CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3337 |
1.3419 |
0.0082 |
0.6% |
1.3341 |
| High |
1.3454 |
1.3429 |
-0.0025 |
-0.2% |
1.3382 |
| Low |
1.3325 |
1.3337 |
0.0012 |
0.1% |
1.3207 |
| Close |
1.3421 |
1.3376 |
-0.0045 |
-0.3% |
1.3337 |
| Range |
0.0129 |
0.0092 |
-0.0037 |
-28.7% |
0.0175 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
244,413 |
219,988 |
-24,425 |
-10.0% |
1,028,559 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3657 |
1.3608 |
1.3427 |
|
| R3 |
1.3565 |
1.3516 |
1.3401 |
|
| R2 |
1.3473 |
1.3473 |
1.3393 |
|
| R1 |
1.3424 |
1.3424 |
1.3384 |
1.3403 |
| PP |
1.3381 |
1.3381 |
1.3381 |
1.3370 |
| S1 |
1.3332 |
1.3332 |
1.3368 |
1.3311 |
| S2 |
1.3289 |
1.3289 |
1.3359 |
|
| S3 |
1.3197 |
1.3240 |
1.3351 |
|
| S4 |
1.3105 |
1.3148 |
1.3325 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3834 |
1.3760 |
1.3433 |
|
| R3 |
1.3659 |
1.3585 |
1.3385 |
|
| R2 |
1.3484 |
1.3484 |
1.3369 |
|
| R1 |
1.3410 |
1.3410 |
1.3353 |
1.3360 |
| PP |
1.3309 |
1.3309 |
1.3309 |
1.3283 |
| S1 |
1.3235 |
1.3235 |
1.3321 |
1.3185 |
| S2 |
1.3134 |
1.3134 |
1.3305 |
|
| S3 |
1.2959 |
1.3060 |
1.3289 |
|
| S4 |
1.2784 |
1.2885 |
1.3241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3454 |
1.3207 |
0.0247 |
1.8% |
0.0102 |
0.8% |
68% |
False |
False |
219,393 |
| 10 |
1.3454 |
1.3207 |
0.0247 |
1.8% |
0.0084 |
0.6% |
68% |
False |
False |
197,452 |
| 20 |
1.3454 |
1.3168 |
0.0286 |
2.1% |
0.0087 |
0.7% |
73% |
False |
False |
205,241 |
| 40 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0102 |
0.8% |
89% |
False |
False |
222,506 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0105 |
0.8% |
89% |
False |
False |
189,523 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0104 |
0.8% |
89% |
False |
False |
142,331 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0102 |
0.8% |
89% |
False |
False |
113,914 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.2% |
0.0100 |
0.7% |
89% |
False |
False |
94,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3820 |
|
2.618 |
1.3670 |
|
1.618 |
1.3578 |
|
1.000 |
1.3521 |
|
0.618 |
1.3486 |
|
HIGH |
1.3429 |
|
0.618 |
1.3394 |
|
0.500 |
1.3383 |
|
0.382 |
1.3372 |
|
LOW |
1.3337 |
|
0.618 |
1.3280 |
|
1.000 |
1.3245 |
|
1.618 |
1.3188 |
|
2.618 |
1.3096 |
|
4.250 |
1.2946 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3383 |
1.3386 |
| PP |
1.3381 |
1.3382 |
| S1 |
1.3378 |
1.3379 |
|