CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3138 |
1.3219 |
0.0081 |
0.6% |
1.3203 |
| High |
1.3192 |
1.3270 |
0.0078 |
0.6% |
1.3216 |
| Low |
1.3126 |
1.3219 |
0.0093 |
0.7% |
1.3123 |
| Close |
1.3192 |
1.3270 |
0.0078 |
0.6% |
1.3192 |
| Range |
0.0066 |
0.0051 |
-0.0015 |
-22.7% |
0.0093 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
2.3% |
0.0000 |
| Volume |
16 |
26 |
10 |
62.5% |
110 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3406 |
1.3389 |
1.3298 |
|
| R3 |
1.3355 |
1.3338 |
1.3284 |
|
| R2 |
1.3304 |
1.3304 |
1.3279 |
|
| R1 |
1.3287 |
1.3287 |
1.3275 |
1.3296 |
| PP |
1.3253 |
1.3253 |
1.3253 |
1.3257 |
| S1 |
1.3236 |
1.3236 |
1.3265 |
1.3245 |
| S2 |
1.3202 |
1.3202 |
1.3261 |
|
| S3 |
1.3151 |
1.3185 |
1.3256 |
|
| S4 |
1.3100 |
1.3134 |
1.3242 |
|
|
| 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 |
1.3270 |
1.3123 |
0.0147 |
1.1% |
0.0054 |
0.4% |
100% |
True |
False |
27 |
| 10 |
1.3395 |
1.3123 |
0.0272 |
2.0% |
0.0046 |
0.3% |
54% |
False |
False |
15 |
| 20 |
1.3430 |
1.3123 |
0.0307 |
2.3% |
0.0038 |
0.3% |
48% |
False |
False |
9 |
| 40 |
1.3430 |
1.3070 |
0.0360 |
2.7% |
0.0036 |
0.3% |
56% |
False |
False |
10 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0042 |
0.3% |
75% |
False |
False |
10 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0036 |
0.3% |
75% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3487 |
|
2.618 |
1.3404 |
|
1.618 |
1.3353 |
|
1.000 |
1.3321 |
|
0.618 |
1.3302 |
|
HIGH |
1.3270 |
|
0.618 |
1.3251 |
|
0.500 |
1.3245 |
|
0.382 |
1.3238 |
|
LOW |
1.3219 |
|
0.618 |
1.3187 |
|
1.000 |
1.3168 |
|
1.618 |
1.3136 |
|
2.618 |
1.3085 |
|
4.250 |
1.3002 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3262 |
1.3246 |
| PP |
1.3253 |
1.3221 |
| S1 |
1.3245 |
1.3197 |
|