CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3272 |
1.3314 |
0.0042 |
0.3% |
1.3215 |
| High |
1.3329 |
1.3329 |
0.0000 |
0.0% |
1.3232 |
| Low |
1.3248 |
1.3260 |
0.0012 |
0.1% |
1.3110 |
| Close |
1.3314 |
1.3308 |
-0.0006 |
0.0% |
1.3187 |
| Range |
0.0081 |
0.0069 |
-0.0012 |
-14.8% |
0.0122 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
104,490 |
113,832 |
9,342 |
8.9% |
36,745 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3506 |
1.3476 |
1.3346 |
|
| R3 |
1.3437 |
1.3407 |
1.3327 |
|
| R2 |
1.3368 |
1.3368 |
1.3321 |
|
| R1 |
1.3338 |
1.3338 |
1.3314 |
1.3319 |
| PP |
1.3299 |
1.3299 |
1.3299 |
1.3289 |
| S1 |
1.3269 |
1.3269 |
1.3302 |
1.3250 |
| S2 |
1.3230 |
1.3230 |
1.3295 |
|
| S3 |
1.3161 |
1.3200 |
1.3289 |
|
| S4 |
1.3092 |
1.3131 |
1.3270 |
|
|
| 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 |
1.3329 |
1.3110 |
0.0219 |
1.6% |
0.0079 |
0.6% |
90% |
True |
False |
65,254 |
| 10 |
1.3348 |
1.3110 |
0.0238 |
1.8% |
0.0087 |
0.7% |
83% |
False |
False |
36,779 |
| 20 |
1.3458 |
1.3110 |
0.0348 |
2.6% |
0.0086 |
0.6% |
57% |
False |
False |
19,094 |
| 40 |
1.3458 |
1.3080 |
0.0378 |
2.8% |
0.0080 |
0.6% |
60% |
False |
False |
9,808 |
| 60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0091 |
0.7% |
79% |
False |
False |
6,643 |
| 80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0087 |
0.7% |
79% |
False |
False |
4,999 |
| 100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0082 |
0.6% |
79% |
False |
False |
4,005 |
| 120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0081 |
0.6% |
79% |
False |
False |
3,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3622 |
|
2.618 |
1.3510 |
|
1.618 |
1.3441 |
|
1.000 |
1.3398 |
|
0.618 |
1.3372 |
|
HIGH |
1.3329 |
|
0.618 |
1.3303 |
|
0.500 |
1.3295 |
|
0.382 |
1.3286 |
|
LOW |
1.3260 |
|
0.618 |
1.3217 |
|
1.000 |
1.3191 |
|
1.618 |
1.3148 |
|
2.618 |
1.3079 |
|
4.250 |
1.2967 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3304 |
1.3299 |
| PP |
1.3299 |
1.3291 |
| S1 |
1.3295 |
1.3282 |
|