CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3203 |
1.3181 |
-0.0022 |
-0.2% |
1.3374 |
| High |
1.3203 |
1.3216 |
0.0013 |
0.1% |
1.3395 |
| Low |
1.3162 |
1.3180 |
0.0018 |
0.1% |
1.3202 |
| Close |
1.3178 |
1.3216 |
0.0038 |
0.3% |
1.3217 |
| Range |
0.0041 |
0.0036 |
-0.0005 |
-12.2% |
0.0193 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
6 |
26 |
20 |
333.3% |
20 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3312 |
1.3300 |
1.3236 |
|
| R3 |
1.3276 |
1.3264 |
1.3226 |
|
| R2 |
1.3240 |
1.3240 |
1.3223 |
|
| R1 |
1.3228 |
1.3228 |
1.3219 |
1.3234 |
| PP |
1.3204 |
1.3204 |
1.3204 |
1.3207 |
| S1 |
1.3192 |
1.3192 |
1.3213 |
1.3198 |
| S2 |
1.3168 |
1.3168 |
1.3209 |
|
| S3 |
1.3132 |
1.3156 |
1.3206 |
|
| S4 |
1.3096 |
1.3120 |
1.3196 |
|
|
| 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 |
1.3355 |
1.3162 |
0.0193 |
1.5% |
0.0042 |
0.3% |
28% |
False |
False |
8 |
| 10 |
1.3430 |
1.3162 |
0.0268 |
2.0% |
0.0041 |
0.3% |
20% |
False |
False |
6 |
| 20 |
1.3430 |
1.3162 |
0.0268 |
2.0% |
0.0031 |
0.2% |
20% |
False |
False |
5 |
| 40 |
1.3430 |
1.2901 |
0.0529 |
4.0% |
0.0032 |
0.2% |
60% |
False |
False |
8 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0040 |
0.3% |
67% |
False |
False |
9 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0033 |
0.3% |
67% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3369 |
|
2.618 |
1.3310 |
|
1.618 |
1.3274 |
|
1.000 |
1.3252 |
|
0.618 |
1.3238 |
|
HIGH |
1.3216 |
|
0.618 |
1.3202 |
|
0.500 |
1.3198 |
|
0.382 |
1.3194 |
|
LOW |
1.3180 |
|
0.618 |
1.3158 |
|
1.000 |
1.3144 |
|
1.618 |
1.3122 |
|
2.618 |
1.3086 |
|
4.250 |
1.3027 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3210 |
1.3214 |
| PP |
1.3204 |
1.3212 |
| S1 |
1.3198 |
1.3210 |
|