CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3067 |
1.2983 |
-0.0084 |
-0.6% |
1.3113 |
| High |
1.3082 |
1.3037 |
-0.0045 |
-0.3% |
1.3156 |
| Low |
1.2967 |
1.2927 |
-0.0040 |
-0.3% |
1.2988 |
| Close |
1.2981 |
1.3017 |
0.0036 |
0.3% |
1.3023 |
| Range |
0.0115 |
0.0110 |
-0.0005 |
-4.3% |
0.0168 |
| ATR |
0.0103 |
0.0103 |
0.0001 |
0.5% |
0.0000 |
| Volume |
263,432 |
237,293 |
-26,139 |
-9.9% |
1,296,017 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3324 |
1.3280 |
1.3078 |
|
| R3 |
1.3214 |
1.3170 |
1.3047 |
|
| R2 |
1.3104 |
1.3104 |
1.3037 |
|
| R1 |
1.3060 |
1.3060 |
1.3027 |
1.3082 |
| PP |
1.2994 |
1.2994 |
1.2994 |
1.3005 |
| S1 |
1.2950 |
1.2950 |
1.3007 |
1.2972 |
| S2 |
1.2884 |
1.2884 |
1.2997 |
|
| S3 |
1.2774 |
1.2840 |
1.2987 |
|
| S4 |
1.2664 |
1.2730 |
1.2957 |
|
|
| 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 |
1.2927 |
0.0181 |
1.4% |
0.0092 |
0.7% |
50% |
False |
True |
237,751 |
| 10 |
1.3308 |
1.2927 |
0.0381 |
2.9% |
0.0104 |
0.8% |
24% |
False |
True |
262,013 |
| 20 |
1.3424 |
1.2927 |
0.0497 |
3.8% |
0.0107 |
0.8% |
18% |
False |
True |
194,715 |
| 40 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0106 |
0.8% |
34% |
False |
False |
98,640 |
| 60 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0101 |
0.8% |
34% |
False |
False |
65,866 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0100 |
0.8% |
38% |
False |
False |
49,438 |
| 100 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0094 |
0.7% |
33% |
False |
False |
39,555 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0085 |
0.7% |
27% |
False |
False |
32,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3505 |
|
2.618 |
1.3325 |
|
1.618 |
1.3215 |
|
1.000 |
1.3147 |
|
0.618 |
1.3105 |
|
HIGH |
1.3037 |
|
0.618 |
1.2995 |
|
0.500 |
1.2982 |
|
0.382 |
1.2969 |
|
LOW |
1.2927 |
|
0.618 |
1.2859 |
|
1.000 |
1.2817 |
|
1.618 |
1.2749 |
|
2.618 |
1.2639 |
|
4.250 |
1.2460 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3005 |
1.3013 |
| PP |
1.2994 |
1.3009 |
| S1 |
1.2982 |
1.3005 |
|