CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3014 |
1.3067 |
0.0053 |
0.4% |
1.3113 |
| High |
1.3072 |
1.3082 |
0.0010 |
0.1% |
1.3156 |
| Low |
1.3009 |
1.2967 |
-0.0042 |
-0.3% |
1.2988 |
| Close |
1.3063 |
1.2981 |
-0.0082 |
-0.6% |
1.3023 |
| Range |
0.0063 |
0.0115 |
0.0052 |
82.5% |
0.0168 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.9% |
0.0000 |
| Volume |
189,879 |
263,432 |
73,553 |
38.7% |
1,296,017 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3355 |
1.3283 |
1.3044 |
|
| R3 |
1.3240 |
1.3168 |
1.3013 |
|
| R2 |
1.3125 |
1.3125 |
1.3002 |
|
| R1 |
1.3053 |
1.3053 |
1.2992 |
1.3032 |
| PP |
1.3010 |
1.3010 |
1.3010 |
1.2999 |
| S1 |
1.2938 |
1.2938 |
1.2970 |
1.2917 |
| S2 |
1.2895 |
1.2895 |
1.2960 |
|
| S3 |
1.2780 |
1.2823 |
1.2949 |
|
| S4 |
1.2665 |
1.2708 |
1.2918 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3560 |
1.3459 |
1.3115 |
|
| R3 |
1.3392 |
1.3291 |
1.3069 |
|
| R2 |
1.3224 |
1.3224 |
1.3054 |
|
| R1 |
1.3123 |
1.3123 |
1.3038 |
1.3090 |
| PP |
1.3056 |
1.3056 |
1.3056 |
1.3039 |
| S1 |
1.2955 |
1.2955 |
1.3008 |
1.2922 |
| S2 |
1.2888 |
1.2888 |
1.2992 |
|
| S3 |
1.2720 |
1.2787 |
1.2977 |
|
| S4 |
1.2552 |
1.2619 |
1.2931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3108 |
1.2967 |
0.0141 |
1.1% |
0.0091 |
0.7% |
10% |
False |
True |
244,931 |
| 10 |
1.3424 |
1.2967 |
0.0457 |
3.5% |
0.0108 |
0.8% |
3% |
False |
True |
260,697 |
| 20 |
1.3424 |
1.2967 |
0.0457 |
3.5% |
0.0104 |
0.8% |
3% |
False |
True |
183,190 |
| 40 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0104 |
0.8% |
28% |
False |
False |
92,713 |
| 60 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0101 |
0.8% |
28% |
False |
False |
61,912 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0099 |
0.8% |
32% |
False |
False |
46,473 |
| 100 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0094 |
0.7% |
28% |
False |
False |
37,183 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0084 |
0.6% |
23% |
False |
False |
30,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3571 |
|
2.618 |
1.3383 |
|
1.618 |
1.3268 |
|
1.000 |
1.3197 |
|
0.618 |
1.3153 |
|
HIGH |
1.3082 |
|
0.618 |
1.3038 |
|
0.500 |
1.3025 |
|
0.382 |
1.3011 |
|
LOW |
1.2967 |
|
0.618 |
1.2896 |
|
1.000 |
1.2852 |
|
1.618 |
1.2781 |
|
2.618 |
1.2666 |
|
4.250 |
1.2478 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3025 |
1.3038 |
| PP |
1.3010 |
1.3019 |
| S1 |
1.2996 |
1.3000 |
|