CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3181 |
1.3180 |
-0.0001 |
0.0% |
1.3374 |
| High |
1.3216 |
1.3200 |
-0.0016 |
-0.1% |
1.3395 |
| Low |
1.3180 |
1.3123 |
-0.0057 |
-0.4% |
1.3202 |
| Close |
1.3216 |
1.3129 |
-0.0087 |
-0.7% |
1.3217 |
| Range |
0.0036 |
0.0077 |
0.0041 |
113.9% |
0.0193 |
| ATR |
0.0056 |
0.0058 |
0.0003 |
4.8% |
0.0000 |
| Volume |
26 |
62 |
36 |
138.5% |
20 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3382 |
1.3332 |
1.3171 |
|
| R3 |
1.3305 |
1.3255 |
1.3150 |
|
| R2 |
1.3228 |
1.3228 |
1.3143 |
|
| R1 |
1.3178 |
1.3178 |
1.3136 |
1.3165 |
| PP |
1.3151 |
1.3151 |
1.3151 |
1.3144 |
| S1 |
1.3101 |
1.3101 |
1.3122 |
1.3088 |
| S2 |
1.3074 |
1.3074 |
1.3115 |
|
| S3 |
1.2997 |
1.3024 |
1.3108 |
|
| S4 |
1.2920 |
1.2947 |
1.3087 |
|
|
| 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 |
1.3280 |
1.3123 |
0.0157 |
1.2% |
0.0049 |
0.4% |
4% |
False |
True |
20 |
| 10 |
1.3399 |
1.3123 |
0.0276 |
2.1% |
0.0041 |
0.3% |
2% |
False |
True |
12 |
| 20 |
1.3430 |
1.3123 |
0.0307 |
2.3% |
0.0034 |
0.3% |
2% |
False |
True |
8 |
| 40 |
1.3430 |
1.3070 |
0.0360 |
2.7% |
0.0033 |
0.3% |
16% |
False |
False |
9 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0041 |
0.3% |
54% |
False |
False |
10 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0034 |
0.3% |
54% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3527 |
|
2.618 |
1.3402 |
|
1.618 |
1.3325 |
|
1.000 |
1.3277 |
|
0.618 |
1.3248 |
|
HIGH |
1.3200 |
|
0.618 |
1.3171 |
|
0.500 |
1.3162 |
|
0.382 |
1.3152 |
|
LOW |
1.3123 |
|
0.618 |
1.3075 |
|
1.000 |
1.3046 |
|
1.618 |
1.2998 |
|
2.618 |
1.2921 |
|
4.250 |
1.2796 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3162 |
1.3170 |
| PP |
1.3151 |
1.3156 |
| S1 |
1.3140 |
1.3143 |
|