CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3315 |
1.3345 |
0.0030 |
0.2% |
1.3278 |
| High |
1.3353 |
1.3405 |
0.0052 |
0.4% |
1.3350 |
| Low |
1.3279 |
1.3335 |
0.0056 |
0.4% |
1.3200 |
| Close |
1.3338 |
1.3395 |
0.0057 |
0.4% |
1.3292 |
| Range |
0.0074 |
0.0070 |
-0.0004 |
-5.4% |
0.0150 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
272 |
371 |
99 |
36.4% |
2,752 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3588 |
1.3562 |
1.3434 |
|
| R3 |
1.3518 |
1.3492 |
1.3414 |
|
| R2 |
1.3448 |
1.3448 |
1.3408 |
|
| R1 |
1.3422 |
1.3422 |
1.3401 |
1.3435 |
| PP |
1.3378 |
1.3378 |
1.3378 |
1.3385 |
| S1 |
1.3352 |
1.3352 |
1.3389 |
1.3365 |
| S2 |
1.3308 |
1.3308 |
1.3382 |
|
| S3 |
1.3238 |
1.3282 |
1.3376 |
|
| S4 |
1.3168 |
1.3212 |
1.3357 |
|
|
| 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 |
1.3405 |
1.3201 |
0.0204 |
1.5% |
0.0076 |
0.6% |
95% |
True |
False |
298 |
| 10 |
1.3405 |
1.3200 |
0.0205 |
1.5% |
0.0078 |
0.6% |
95% |
True |
False |
460 |
| 20 |
1.3405 |
1.3008 |
0.0397 |
3.0% |
0.0081 |
0.6% |
97% |
True |
False |
399 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0094 |
0.7% |
95% |
False |
False |
343 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0087 |
0.6% |
95% |
False |
False |
247 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0082 |
0.6% |
95% |
False |
False |
191 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
95% |
False |
False |
156 |
| 120 |
1.3443 |
1.2760 |
0.0683 |
5.1% |
0.0077 |
0.6% |
93% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3703 |
|
2.618 |
1.3588 |
|
1.618 |
1.3518 |
|
1.000 |
1.3475 |
|
0.618 |
1.3448 |
|
HIGH |
1.3405 |
|
0.618 |
1.3378 |
|
0.500 |
1.3370 |
|
0.382 |
1.3362 |
|
LOW |
1.3335 |
|
0.618 |
1.3292 |
|
1.000 |
1.3265 |
|
1.618 |
1.3222 |
|
2.618 |
1.3152 |
|
4.250 |
1.3038 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3387 |
1.3373 |
| PP |
1.3378 |
1.3351 |
| S1 |
1.3370 |
1.3329 |
|