CME Euro FX (E) Future March 2014
Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.3299 |
1.3317 |
0.0018 |
0.1% |
1.3260 |
High |
1.3299 |
1.3317 |
0.0018 |
0.1% |
1.3360 |
Low |
1.3243 |
1.3317 |
0.0074 |
0.6% |
1.3209 |
Close |
1.3271 |
1.3317 |
0.0046 |
0.3% |
1.3299 |
Range |
0.0056 |
0.0000 |
-0.0056 |
-100.0% |
0.0151 |
ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
13 |
7 |
-6 |
-46.2% |
62 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3317 |
1.3317 |
1.3317 |
|
R3 |
1.3317 |
1.3317 |
1.3317 |
|
R2 |
1.3317 |
1.3317 |
1.3317 |
|
R1 |
1.3317 |
1.3317 |
1.3317 |
1.3317 |
PP |
1.3317 |
1.3317 |
1.3317 |
1.3317 |
S1 |
1.3317 |
1.3317 |
1.3317 |
1.3317 |
S2 |
1.3317 |
1.3317 |
1.3317 |
|
S3 |
1.3317 |
1.3317 |
1.3317 |
|
S4 |
1.3317 |
1.3317 |
1.3317 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3742 |
1.3672 |
1.3382 |
|
R3 |
1.3591 |
1.3521 |
1.3341 |
|
R2 |
1.3440 |
1.3440 |
1.3327 |
|
R1 |
1.3370 |
1.3370 |
1.3313 |
1.3405 |
PP |
1.3289 |
1.3289 |
1.3289 |
1.3307 |
S1 |
1.3219 |
1.3219 |
1.3285 |
1.3254 |
S2 |
1.3138 |
1.3138 |
1.3271 |
|
S3 |
1.2987 |
1.3068 |
1.3257 |
|
S4 |
1.2836 |
1.2917 |
1.3216 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3360 |
1.3209 |
0.0151 |
1.1% |
0.0055 |
0.4% |
72% |
False |
False |
8 |
10 |
1.3360 |
1.3205 |
0.0155 |
1.2% |
0.0040 |
0.3% |
72% |
False |
False |
12 |
20 |
1.3360 |
1.2901 |
0.0459 |
3.4% |
0.0032 |
0.2% |
91% |
False |
False |
11 |
40 |
1.3425 |
1.2781 |
0.0644 |
4.8% |
0.0044 |
0.3% |
83% |
False |
False |
11 |
60 |
1.3425 |
1.2781 |
0.0644 |
4.8% |
0.0034 |
0.3% |
83% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3317 |
2.618 |
1.3317 |
1.618 |
1.3317 |
1.000 |
1.3317 |
0.618 |
1.3317 |
HIGH |
1.3317 |
0.618 |
1.3317 |
0.500 |
1.3317 |
0.382 |
1.3317 |
LOW |
1.3317 |
0.618 |
1.3317 |
1.000 |
1.3317 |
1.618 |
1.3317 |
2.618 |
1.3317 |
4.250 |
1.3317 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3317 |
1.3301 |
PP |
1.3317 |
1.3284 |
S1 |
1.3317 |
1.3268 |
|