CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3181 |
1.3260 |
0.0079 |
0.6% |
1.3215 |
| High |
1.3285 |
1.3281 |
-0.0004 |
0.0% |
1.3232 |
| Low |
1.3171 |
1.3235 |
0.0064 |
0.5% |
1.3110 |
| Close |
1.3265 |
1.3272 |
0.0007 |
0.1% |
1.3187 |
| Range |
0.0114 |
0.0046 |
-0.0068 |
-59.6% |
0.0122 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
35,704 |
62,252 |
26,548 |
74.4% |
36,745 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3401 |
1.3382 |
1.3297 |
|
| R3 |
1.3355 |
1.3336 |
1.3285 |
|
| R2 |
1.3309 |
1.3309 |
1.3280 |
|
| R1 |
1.3290 |
1.3290 |
1.3276 |
1.3300 |
| PP |
1.3263 |
1.3263 |
1.3263 |
1.3267 |
| S1 |
1.3244 |
1.3244 |
1.3268 |
1.3254 |
| S2 |
1.3217 |
1.3217 |
1.3264 |
|
| S3 |
1.3171 |
1.3198 |
1.3259 |
|
| S4 |
1.3125 |
1.3152 |
1.3247 |
|
|
| 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% |
0.0083 |
0.6% |
93% |
False |
False |
25,984 |
| 10 |
1.3404 |
1.3110 |
0.0294 |
2.2% |
0.0089 |
0.7% |
55% |
False |
False |
15,323 |
| 20 |
1.3458 |
1.3110 |
0.0348 |
2.6% |
0.0084 |
0.6% |
47% |
False |
False |
8,242 |
| 40 |
1.3458 |
1.3062 |
0.0396 |
3.0% |
0.0081 |
0.6% |
53% |
False |
False |
4,359 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0090 |
0.7% |
73% |
False |
False |
3,007 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0086 |
0.7% |
73% |
False |
False |
2,271 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0081 |
0.6% |
73% |
False |
False |
1,822 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.3% |
0.0081 |
0.6% |
73% |
False |
False |
1,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3477 |
|
2.618 |
1.3401 |
|
1.618 |
1.3355 |
|
1.000 |
1.3327 |
|
0.618 |
1.3309 |
|
HIGH |
1.3281 |
|
0.618 |
1.3263 |
|
0.500 |
1.3258 |
|
0.382 |
1.3253 |
|
LOW |
1.3235 |
|
0.618 |
1.3207 |
|
1.000 |
1.3189 |
|
1.618 |
1.3161 |
|
2.618 |
1.3115 |
|
4.250 |
1.3040 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3267 |
1.3247 |
| PP |
1.3263 |
1.3222 |
| S1 |
1.3258 |
1.3198 |
|