CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3266 |
1.3260 |
-0.0006 |
0.0% |
1.3286 |
| High |
1.3284 |
1.3364 |
0.0080 |
0.6% |
1.3402 |
| Low |
1.3240 |
1.3207 |
-0.0033 |
-0.2% |
1.3234 |
| Close |
1.3261 |
1.3349 |
0.0088 |
0.7% |
1.3342 |
| Range |
0.0044 |
0.0157 |
0.0113 |
256.8% |
0.0168 |
| ATR |
0.0090 |
0.0095 |
0.0005 |
5.3% |
0.0000 |
| Volume |
169,868 |
313,774 |
143,906 |
84.7% |
906,860 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3778 |
1.3720 |
1.3435 |
|
| R3 |
1.3621 |
1.3563 |
1.3392 |
|
| R2 |
1.3464 |
1.3464 |
1.3378 |
|
| R1 |
1.3406 |
1.3406 |
1.3363 |
1.3435 |
| PP |
1.3307 |
1.3307 |
1.3307 |
1.3321 |
| S1 |
1.3249 |
1.3249 |
1.3335 |
1.3278 |
| S2 |
1.3150 |
1.3150 |
1.3320 |
|
| S3 |
1.2993 |
1.3092 |
1.3306 |
|
| S4 |
1.2836 |
1.2935 |
1.3263 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3830 |
1.3754 |
1.3434 |
|
| R3 |
1.3662 |
1.3586 |
1.3388 |
|
| R2 |
1.3494 |
1.3494 |
1.3373 |
|
| R1 |
1.3418 |
1.3418 |
1.3357 |
1.3456 |
| PP |
1.3326 |
1.3326 |
1.3326 |
1.3345 |
| S1 |
1.3250 |
1.3250 |
1.3327 |
1.3288 |
| S2 |
1.3158 |
1.3158 |
1.3311 |
|
| S3 |
1.2990 |
1.3082 |
1.3296 |
|
| S4 |
1.2822 |
1.2914 |
1.3250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3392 |
1.3207 |
0.0185 |
1.4% |
0.0082 |
0.6% |
77% |
False |
True |
197,762 |
| 10 |
1.3402 |
1.3187 |
0.0215 |
1.6% |
0.0082 |
0.6% |
75% |
False |
False |
198,273 |
| 20 |
1.3402 |
1.3092 |
0.0310 |
2.3% |
0.0085 |
0.6% |
83% |
False |
False |
201,543 |
| 40 |
1.3402 |
1.2755 |
0.0647 |
4.8% |
0.0105 |
0.8% |
92% |
False |
False |
231,881 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0107 |
0.8% |
89% |
False |
False |
176,547 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0104 |
0.8% |
89% |
False |
False |
132,551 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0101 |
0.8% |
89% |
False |
False |
106,088 |
| 120 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0099 |
0.7% |
89% |
False |
False |
88,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4031 |
|
2.618 |
1.3775 |
|
1.618 |
1.3618 |
|
1.000 |
1.3521 |
|
0.618 |
1.3461 |
|
HIGH |
1.3364 |
|
0.618 |
1.3304 |
|
0.500 |
1.3286 |
|
0.382 |
1.3267 |
|
LOW |
1.3207 |
|
0.618 |
1.3110 |
|
1.000 |
1.3050 |
|
1.618 |
1.2953 |
|
2.618 |
1.2796 |
|
4.250 |
1.2540 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3328 |
1.3328 |
| PP |
1.3307 |
1.3307 |
| S1 |
1.3286 |
1.3286 |
|