CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3180 |
1.3138 |
-0.0042 |
-0.3% |
1.3203 |
| High |
1.3200 |
1.3192 |
-0.0008 |
-0.1% |
1.3216 |
| Low |
1.3123 |
1.3126 |
0.0003 |
0.0% |
1.3123 |
| Close |
1.3129 |
1.3192 |
0.0063 |
0.5% |
1.3192 |
| Range |
0.0077 |
0.0066 |
-0.0011 |
-14.3% |
0.0093 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
0.9% |
0.0000 |
| Volume |
62 |
16 |
-46 |
-74.2% |
110 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3368 |
1.3346 |
1.3228 |
|
| R3 |
1.3302 |
1.3280 |
1.3210 |
|
| R2 |
1.3236 |
1.3236 |
1.3204 |
|
| R1 |
1.3214 |
1.3214 |
1.3198 |
1.3225 |
| PP |
1.3170 |
1.3170 |
1.3170 |
1.3176 |
| S1 |
1.3148 |
1.3148 |
1.3186 |
1.3159 |
| S2 |
1.3104 |
1.3104 |
1.3180 |
|
| S3 |
1.3038 |
1.3082 |
1.3174 |
|
| S4 |
1.2972 |
1.3016 |
1.3156 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3417 |
1.3243 |
|
| R3 |
1.3363 |
1.3324 |
1.3218 |
|
| R2 |
1.3270 |
1.3270 |
1.3209 |
|
| R1 |
1.3231 |
1.3231 |
1.3201 |
1.3204 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3164 |
| S1 |
1.3138 |
1.3138 |
1.3183 |
1.3111 |
| S2 |
1.3084 |
1.3084 |
1.3175 |
|
| S3 |
1.2991 |
1.3045 |
1.3166 |
|
| S4 |
1.2898 |
1.2952 |
1.3141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3258 |
1.3123 |
0.0135 |
1.0% |
0.0055 |
0.4% |
51% |
False |
False |
22 |
| 10 |
1.3399 |
1.3123 |
0.0276 |
2.1% |
0.0044 |
0.3% |
25% |
False |
False |
13 |
| 20 |
1.3430 |
1.3123 |
0.0307 |
2.3% |
0.0035 |
0.3% |
22% |
False |
False |
9 |
| 40 |
1.3430 |
1.3070 |
0.0360 |
2.7% |
0.0035 |
0.3% |
34% |
False |
False |
9 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0042 |
0.3% |
63% |
False |
False |
10 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0035 |
0.3% |
63% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3473 |
|
2.618 |
1.3365 |
|
1.618 |
1.3299 |
|
1.000 |
1.3258 |
|
0.618 |
1.3233 |
|
HIGH |
1.3192 |
|
0.618 |
1.3167 |
|
0.500 |
1.3159 |
|
0.382 |
1.3151 |
|
LOW |
1.3126 |
|
0.618 |
1.3085 |
|
1.000 |
1.3060 |
|
1.618 |
1.3019 |
|
2.618 |
1.2953 |
|
4.250 |
1.2846 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3181 |
1.3185 |
| PP |
1.3170 |
1.3177 |
| S1 |
1.3159 |
1.3170 |
|