CME Euro FX (E) Future March 2014
Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.3280 |
1.3258 |
-0.0022 |
-0.2% |
1.3374 |
High |
1.3280 |
1.3258 |
-0.0022 |
-0.2% |
1.3395 |
Low |
1.3244 |
1.3202 |
-0.0042 |
-0.3% |
1.3202 |
Close |
1.3252 |
1.3217 |
-0.0035 |
-0.3% |
1.3217 |
Range |
0.0036 |
0.0056 |
0.0020 |
55.6% |
0.0193 |
ATR |
0.0057 |
0.0057 |
0.0000 |
-0.2% |
0.0000 |
Volume |
6 |
4 |
-2 |
-33.3% |
20 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3394 |
1.3361 |
1.3248 |
|
R3 |
1.3338 |
1.3305 |
1.3232 |
|
R2 |
1.3282 |
1.3282 |
1.3227 |
|
R1 |
1.3249 |
1.3249 |
1.3222 |
1.3238 |
PP |
1.3226 |
1.3226 |
1.3226 |
1.3220 |
S1 |
1.3193 |
1.3193 |
1.3212 |
1.3182 |
S2 |
1.3170 |
1.3170 |
1.3207 |
|
S3 |
1.3114 |
1.3137 |
1.3202 |
|
S4 |
1.3058 |
1.3081 |
1.3186 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3850 |
1.3727 |
1.3323 |
|
R3 |
1.3657 |
1.3534 |
1.3270 |
|
R2 |
1.3464 |
1.3464 |
1.3252 |
|
R1 |
1.3341 |
1.3341 |
1.3235 |
1.3306 |
PP |
1.3271 |
1.3271 |
1.3271 |
1.3254 |
S1 |
1.3148 |
1.3148 |
1.3199 |
1.3113 |
S2 |
1.3078 |
1.3078 |
1.3182 |
|
S3 |
1.2885 |
1.2955 |
1.3164 |
|
S4 |
1.2692 |
1.2762 |
1.3111 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3395 |
1.3202 |
0.0193 |
1.5% |
0.0038 |
0.3% |
8% |
False |
True |
4 |
10 |
1.3430 |
1.3202 |
0.0228 |
1.7% |
0.0035 |
0.3% |
7% |
False |
True |
3 |
20 |
1.3430 |
1.3202 |
0.0228 |
1.7% |
0.0030 |
0.2% |
7% |
False |
True |
4 |
40 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0033 |
0.3% |
67% |
False |
False |
8 |
60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0039 |
0.3% |
67% |
False |
False |
8 |
80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0034 |
0.3% |
67% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3496 |
2.618 |
1.3405 |
1.618 |
1.3349 |
1.000 |
1.3314 |
0.618 |
1.3293 |
HIGH |
1.3258 |
0.618 |
1.3237 |
0.500 |
1.3230 |
0.382 |
1.3223 |
LOW |
1.3202 |
0.618 |
1.3167 |
1.000 |
1.3146 |
1.618 |
1.3111 |
2.618 |
1.3055 |
4.250 |
1.2964 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3230 |
1.3279 |
PP |
1.3226 |
1.3258 |
S1 |
1.3221 |
1.3238 |
|