CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3123 |
1.3181 |
0.0058 |
0.4% |
1.3215 |
| High |
1.3194 |
1.3285 |
0.0091 |
0.7% |
1.3232 |
| Low |
1.3110 |
1.3171 |
0.0061 |
0.5% |
1.3110 |
| Close |
1.3187 |
1.3265 |
0.0078 |
0.6% |
1.3187 |
| Range |
0.0084 |
0.0114 |
0.0030 |
35.7% |
0.0122 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.3% |
0.0000 |
| Volume |
9,995 |
35,704 |
25,709 |
257.2% |
36,745 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3582 |
1.3538 |
1.3328 |
|
| R3 |
1.3468 |
1.3424 |
1.3296 |
|
| R2 |
1.3354 |
1.3354 |
1.3286 |
|
| R1 |
1.3310 |
1.3310 |
1.3275 |
1.3332 |
| PP |
1.3240 |
1.3240 |
1.3240 |
1.3252 |
| S1 |
1.3196 |
1.3196 |
1.3255 |
1.3218 |
| S2 |
1.3126 |
1.3126 |
1.3244 |
|
| S3 |
1.3012 |
1.3082 |
1.3234 |
|
| S4 |
1.2898 |
1.2968 |
1.3202 |
|
|
| 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 |
1.3285 |
1.3110 |
0.0175 |
1.3% |
0.0093 |
0.7% |
89% |
True |
False |
14,489 |
| 10 |
1.3404 |
1.3110 |
0.0294 |
2.2% |
0.0088 |
0.7% |
53% |
False |
False |
9,235 |
| 20 |
1.3458 |
1.3110 |
0.0348 |
2.6% |
0.0085 |
0.6% |
45% |
False |
False |
5,177 |
| 40 |
1.3458 |
1.3008 |
0.0450 |
3.4% |
0.0082 |
0.6% |
57% |
False |
False |
2,810 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0091 |
0.7% |
72% |
False |
False |
1,971 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0086 |
0.7% |
72% |
False |
False |
1,494 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0081 |
0.6% |
72% |
False |
False |
1,200 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0081 |
0.6% |
72% |
False |
False |
1,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3770 |
|
2.618 |
1.3583 |
|
1.618 |
1.3469 |
|
1.000 |
1.3399 |
|
0.618 |
1.3355 |
|
HIGH |
1.3285 |
|
0.618 |
1.3241 |
|
0.500 |
1.3228 |
|
0.382 |
1.3215 |
|
LOW |
1.3171 |
|
0.618 |
1.3101 |
|
1.000 |
1.3057 |
|
1.618 |
1.2987 |
|
2.618 |
1.2873 |
|
4.250 |
1.2687 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3253 |
1.3243 |
| PP |
1.3240 |
1.3220 |
| S1 |
1.3228 |
1.3198 |
|