CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3300 |
1.3271 |
-0.0029 |
-0.2% |
1.3280 |
| High |
1.3323 |
1.3285 |
-0.0038 |
-0.3% |
1.3405 |
| Low |
1.3240 |
1.3246 |
0.0006 |
0.0% |
1.3242 |
| Close |
1.3266 |
1.3265 |
-0.0001 |
0.0% |
1.3346 |
| Range |
0.0083 |
0.0039 |
-0.0044 |
-53.0% |
0.0163 |
| ATR |
0.0087 |
0.0083 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
694 |
585 |
-109 |
-15.7% |
2,451 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3382 |
1.3363 |
1.3286 |
|
| R3 |
1.3343 |
1.3324 |
1.3276 |
|
| R2 |
1.3304 |
1.3304 |
1.3272 |
|
| R1 |
1.3285 |
1.3285 |
1.3269 |
1.3275 |
| PP |
1.3265 |
1.3265 |
1.3265 |
1.3261 |
| S1 |
1.3246 |
1.3246 |
1.3261 |
1.3236 |
| S2 |
1.3226 |
1.3226 |
1.3258 |
|
| S3 |
1.3187 |
1.3207 |
1.3254 |
|
| S4 |
1.3148 |
1.3168 |
1.3244 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3820 |
1.3746 |
1.3436 |
|
| R3 |
1.3657 |
1.3583 |
1.3391 |
|
| R2 |
1.3494 |
1.3494 |
1.3376 |
|
| R1 |
1.3420 |
1.3420 |
1.3361 |
1.3457 |
| PP |
1.3331 |
1.3331 |
1.3331 |
1.3350 |
| S1 |
1.3257 |
1.3257 |
1.3331 |
1.3294 |
| S2 |
1.3168 |
1.3168 |
1.3316 |
|
| S3 |
1.3005 |
1.3094 |
1.3301 |
|
| S4 |
1.2842 |
1.2931 |
1.3256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3405 |
1.3240 |
0.0165 |
1.2% |
0.0062 |
0.5% |
15% |
False |
False |
769 |
| 10 |
1.3405 |
1.3200 |
0.0205 |
1.5% |
0.0073 |
0.6% |
32% |
False |
False |
565 |
| 20 |
1.3405 |
1.3080 |
0.0325 |
2.5% |
0.0073 |
0.6% |
57% |
False |
False |
521 |
| 40 |
1.3418 |
1.2760 |
0.0658 |
5.0% |
0.0093 |
0.7% |
77% |
False |
False |
418 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0088 |
0.7% |
76% |
False |
False |
301 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0081 |
0.6% |
76% |
False |
False |
233 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
76% |
False |
False |
190 |
| 120 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0076 |
0.6% |
76% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3451 |
|
2.618 |
1.3387 |
|
1.618 |
1.3348 |
|
1.000 |
1.3324 |
|
0.618 |
1.3309 |
|
HIGH |
1.3285 |
|
0.618 |
1.3270 |
|
0.500 |
1.3266 |
|
0.382 |
1.3261 |
|
LOW |
1.3246 |
|
0.618 |
1.3222 |
|
1.000 |
1.3207 |
|
1.618 |
1.3183 |
|
2.618 |
1.3144 |
|
4.250 |
1.3080 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3266 |
1.3293 |
| PP |
1.3265 |
1.3284 |
| S1 |
1.3265 |
1.3274 |
|