0180 |
1.3% |
0.0030 |
0.2% |
79% |
False |
False |
4 |
| 20 |
1.3430 |
1.3209 |
0.0221 |
1.7% |
0.0033 |
0.2% |
83% |
False |
False |
6 |
| 40 |
1.3430 |
1.2781 |
0.0649 |
4.8% |
0.0041 |
0.3% |
94% |
False |
False |
10 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.8% |
0.0039 |
0.3% |
94% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3531 |
|
2.618 |
1.3480 |
|
1.618 |
1.3449 |
|
1.000 |
1.3430 |
|
0.618 |
1.3418 |
|
HIGH |
1.3399 |
|
0.618 |
1.3387 |
|
0.500 |
1.3384 |
|
0.382 |
1.3380 |
|
LOW |
1.3368 |
|
0.618 |
1.3349 |
|
1.000 |
1.3337 |
|
1.618 |
1.3318 |
|
2.618 |
1.3287 |
|
4.250 |
1.3236 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3390 |
1.3388 |
| PP |
1.3387 |
1.3382 |
| S1 |
1.3384 |
1.3377 |
|