CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3355 |
1.3280 |
-0.0075 |
-0.6% |
1.3353 |
| High |
1.3355 |
1.3280 |
-0.0075 |
-0.6% |
1.3430 |
| Low |
1.3313 |
1.3244 |
-0.0069 |
-0.5% |
1.3323 |
| Close |
1.3348 |
1.3252 |
-0.0096 |
-0.7% |
1.3393 |
| Range |
0.0042 |
0.0036 |
-0.0006 |
-14.3% |
0.0107 |
| ATR |
0.0054 |
0.0057 |
0.0004 |
6.7% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
19 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3367 |
1.3345 |
1.3272 |
|
| R3 |
1.3331 |
1.3309 |
1.3262 |
|
| R2 |
1.3295 |
1.3295 |
1.3259 |
|
| R1 |
1.3273 |
1.3273 |
1.3255 |
1.3266 |
| PP |
1.3259 |
1.3259 |
1.3259 |
1.3255 |
| S1 |
1.3237 |
1.3237 |
1.3249 |
1.3230 |
| S2 |
1.3223 |
1.3223 |
1.3245 |
|
| S3 |
1.3187 |
1.3201 |
1.3242 |
|
| S4 |
1.3151 |
1.3165 |
1.3232 |
|
|
| 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 |
1.3244 |
0.0155 |
1.2% |
0.0033 |
0.2% |
5% |
False |
True |
4 |
| 10 |
1.3430 |
1.3244 |
0.0186 |
1.4% |
0.0030 |
0.2% |
4% |
False |
True |
3 |
| 20 |
1.3430 |
1.3219 |
0.0211 |
1.6% |
0.0032 |
0.2% |
16% |
False |
False |
4 |
| 40 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0036 |
0.3% |
73% |
False |
False |
9 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0040 |
0.3% |
73% |
False |
False |
8 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0034 |
0.3% |
73% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3433 |
|
2.618 |
1.3374 |
|
1.618 |
1.3338 |
|
1.000 |
1.3316 |
|
0.618 |
1.3302 |
|
HIGH |
1.3280 |
|
0.618 |
1.3266 |
|
0.500 |
1.3262 |
|
0.382 |
1.3258 |
|
LOW |
1.3244 |
|
0.618 |
1.3222 |
|
1.000 |
1.3208 |
|
1.618 |
1.3186 |
|
2.618 |
1.3150 |
|
4.250 |
1.3091 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3262 |
1.3320 |
| PP |
1.3259 |
1.3297 |
| S1 |
1.3255 |
1.3275 |
|