CME Euro FX (E) Future March 2014
Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.3368 |
1.3351 |
-0.0017 |
-0.1% |
1.3299 |
High |
1.3405 |
1.3351 |
-0.0054 |
-0.4% |
1.3405 |
Low |
1.3368 |
1.3351 |
-0.0017 |
-0.1% |
1.3243 |
Close |
1.3401 |
1.3351 |
-0.0050 |
-0.4% |
1.3351 |
Range |
0.0037 |
0.0000 |
-0.0037 |
-100.0% |
0.0162 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
3 |
11 |
8 |
266.7% |
35 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3351 |
1.3351 |
1.3351 |
|
R3 |
1.3351 |
1.3351 |
1.3351 |
|
R2 |
1.3351 |
1.3351 |
1.3351 |
|
R1 |
1.3351 |
1.3351 |
1.3351 |
1.3351 |
PP |
1.3351 |
1.3351 |
1.3351 |
1.3351 |
S1 |
1.3351 |
1.3351 |
1.3351 |
1.3351 |
S2 |
1.3351 |
1.3351 |
1.3351 |
|
S3 |
1.3351 |
1.3351 |
1.3351 |
|
S4 |
1.3351 |
1.3351 |
1.3351 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3819 |
1.3747 |
1.3440 |
|
R3 |
1.3657 |
1.3585 |
1.3396 |
|
R2 |
1.3495 |
1.3495 |
1.3381 |
|
R1 |
1.3423 |
1.3423 |
1.3366 |
1.3459 |
PP |
1.3333 |
1.3333 |
1.3333 |
1.3351 |
S1 |
1.3261 |
1.3261 |
1.3336 |
1.3297 |
S2 |
1.3171 |
1.3171 |
1.3321 |
|
S3 |
1.3009 |
1.3099 |
1.3306 |
|
S4 |
1.2847 |
1.2937 |
1.3262 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3405 |
1.3243 |
0.0162 |
1.2% |
0.0024 |
0.2% |
67% |
False |
False |
7 |
10 |
1.3405 |
1.3209 |
0.0196 |
1.5% |
0.0037 |
0.3% |
72% |
False |
False |
9 |
20 |
1.3405 |
1.3070 |
0.0335 |
2.5% |
0.0034 |
0.3% |
84% |
False |
False |
10 |
40 |
1.3425 |
1.2781 |
0.0644 |
4.8% |
0.0045 |
0.3% |
89% |
False |
False |
11 |
60 |
1.3425 |
1.2781 |
0.0644 |
4.8% |
0.0035 |
0.3% |
89% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3351 |
2.618 |
1.3351 |
1.618 |
1.3351 |
1.000 |
1.3351 |
0.618 |
1.3351 |
HIGH |
1.3351 |
0.618 |
1.3351 |
0.500 |
1.3351 |
0.382 |
1.3351 |
LOW |
1.3351 |
0.618 |
1.3351 |
1.000 |
1.3351 |
1.618 |
1.3351 |
2.618 |
1.3351 |
4.250 |
1.3351 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3351 |
1.3364 |
PP |
1.3351 |
1.3360 |
S1 |
1.3351 |
1.3355 |
|