CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3272 |
1.3358 |
0.0086 |
0.6% |
1.3343 |
| High |
1.3368 |
1.3385 |
0.0017 |
0.1% |
1.3385 |
| Low |
1.3212 |
1.3318 |
0.0106 |
0.8% |
1.3212 |
| Close |
1.3353 |
1.3341 |
-0.0012 |
-0.1% |
1.3341 |
| Range |
0.0156 |
0.0067 |
-0.0089 |
-57.1% |
0.0173 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
504 |
1,786 |
1,282 |
254.4% |
4,535 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3549 |
1.3512 |
1.3378 |
|
| R3 |
1.3482 |
1.3445 |
1.3359 |
|
| R2 |
1.3415 |
1.3415 |
1.3353 |
|
| R1 |
1.3378 |
1.3378 |
1.3347 |
1.3363 |
| PP |
1.3348 |
1.3348 |
1.3348 |
1.3341 |
| S1 |
1.3311 |
1.3311 |
1.3335 |
1.3296 |
| S2 |
1.3281 |
1.3281 |
1.3329 |
|
| S3 |
1.3214 |
1.3244 |
1.3323 |
|
| S4 |
1.3147 |
1.3177 |
1.3304 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3832 |
1.3759 |
1.3436 |
|
| R3 |
1.3659 |
1.3586 |
1.3389 |
|
| R2 |
1.3486 |
1.3486 |
1.3373 |
|
| R1 |
1.3413 |
1.3413 |
1.3357 |
1.3363 |
| PP |
1.3313 |
1.3313 |
1.3313 |
1.3288 |
| S1 |
1.3240 |
1.3240 |
1.3325 |
1.3190 |
| S2 |
1.3140 |
1.3140 |
1.3309 |
|
| S3 |
1.2967 |
1.3067 |
1.3293 |
|
| S4 |
1.2794 |
1.2894 |
1.3246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3385 |
1.3212 |
0.0173 |
1.3% |
0.0081 |
0.6% |
75% |
True |
False |
907 |
| 10 |
1.3405 |
1.3212 |
0.0193 |
1.4% |
0.0074 |
0.6% |
67% |
False |
False |
698 |
| 20 |
1.3405 |
1.3155 |
0.0250 |
1.9% |
0.0079 |
0.6% |
74% |
False |
False |
607 |
| 40 |
1.3405 |
1.2760 |
0.0645 |
4.8% |
0.0092 |
0.7% |
90% |
False |
False |
463 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0089 |
0.7% |
87% |
False |
False |
338 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0083 |
0.6% |
87% |
False |
False |
261 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0081 |
0.6% |
87% |
False |
False |
213 |
| 120 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0077 |
0.6% |
87% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3670 |
|
2.618 |
1.3560 |
|
1.618 |
1.3493 |
|
1.000 |
1.3452 |
|
0.618 |
1.3426 |
|
HIGH |
1.3385 |
|
0.618 |
1.3359 |
|
0.500 |
1.3352 |
|
0.382 |
1.3344 |
|
LOW |
1.3318 |
|
0.618 |
1.3277 |
|
1.000 |
1.3251 |
|
1.618 |
1.3210 |
|
2.618 |
1.3143 |
|
4.250 |
1.3033 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3352 |
1.3327 |
| PP |
1.3348 |
1.3313 |
| S1 |
1.3345 |
1.3299 |
|