CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3268 |
1.3299 |
0.0031 |
0.2% |
1.3203 |
| High |
1.3318 |
1.3326 |
0.0008 |
0.1% |
1.3216 |
| Low |
1.3268 |
1.3281 |
0.0013 |
0.1% |
1.3123 |
| Close |
1.3318 |
1.3312 |
-0.0006 |
0.0% |
1.3192 |
| Range |
0.0050 |
0.0045 |
-0.0005 |
-10.0% |
0.0093 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
77 |
19 |
-58 |
-75.3% |
110 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3441 |
1.3422 |
1.3337 |
|
| R3 |
1.3396 |
1.3377 |
1.3324 |
|
| R2 |
1.3351 |
1.3351 |
1.3320 |
|
| R1 |
1.3332 |
1.3332 |
1.3316 |
1.3342 |
| PP |
1.3306 |
1.3306 |
1.3306 |
1.3311 |
| S1 |
1.3287 |
1.3287 |
1.3308 |
1.3297 |
| S2 |
1.3261 |
1.3261 |
1.3304 |
|
| S3 |
1.3216 |
1.3242 |
1.3300 |
|
| S4 |
1.3171 |
1.3197 |
1.3287 |
|
|
| 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 |
1.3326 |
1.3126 |
0.0200 |
1.5% |
0.0047 |
0.4% |
93% |
True |
False |
33 |
| 10 |
1.3326 |
1.3123 |
0.0203 |
1.5% |
0.0048 |
0.4% |
93% |
True |
False |
26 |
| 20 |
1.3430 |
1.3123 |
0.0307 |
2.3% |
0.0043 |
0.3% |
62% |
False |
False |
15 |
| 40 |
1.3430 |
1.3109 |
0.0321 |
2.4% |
0.0036 |
0.3% |
63% |
False |
False |
13 |
| 60 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0043 |
0.3% |
82% |
False |
False |
12 |
| 80 |
1.3430 |
1.2781 |
0.0649 |
4.9% |
0.0037 |
0.3% |
82% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3517 |
|
2.618 |
1.3444 |
|
1.618 |
1.3399 |
|
1.000 |
1.3371 |
|
0.618 |
1.3354 |
|
HIGH |
1.3326 |
|
0.618 |
1.3309 |
|
0.500 |
1.3304 |
|
0.382 |
1.3298 |
|
LOW |
1.3281 |
|
0.618 |
1.3253 |
|
1.000 |
1.3236 |
|
1.618 |
1.3208 |
|
2.618 |
1.3163 |
|
4.250 |
1.3090 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3309 |
1.3305 |
| PP |
1.3306 |
1.3297 |
| S1 |
1.3304 |
1.3290 |
|