CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3339 |
1.3425 |
0.0086 |
0.6% |
1.3343 |
| High |
1.3458 |
1.3432 |
-0.0026 |
-0.2% |
1.3385 |
| Low |
1.3330 |
1.3342 |
0.0012 |
0.1% |
1.3212 |
| Close |
1.3425 |
1.3380 |
-0.0045 |
-0.3% |
1.3341 |
| Range |
0.0128 |
0.0090 |
-0.0038 |
-29.7% |
0.0173 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.2% |
0.0000 |
| Volume |
510 |
1,865 |
1,355 |
265.7% |
4,535 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3655 |
1.3607 |
1.3430 |
|
| R3 |
1.3565 |
1.3517 |
1.3405 |
|
| R2 |
1.3475 |
1.3475 |
1.3397 |
|
| R1 |
1.3427 |
1.3427 |
1.3388 |
1.3406 |
| PP |
1.3385 |
1.3385 |
1.3385 |
1.3374 |
| S1 |
1.3337 |
1.3337 |
1.3372 |
1.3316 |
| S2 |
1.3295 |
1.3295 |
1.3364 |
|
| S3 |
1.3205 |
1.3247 |
1.3355 |
|
| S4 |
1.3115 |
1.3157 |
1.3331 |
|
|
| 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 |
1.3458 |
1.3212 |
0.0246 |
1.8% |
0.0099 |
0.7% |
68% |
False |
False |
1,067 |
| 10 |
1.3458 |
1.3212 |
0.0246 |
1.8% |
0.0081 |
0.6% |
68% |
False |
False |
918 |
| 20 |
1.3458 |
1.3180 |
0.0278 |
2.1% |
0.0082 |
0.6% |
72% |
False |
False |
716 |
| 40 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0092 |
0.7% |
89% |
False |
False |
502 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0090 |
0.7% |
89% |
False |
False |
388 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0084 |
0.6% |
89% |
False |
False |
299 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0081 |
0.6% |
89% |
False |
False |
242 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0078 |
0.6% |
89% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3815 |
|
2.618 |
1.3668 |
|
1.618 |
1.3578 |
|
1.000 |
1.3522 |
|
0.618 |
1.3488 |
|
HIGH |
1.3432 |
|
0.618 |
1.3398 |
|
0.500 |
1.3387 |
|
0.382 |
1.3376 |
|
LOW |
1.3342 |
|
0.618 |
1.3286 |
|
1.000 |
1.3252 |
|
1.618 |
1.3196 |
|
2.618 |
1.3106 |
|
4.250 |
1.2960 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3387 |
1.3391 |
| PP |
1.3385 |
1.3387 |
| S1 |
1.3382 |
1.3384 |
|