CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3350 |
1.3355 |
0.0005 |
0.0% |
1.3353 |
| High |
1.3395 |
1.3355 |
-0.0040 |
-0.3% |
1.3430 |
| Low |
1.3350 |
1.3313 |
-0.0037 |
-0.3% |
1.3323 |
| Close |
1.3395 |
1.3348 |
-0.0047 |
-0.4% |
1.3393 |
| Range |
0.0045 |
0.0042 |
-0.0003 |
-6.7% |
0.0107 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
4.2% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
19 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3465 |
1.3448 |
1.3371 |
|
| R3 |
1.3423 |
1.3406 |
1.3360 |
|
| R2 |
1.3381 |
1.3381 |
1.3356 |
|
| R1 |
1.3364 |
1.3364 |
1.3352 |
1.3352 |
| PP |
1.3339 |
1.3339 |
1.3339 |
1.3332 |
| S1 |
1.3322 |
1.3322 |
1.3344 |
1.3310 |
| S2 |
1.3297 |
1.3297 |
1.3340 |
|
| S3 |
1.3255 |
1.3280 |
1.3336 |
|
| S4 |
1.3213 |
1.3238 |
1.3325 |
|
|
| 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 |
1.3399 |
1.3313 |
0.0086 |
0.6% |
0.0033 |
0.3% |
41% |
False |
True |
4 |
| 10 |
1.3430 |
1.3250 |
0.0180 |
1.3% |
0.0037 |
0.3% |
54% |
False |
False |
3 |
| 20 |
1.3430 |
1.3209 |
0.0221 |
1.7% |
0.0034 |
0.3% |
63% |
False |
False |
5 |
| 40 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0038 |
0.3% |
87% |
False |
False |
9 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0040 |
0.3% |
87% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3534 |
|
2.618 |
1.3465 |
|
1.618 |
1.3423 |
|
1.000 |
1.3397 |
|
0.618 |
1.3381 |
|
HIGH |
1.3355 |
|
0.618 |
1.3339 |
|
0.500 |
1.3334 |
|
0.382 |
1.3329 |
|
LOW |
1.3313 |
|
0.618 |
1.3287 |
|
1.000 |
1.3271 |
|
1.618 |
1.3245 |
|
2.618 |
1.3203 |
|
4.250 |
1.3135 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3343 |
1.3354 |
| PP |
1.3339 |
1.3352 |
| S1 |
1.3334 |
1.3350 |
|