CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3374 |
1.3350 |
-0.0024 |
-0.2% |
1.3353 |
| High |
1.3383 |
1.3395 |
0.0012 |
0.1% |
1.3430 |
| Low |
1.3374 |
1.3350 |
-0.0024 |
-0.2% |
1.3323 |
| Close |
1.3383 |
1.3395 |
0.0012 |
0.1% |
1.3393 |
| Range |
0.0009 |
0.0045 |
0.0036 |
400.0% |
0.0107 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
7 |
1 |
-6 |
-85.7% |
19 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3515 |
1.3500 |
1.3420 |
|
| R3 |
1.3470 |
1.3455 |
1.3407 |
|
| R2 |
1.3425 |
1.3425 |
1.3403 |
|
| R1 |
1.3410 |
1.3410 |
1.3399 |
1.3418 |
| PP |
1.3380 |
1.3380 |
1.3380 |
1.3384 |
| S1 |
1.3365 |
1.3365 |
1.3391 |
1.3373 |
| S2 |
1.3335 |
1.3335 |
1.3387 |
|
| S3 |
1.3290 |
1.3320 |
1.3383 |
|
| S4 |
1.3245 |
1.3275 |
1.3370 |
|
|
| 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% |
0.0040 |
0.3% |
67% |
False |
False |
4 |
| 10 |
1.3430 |
1.3250 |
0.0180 |
1.3% |
0.0033 |
0.2% |
81% |
False |
False |
3 |
| 20 |
1.3430 |
1.3209 |
0.0221 |
1.6% |
0.0035 |
0.3% |
84% |
False |
False |
5 |
| 40 |
1.3430 |
1.2781 |
0.0649 |
4.8% |
0.0039 |
0.3% |
95% |
False |
False |
10 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.8% |
0.0040 |
0.3% |
95% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3586 |
|
2.618 |
1.3513 |
|
1.618 |
1.3468 |
|
1.000 |
1.3440 |
|
0.618 |
1.3423 |
|
HIGH |
1.3395 |
|
0.618 |
1.3378 |
|
0.500 |
1.3373 |
|
0.382 |
1.3367 |
|
LOW |
1.3350 |
|
0.618 |
1.3322 |
|
1.000 |
1.3305 |
|
1.618 |
1.3277 |
|
2.618 |
1.3232 |
|
4.250 |
1.3159 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3388 |
1.3388 |
| PP |
1.3380 |
1.3381 |
| S1 |
1.3373 |
1.3375 |
|