CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3175 |
1.3210 |
0.0035 |
0.3% |
1.3387 |
| High |
1.3223 |
1.3228 |
0.0005 |
0.0% |
1.3404 |
| Low |
1.3163 |
1.3116 |
-0.0047 |
-0.4% |
1.3179 |
| Close |
1.3212 |
1.3125 |
-0.0087 |
-0.7% |
1.3213 |
| Range |
0.0060 |
0.0112 |
0.0052 |
86.7% |
0.0225 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.3% |
0.0000 |
| Volume |
8,971 |
12,998 |
4,027 |
44.9% |
19,909 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3492 |
1.3421 |
1.3187 |
|
| R3 |
1.3380 |
1.3309 |
1.3156 |
|
| R2 |
1.3268 |
1.3268 |
1.3146 |
|
| R1 |
1.3197 |
1.3197 |
1.3135 |
1.3177 |
| PP |
1.3156 |
1.3156 |
1.3156 |
1.3146 |
| S1 |
1.3085 |
1.3085 |
1.3115 |
1.3065 |
| S2 |
1.3044 |
1.3044 |
1.3104 |
|
| S3 |
1.2932 |
1.2973 |
1.3094 |
|
| S4 |
1.2820 |
1.2861 |
1.3063 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3940 |
1.3802 |
1.3337 |
|
| R3 |
1.3715 |
1.3577 |
1.3275 |
|
| R2 |
1.3490 |
1.3490 |
1.3254 |
|
| R1 |
1.3352 |
1.3352 |
1.3234 |
1.3309 |
| PP |
1.3265 |
1.3265 |
1.3265 |
1.3244 |
| S1 |
1.3127 |
1.3127 |
1.3192 |
1.3084 |
| S2 |
1.3040 |
1.3040 |
1.3172 |
|
| S3 |
1.2815 |
1.2902 |
1.3151 |
|
| S4 |
1.2590 |
1.2677 |
1.3089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3348 |
1.3116 |
0.0232 |
1.8% |
0.0095 |
0.7% |
4% |
False |
True |
8,304 |
| 10 |
1.3415 |
1.3116 |
0.0299 |
2.3% |
0.0083 |
0.6% |
3% |
False |
True |
5,027 |
| 20 |
1.3458 |
1.3116 |
0.0342 |
2.6% |
0.0082 |
0.6% |
3% |
False |
True |
2,973 |
| 40 |
1.3458 |
1.3008 |
0.0450 |
3.4% |
0.0084 |
0.6% |
26% |
False |
False |
1,684 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0090 |
0.7% |
52% |
False |
False |
1,216 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0086 |
0.7% |
52% |
False |
False |
924 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0083 |
0.6% |
52% |
False |
False |
744 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0080 |
0.6% |
52% |
False |
False |
622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3704 |
|
2.618 |
1.3521 |
|
1.618 |
1.3409 |
|
1.000 |
1.3340 |
|
0.618 |
1.3297 |
|
HIGH |
1.3228 |
|
0.618 |
1.3185 |
|
0.500 |
1.3172 |
|
0.382 |
1.3159 |
|
LOW |
1.3116 |
|
0.618 |
1.3047 |
|
1.000 |
1.3004 |
|
1.618 |
1.2935 |
|
2.618 |
1.2823 |
|
4.250 |
1.2640 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3172 |
1.3174 |
| PP |
1.3156 |
1.3158 |
| S1 |
1.3141 |
1.3141 |
|