CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3214 |
1.3286 |
0.0072 |
0.5% |
1.3284 |
| High |
1.3297 |
1.3303 |
0.0006 |
0.0% |
1.3347 |
| Low |
1.3187 |
1.3234 |
0.0047 |
0.4% |
1.3187 |
| Close |
1.3288 |
1.3261 |
-0.0027 |
-0.2% |
1.3288 |
| Range |
0.0110 |
0.0069 |
-0.0041 |
-37.3% |
0.0160 |
| ATR |
0.0107 |
0.0105 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
229,513 |
155,132 |
-74,381 |
-32.4% |
1,182,509 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3473 |
1.3436 |
1.3299 |
|
| R3 |
1.3404 |
1.3367 |
1.3280 |
|
| R2 |
1.3335 |
1.3335 |
1.3274 |
|
| R1 |
1.3298 |
1.3298 |
1.3267 |
1.3282 |
| PP |
1.3266 |
1.3266 |
1.3266 |
1.3258 |
| S1 |
1.3229 |
1.3229 |
1.3255 |
1.3213 |
| S2 |
1.3197 |
1.3197 |
1.3248 |
|
| S3 |
1.3128 |
1.3160 |
1.3242 |
|
| S4 |
1.3059 |
1.3091 |
1.3223 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3754 |
1.3681 |
1.3376 |
|
| R3 |
1.3594 |
1.3521 |
1.3332 |
|
| R2 |
1.3434 |
1.3434 |
1.3317 |
|
| R1 |
1.3361 |
1.3361 |
1.3303 |
1.3398 |
| PP |
1.3274 |
1.3274 |
1.3274 |
1.3292 |
| S1 |
1.3201 |
1.3201 |
1.3273 |
1.3238 |
| S2 |
1.3114 |
1.3114 |
1.3259 |
|
| S3 |
1.2954 |
1.3041 |
1.3244 |
|
| S4 |
1.2794 |
1.2881 |
1.3200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3347 |
1.3187 |
0.0160 |
1.2% |
0.0101 |
0.8% |
46% |
False |
False |
236,512 |
| 10 |
1.3347 |
1.3166 |
0.0181 |
1.4% |
0.0091 |
0.7% |
52% |
False |
False |
211,555 |
| 20 |
1.3347 |
1.2755 |
0.0592 |
4.5% |
0.0111 |
0.8% |
85% |
False |
False |
222,140 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0108 |
0.8% |
76% |
False |
False |
222,600 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0108 |
0.8% |
76% |
False |
False |
150,039 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
76% |
False |
False |
112,599 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0104 |
0.8% |
76% |
False |
False |
90,119 |
| 120 |
1.3528 |
1.2755 |
0.0773 |
5.8% |
0.0099 |
0.7% |
65% |
False |
False |
75,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3596 |
|
2.618 |
1.3484 |
|
1.618 |
1.3415 |
|
1.000 |
1.3372 |
|
0.618 |
1.3346 |
|
HIGH |
1.3303 |
|
0.618 |
1.3277 |
|
0.500 |
1.3269 |
|
0.382 |
1.3260 |
|
LOW |
1.3234 |
|
0.618 |
1.3191 |
|
1.000 |
1.3165 |
|
1.618 |
1.3122 |
|
2.618 |
1.3053 |
|
4.250 |
1.2941 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3269 |
1.3257 |
| PP |
1.3266 |
1.3254 |
| S1 |
1.3264 |
1.3250 |
|