CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3258 |
1.3203 |
-0.0055 |
-0.4% |
1.3374 |
| High |
1.3258 |
1.3203 |
-0.0055 |
-0.4% |
1.3395 |
| Low |
1.3202 |
1.3162 |
-0.0040 |
-0.3% |
1.3202 |
| Close |
1.3217 |
1.3178 |
-0.0039 |
-0.3% |
1.3217 |
| Range |
0.0056 |
0.0041 |
-0.0015 |
-26.8% |
0.0193 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
4 |
6 |
2 |
50.0% |
20 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3304 |
1.3282 |
1.3201 |
|
| R3 |
1.3263 |
1.3241 |
1.3189 |
|
| R2 |
1.3222 |
1.3222 |
1.3186 |
|
| R1 |
1.3200 |
1.3200 |
1.3182 |
1.3191 |
| PP |
1.3181 |
1.3181 |
1.3181 |
1.3176 |
| S1 |
1.3159 |
1.3159 |
1.3174 |
1.3150 |
| S2 |
1.3140 |
1.3140 |
1.3170 |
|
| S3 |
1.3099 |
1.3118 |
1.3167 |
|
| S4 |
1.3058 |
1.3077 |
1.3155 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3850 |
1.3727 |
1.3323 |
|
| R3 |
1.3657 |
1.3534 |
1.3270 |
|
| R2 |
1.3464 |
1.3464 |
1.3252 |
|
| R1 |
1.3341 |
1.3341 |
1.3235 |
1.3306 |
| PP |
1.3271 |
1.3271 |
1.3271 |
1.3254 |
| S1 |
1.3148 |
1.3148 |
1.3199 |
1.3113 |
| S2 |
1.3078 |
1.3078 |
1.3182 |
|
| S3 |
1.2885 |
1.2955 |
1.3164 |
|
| S4 |
1.2692 |
1.2762 |
1.3111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3395 |
1.3162 |
0.0233 |
1.8% |
0.0044 |
0.3% |
7% |
False |
True |
3 |
| 10 |
1.3430 |
1.3162 |
0.0268 |
2.0% |
0.0039 |
0.3% |
6% |
False |
True |
4 |
| 20 |
1.3430 |
1.3162 |
0.0268 |
2.0% |
0.0030 |
0.2% |
6% |
False |
True |
4 |
| 40 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0033 |
0.3% |
61% |
False |
False |
7 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0039 |
0.3% |
61% |
False |
False |
8 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0033 |
0.3% |
61% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3377 |
|
2.618 |
1.3310 |
|
1.618 |
1.3269 |
|
1.000 |
1.3244 |
|
0.618 |
1.3228 |
|
HIGH |
1.3203 |
|
0.618 |
1.3187 |
|
0.500 |
1.3183 |
|
0.382 |
1.3178 |
|
LOW |
1.3162 |
|
0.618 |
1.3137 |
|
1.000 |
1.3121 |
|
1.618 |
1.3096 |
|
2.618 |
1.3055 |
|
4.250 |
1.2988 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3183 |
1.3221 |
| PP |
1.3181 |
1.3207 |
| S1 |
1.3180 |
1.3192 |
|