CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3280 |
1.3265 |
-0.0015 |
-0.1% |
1.3278 |
| High |
1.3303 |
1.3327 |
0.0024 |
0.2% |
1.3350 |
| Low |
1.3242 |
1.3253 |
0.0011 |
0.1% |
1.3200 |
| Close |
1.3265 |
1.3311 |
0.0046 |
0.3% |
1.3292 |
| Range |
0.0061 |
0.0074 |
0.0013 |
21.3% |
0.0150 |
| ATR |
0.0096 |
0.0095 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
325 |
252 |
-73 |
-22.5% |
2,752 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3519 |
1.3489 |
1.3352 |
|
| R3 |
1.3445 |
1.3415 |
1.3331 |
|
| R2 |
1.3371 |
1.3371 |
1.3325 |
|
| R1 |
1.3341 |
1.3341 |
1.3318 |
1.3356 |
| PP |
1.3297 |
1.3297 |
1.3297 |
1.3305 |
| S1 |
1.3267 |
1.3267 |
1.3304 |
1.3282 |
| S2 |
1.3223 |
1.3223 |
1.3297 |
|
| S3 |
1.3149 |
1.3193 |
1.3291 |
|
| S4 |
1.3075 |
1.3119 |
1.3270 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3731 |
1.3661 |
1.3375 |
|
| R3 |
1.3581 |
1.3511 |
1.3333 |
|
| R2 |
1.3431 |
1.3431 |
1.3320 |
|
| R1 |
1.3361 |
1.3361 |
1.3306 |
1.3396 |
| PP |
1.3281 |
1.3281 |
1.3281 |
1.3298 |
| S1 |
1.3211 |
1.3211 |
1.3278 |
1.3246 |
| S2 |
1.3131 |
1.3131 |
1.3265 |
|
| S3 |
1.2981 |
1.3061 |
1.3251 |
|
| S4 |
1.2831 |
1.2911 |
1.3210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3350 |
1.3200 |
0.0150 |
1.1% |
0.0096 |
0.7% |
74% |
False |
False |
391 |
| 10 |
1.3350 |
1.3180 |
0.0170 |
1.3% |
0.0084 |
0.6% |
77% |
False |
False |
523 |
| 20 |
1.3350 |
1.2775 |
0.0575 |
4.3% |
0.0093 |
0.7% |
93% |
False |
False |
393 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0095 |
0.7% |
83% |
False |
False |
334 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0086 |
0.6% |
83% |
False |
False |
238 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0082 |
0.6% |
83% |
False |
False |
183 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
83% |
False |
False |
149 |
| 120 |
1.3443 |
1.2760 |
0.0683 |
5.1% |
0.0076 |
0.6% |
81% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3642 |
|
2.618 |
1.3521 |
|
1.618 |
1.3447 |
|
1.000 |
1.3401 |
|
0.618 |
1.3373 |
|
HIGH |
1.3327 |
|
0.618 |
1.3299 |
|
0.500 |
1.3290 |
|
0.382 |
1.3281 |
|
LOW |
1.3253 |
|
0.618 |
1.3207 |
|
1.000 |
1.3179 |
|
1.618 |
1.3133 |
|
2.618 |
1.3059 |
|
4.250 |
1.2939 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3304 |
1.3295 |
| PP |
1.3297 |
1.3280 |
| S1 |
1.3290 |
1.3264 |
|