CME Euro FX (E) Future March 2014
Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.3250 |
1.3346 |
0.0096 |
0.7% |
1.3300 |
High |
1.3358 |
1.3346 |
-0.0012 |
-0.1% |
1.3358 |
Low |
1.3250 |
1.3346 |
0.0096 |
0.7% |
1.3250 |
Close |
1.3358 |
1.3346 |
-0.0012 |
-0.1% |
1.3346 |
Range |
0.0108 |
0.0000 |
-0.0108 |
-100.0% |
0.0108 |
ATR |
0.0059 |
0.0056 |
-0.0003 |
-5.7% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
21 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3346 |
1.3346 |
1.3346 |
|
R3 |
1.3346 |
1.3346 |
1.3346 |
|
R2 |
1.3346 |
1.3346 |
1.3346 |
|
R1 |
1.3346 |
1.3346 |
1.3346 |
1.3346 |
PP |
1.3346 |
1.3346 |
1.3346 |
1.3346 |
S1 |
1.3346 |
1.3346 |
1.3346 |
1.3346 |
S2 |
1.3346 |
1.3346 |
1.3346 |
|
S3 |
1.3346 |
1.3346 |
1.3346 |
|
S4 |
1.3346 |
1.3346 |
1.3346 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3642 |
1.3602 |
1.3405 |
|
R3 |
1.3534 |
1.3494 |
1.3376 |
|
R2 |
1.3426 |
1.3426 |
1.3366 |
|
R1 |
1.3386 |
1.3386 |
1.3356 |
1.3406 |
PP |
1.3318 |
1.3318 |
1.3318 |
1.3328 |
S1 |
1.3278 |
1.3278 |
1.3336 |
1.3298 |
S2 |
1.3210 |
1.3210 |
1.3326 |
|
S3 |
1.3102 |
1.3170 |
1.3316 |
|
S4 |
1.2994 |
1.3062 |
1.3287 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3358 |
1.3250 |
0.0108 |
0.8% |
0.0026 |
0.2% |
89% |
False |
False |
4 |
10 |
1.3405 |
1.3243 |
0.0162 |
1.2% |
0.0025 |
0.2% |
64% |
False |
False |
5 |
20 |
1.3405 |
1.3193 |
0.0212 |
1.6% |
0.0033 |
0.2% |
72% |
False |
False |
8 |
40 |
1.3405 |
1.2781 |
0.0624 |
4.7% |
0.0042 |
0.3% |
91% |
False |
False |
11 |
60 |
1.3425 |
1.2781 |
0.0644 |
4.8% |
0.0037 |
0.3% |
88% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3346 |
2.618 |
1.3346 |
1.618 |
1.3346 |
1.000 |
1.3346 |
0.618 |
1.3346 |
HIGH |
1.3346 |
0.618 |
1.3346 |
0.500 |
1.3346 |
0.382 |
1.3346 |
LOW |
1.3346 |
0.618 |
1.3346 |
1.000 |
1.3346 |
1.618 |
1.3346 |
2.618 |
1.3346 |
4.250 |
1.3346 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3346 |
1.3332 |
PP |
1.3346 |
1.3318 |
S1 |
1.3346 |
1.3304 |
|