CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3210 |
1.3123 |
-0.0087 |
-0.7% |
1.3215 |
| High |
1.3228 |
1.3194 |
-0.0034 |
-0.3% |
1.3232 |
| Low |
1.3116 |
1.3110 |
-0.0006 |
0.0% |
1.3110 |
| Close |
1.3125 |
1.3187 |
0.0062 |
0.5% |
1.3187 |
| Range |
0.0112 |
0.0084 |
-0.0028 |
-25.0% |
0.0122 |
| ATR |
0.0087 |
0.0086 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
12,998 |
9,995 |
-3,003 |
-23.1% |
36,745 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3416 |
1.3385 |
1.3233 |
|
| R3 |
1.3332 |
1.3301 |
1.3210 |
|
| R2 |
1.3248 |
1.3248 |
1.3202 |
|
| R1 |
1.3217 |
1.3217 |
1.3195 |
1.3233 |
| PP |
1.3164 |
1.3164 |
1.3164 |
1.3171 |
| S1 |
1.3133 |
1.3133 |
1.3179 |
1.3149 |
| S2 |
1.3080 |
1.3080 |
1.3172 |
|
| S3 |
1.2996 |
1.3049 |
1.3164 |
|
| S4 |
1.2912 |
1.2965 |
1.3141 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3542 |
1.3487 |
1.3254 |
|
| R3 |
1.3420 |
1.3365 |
1.3221 |
|
| R2 |
1.3298 |
1.3298 |
1.3209 |
|
| R1 |
1.3243 |
1.3243 |
1.3198 |
1.3210 |
| PP |
1.3176 |
1.3176 |
1.3176 |
1.3160 |
| S1 |
1.3121 |
1.3121 |
1.3176 |
1.3088 |
| S2 |
1.3054 |
1.3054 |
1.3165 |
|
| S3 |
1.2932 |
1.2999 |
1.3153 |
|
| S4 |
1.2810 |
1.2877 |
1.3120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3260 |
1.3110 |
0.0150 |
1.1% |
0.0087 |
0.7% |
51% |
False |
True |
9,464 |
| 10 |
1.3415 |
1.3110 |
0.0305 |
2.3% |
0.0084 |
0.6% |
25% |
False |
True |
5,876 |
| 20 |
1.3458 |
1.3110 |
0.0348 |
2.6% |
0.0082 |
0.6% |
22% |
False |
True |
3,454 |
| 40 |
1.3458 |
1.3008 |
0.0450 |
3.4% |
0.0081 |
0.6% |
40% |
False |
False |
1,926 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0090 |
0.7% |
61% |
False |
False |
1,380 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0086 |
0.7% |
61% |
False |
False |
1,048 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0082 |
0.6% |
61% |
False |
False |
843 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0081 |
0.6% |
61% |
False |
False |
705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3551 |
|
2.618 |
1.3414 |
|
1.618 |
1.3330 |
|
1.000 |
1.3278 |
|
0.618 |
1.3246 |
|
HIGH |
1.3194 |
|
0.618 |
1.3162 |
|
0.500 |
1.3152 |
|
0.382 |
1.3142 |
|
LOW |
1.3110 |
|
0.618 |
1.3058 |
|
1.000 |
1.3026 |
|
1.618 |
1.2974 |
|
2.618 |
1.2890 |
|
4.250 |
1.2753 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3175 |
1.3181 |
| PP |
1.3164 |
1.3175 |
| S1 |
1.3152 |
1.3169 |
|