CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3271 |
1.3272 |
0.0001 |
0.0% |
1.3280 |
| High |
1.3285 |
1.3368 |
0.0083 |
0.6% |
1.3405 |
| Low |
1.3246 |
1.3212 |
-0.0034 |
-0.3% |
1.3242 |
| Close |
1.3265 |
1.3353 |
0.0088 |
0.7% |
1.3346 |
| Range |
0.0039 |
0.0156 |
0.0117 |
300.0% |
0.0163 |
| ATR |
0.0083 |
0.0089 |
0.0005 |
6.2% |
0.0000 |
| Volume |
585 |
504 |
-81 |
-13.8% |
2,451 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3779 |
1.3722 |
1.3439 |
|
| R3 |
1.3623 |
1.3566 |
1.3396 |
|
| R2 |
1.3467 |
1.3467 |
1.3382 |
|
| R1 |
1.3410 |
1.3410 |
1.3367 |
1.3439 |
| PP |
1.3311 |
1.3311 |
1.3311 |
1.3325 |
| S1 |
1.3254 |
1.3254 |
1.3339 |
1.3283 |
| S2 |
1.3155 |
1.3155 |
1.3324 |
|
| S3 |
1.2999 |
1.3098 |
1.3310 |
|
| S4 |
1.2843 |
1.2942 |
1.3267 |
|
|
| 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 |
1.3395 |
1.3212 |
0.0183 |
1.4% |
0.0079 |
0.6% |
77% |
False |
True |
796 |
| 10 |
1.3405 |
1.3201 |
0.0204 |
1.5% |
0.0078 |
0.6% |
75% |
False |
False |
547 |
| 20 |
1.3405 |
1.3101 |
0.0304 |
2.3% |
0.0079 |
0.6% |
83% |
False |
False |
529 |
| 40 |
1.3405 |
1.2760 |
0.0645 |
4.8% |
0.0094 |
0.7% |
92% |
False |
False |
425 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0090 |
0.7% |
89% |
False |
False |
309 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0082 |
0.6% |
89% |
False |
False |
239 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
89% |
False |
False |
195 |
| 120 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0076 |
0.6% |
89% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4031 |
|
2.618 |
1.3776 |
|
1.618 |
1.3620 |
|
1.000 |
1.3524 |
|
0.618 |
1.3464 |
|
HIGH |
1.3368 |
|
0.618 |
1.3308 |
|
0.500 |
1.3290 |
|
0.382 |
1.3272 |
|
LOW |
1.3212 |
|
0.618 |
1.3116 |
|
1.000 |
1.3056 |
|
1.618 |
1.2960 |
|
2.618 |
1.2804 |
|
4.250 |
1.2549 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3332 |
1.3332 |
| PP |
1.3311 |
1.3311 |
| S1 |
1.3290 |
1.3290 |
|