CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3212 |
1.3169 |
-0.0043 |
-0.3% |
1.3383 |
| High |
1.3227 |
1.3219 |
-0.0008 |
-0.1% |
1.3400 |
| Low |
1.3138 |
1.3157 |
0.0019 |
0.1% |
1.3173 |
| Close |
1.3169 |
1.3207 |
0.0038 |
0.3% |
1.3208 |
| Range |
0.0089 |
0.0062 |
-0.0027 |
-30.3% |
0.0227 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
251,349 |
165,928 |
-85,421 |
-34.0% |
912,589 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3380 |
1.3356 |
1.3241 |
|
| R3 |
1.3318 |
1.3294 |
1.3224 |
|
| R2 |
1.3256 |
1.3256 |
1.3218 |
|
| R1 |
1.3232 |
1.3232 |
1.3213 |
1.3244 |
| PP |
1.3194 |
1.3194 |
1.3194 |
1.3201 |
| S1 |
1.3170 |
1.3170 |
1.3201 |
1.3182 |
| S2 |
1.3132 |
1.3132 |
1.3196 |
|
| S3 |
1.3070 |
1.3108 |
1.3190 |
|
| S4 |
1.3008 |
1.3046 |
1.3173 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3941 |
1.3802 |
1.3333 |
|
| R3 |
1.3714 |
1.3575 |
1.3270 |
|
| R2 |
1.3487 |
1.3487 |
1.3250 |
|
| R1 |
1.3348 |
1.3348 |
1.3229 |
1.3304 |
| PP |
1.3260 |
1.3260 |
1.3260 |
1.3239 |
| S1 |
1.3121 |
1.3121 |
1.3187 |
1.3077 |
| S2 |
1.3033 |
1.3033 |
1.3166 |
|
| S3 |
1.2806 |
1.2894 |
1.3146 |
|
| S4 |
1.2579 |
1.2667 |
1.3083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3399 |
1.3138 |
0.0261 |
2.0% |
0.0091 |
0.7% |
26% |
False |
False |
205,739 |
| 10 |
1.3429 |
1.3138 |
0.0291 |
2.2% |
0.0082 |
0.6% |
24% |
False |
False |
194,519 |
| 20 |
1.3454 |
1.3138 |
0.0316 |
2.4% |
0.0082 |
0.6% |
22% |
False |
False |
195,473 |
| 40 |
1.3454 |
1.2768 |
0.0686 |
5.2% |
0.0095 |
0.7% |
64% |
False |
False |
206,647 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0099 |
0.8% |
65% |
False |
False |
216,367 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
65% |
False |
False |
163,855 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0101 |
0.8% |
65% |
False |
False |
131,143 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
65% |
False |
False |
109,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3483 |
|
2.618 |
1.3381 |
|
1.618 |
1.3319 |
|
1.000 |
1.3281 |
|
0.618 |
1.3257 |
|
HIGH |
1.3219 |
|
0.618 |
1.3195 |
|
0.500 |
1.3188 |
|
0.382 |
1.3181 |
|
LOW |
1.3157 |
|
0.618 |
1.3119 |
|
1.000 |
1.3095 |
|
1.618 |
1.3057 |
|
2.618 |
1.2995 |
|
4.250 |
1.2894 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3201 |
1.3204 |
| PP |
1.3194 |
1.3200 |
| S1 |
1.3188 |
1.3197 |
|