CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3265 |
1.3315 |
0.0050 |
0.4% |
1.3278 |
| High |
1.3327 |
1.3353 |
0.0026 |
0.2% |
1.3350 |
| Low |
1.3253 |
1.3279 |
0.0026 |
0.2% |
1.3200 |
| Close |
1.3311 |
1.3338 |
0.0027 |
0.2% |
1.3292 |
| Range |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0150 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
252 |
272 |
20 |
7.9% |
2,752 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3545 |
1.3516 |
1.3379 |
|
| R3 |
1.3471 |
1.3442 |
1.3358 |
|
| R2 |
1.3397 |
1.3397 |
1.3352 |
|
| R1 |
1.3368 |
1.3368 |
1.3345 |
1.3383 |
| PP |
1.3323 |
1.3323 |
1.3323 |
1.3331 |
| S1 |
1.3294 |
1.3294 |
1.3331 |
1.3309 |
| S2 |
1.3249 |
1.3249 |
1.3324 |
|
| S3 |
1.3175 |
1.3220 |
1.3318 |
|
| S4 |
1.3101 |
1.3146 |
1.3297 |
|
|
| 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 |
1.3353 |
1.3200 |
0.0153 |
1.1% |
0.0085 |
0.6% |
90% |
True |
False |
361 |
| 10 |
1.3353 |
1.3180 |
0.0173 |
1.3% |
0.0083 |
0.6% |
91% |
True |
False |
515 |
| 20 |
1.3353 |
1.3008 |
0.0345 |
2.6% |
0.0086 |
0.6% |
96% |
True |
False |
395 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0094 |
0.7% |
87% |
False |
False |
338 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0087 |
0.7% |
87% |
False |
False |
241 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0083 |
0.6% |
87% |
False |
False |
186 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
87% |
False |
False |
152 |
| 120 |
1.3443 |
1.2760 |
0.0683 |
5.1% |
0.0077 |
0.6% |
85% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3668 |
|
2.618 |
1.3547 |
|
1.618 |
1.3473 |
|
1.000 |
1.3427 |
|
0.618 |
1.3399 |
|
HIGH |
1.3353 |
|
0.618 |
1.3325 |
|
0.500 |
1.3316 |
|
0.382 |
1.3307 |
|
LOW |
1.3279 |
|
0.618 |
1.3233 |
|
1.000 |
1.3205 |
|
1.618 |
1.3159 |
|
2.618 |
1.3085 |
|
4.250 |
1.2965 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3331 |
1.3325 |
| PP |
1.3323 |
1.3311 |
| S1 |
1.3316 |
1.3298 |
|