CME Euro FX (E) Future December 2013
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.3314 |
1.3306 |
-0.0008 |
-0.1% |
1.3181 |
High |
1.3329 |
1.3327 |
-0.0002 |
0.0% |
1.3329 |
Low |
1.3260 |
1.3257 |
-0.0003 |
0.0% |
1.3171 |
Close |
1.3308 |
1.3310 |
0.0002 |
0.0% |
1.3310 |
Range |
0.0069 |
0.0070 |
0.0001 |
1.4% |
0.0158 |
ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
113,832 |
186,672 |
72,840 |
64.0% |
502,950 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3508 |
1.3479 |
1.3349 |
|
R3 |
1.3438 |
1.3409 |
1.3329 |
|
R2 |
1.3368 |
1.3368 |
1.3323 |
|
R1 |
1.3339 |
1.3339 |
1.3316 |
1.3354 |
PP |
1.3298 |
1.3298 |
1.3298 |
1.3305 |
S1 |
1.3269 |
1.3269 |
1.3304 |
1.3284 |
S2 |
1.3228 |
1.3228 |
1.3297 |
|
S3 |
1.3158 |
1.3199 |
1.3291 |
|
S4 |
1.3088 |
1.3129 |
1.3272 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3744 |
1.3685 |
1.3397 |
|
R3 |
1.3586 |
1.3527 |
1.3353 |
|
R2 |
1.3428 |
1.3428 |
1.3339 |
|
R1 |
1.3369 |
1.3369 |
1.3324 |
1.3399 |
PP |
1.3270 |
1.3270 |
1.3270 |
1.3285 |
S1 |
1.3211 |
1.3211 |
1.3296 |
1.3241 |
S2 |
1.3112 |
1.3112 |
1.3281 |
|
S3 |
1.2954 |
1.3053 |
1.3267 |
|
S4 |
1.2796 |
1.2895 |
1.3223 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3329 |
1.3171 |
0.0158 |
1.2% |
0.0076 |
0.6% |
88% |
False |
False |
100,590 |
10 |
1.3329 |
1.3110 |
0.0219 |
1.6% |
0.0081 |
0.6% |
91% |
False |
False |
55,027 |
20 |
1.3458 |
1.3110 |
0.0348 |
2.6% |
0.0082 |
0.6% |
57% |
False |
False |
28,402 |
40 |
1.3458 |
1.3101 |
0.0357 |
2.7% |
0.0080 |
0.6% |
59% |
False |
False |
14,466 |
60 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0090 |
0.7% |
79% |
False |
False |
9,751 |
80 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0088 |
0.7% |
79% |
False |
False |
7,332 |
100 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0082 |
0.6% |
79% |
False |
False |
5,872 |
120 |
1.3458 |
1.2760 |
0.0698 |
5.2% |
0.0080 |
0.6% |
79% |
False |
False |
4,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3625 |
2.618 |
1.3510 |
1.618 |
1.3440 |
1.000 |
1.3397 |
0.618 |
1.3370 |
HIGH |
1.3327 |
0.618 |
1.3300 |
0.500 |
1.3292 |
0.382 |
1.3284 |
LOW |
1.3257 |
0.618 |
1.3214 |
1.000 |
1.3187 |
1.618 |
1.3144 |
2.618 |
1.3074 |
4.250 |
1.2960 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3304 |
1.3303 |
PP |
1.3298 |
1.3296 |
S1 |
1.3292 |
1.3289 |
|