CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2994 |
1.2827 |
-0.0167 |
-1.3% |
1.3014 |
| High |
1.3028 |
1.2886 |
-0.0142 |
-1.1% |
1.3082 |
| Low |
1.2808 |
1.2815 |
0.0007 |
0.1% |
1.2808 |
| Close |
1.2833 |
1.2878 |
0.0045 |
0.4% |
1.2833 |
| Range |
0.0220 |
0.0071 |
-0.0149 |
-67.7% |
0.0274 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
431,229 |
182,993 |
-248,236 |
-57.6% |
1,121,833 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3073 |
1.3046 |
1.2917 |
|
| R3 |
1.3002 |
1.2975 |
1.2898 |
|
| R2 |
1.2931 |
1.2931 |
1.2891 |
|
| R1 |
1.2904 |
1.2904 |
1.2885 |
1.2918 |
| PP |
1.2860 |
1.2860 |
1.2860 |
1.2866 |
| S1 |
1.2833 |
1.2833 |
1.2871 |
1.2847 |
| S2 |
1.2789 |
1.2789 |
1.2865 |
|
| S3 |
1.2718 |
1.2762 |
1.2858 |
|
| S4 |
1.2647 |
1.2691 |
1.2839 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3730 |
1.3555 |
1.2984 |
|
| R3 |
1.3456 |
1.3281 |
1.2908 |
|
| R2 |
1.3182 |
1.3182 |
1.2883 |
|
| R1 |
1.3007 |
1.3007 |
1.2858 |
1.2958 |
| PP |
1.2908 |
1.2908 |
1.2908 |
1.2883 |
| S1 |
1.2733 |
1.2733 |
1.2808 |
1.2684 |
| S2 |
1.2634 |
1.2634 |
1.2783 |
|
| S3 |
1.2360 |
1.2459 |
1.2758 |
|
| S4 |
1.2086 |
1.2185 |
1.2682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3082 |
1.2808 |
0.0274 |
2.1% |
0.0116 |
0.9% |
26% |
False |
False |
260,965 |
| 10 |
1.3156 |
1.2808 |
0.0348 |
2.7% |
0.0103 |
0.8% |
20% |
False |
False |
260,084 |
| 20 |
1.3424 |
1.2808 |
0.0616 |
4.8% |
0.0105 |
0.8% |
11% |
False |
False |
223,061 |
| 40 |
1.3424 |
1.2808 |
0.0616 |
4.8% |
0.0106 |
0.8% |
11% |
False |
False |
113,988 |
| 60 |
1.3424 |
1.2808 |
0.0616 |
4.8% |
0.0104 |
0.8% |
11% |
False |
False |
76,085 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.1% |
0.0102 |
0.8% |
17% |
False |
False |
57,114 |
| 100 |
1.3528 |
1.2770 |
0.0758 |
5.9% |
0.0097 |
0.8% |
14% |
False |
False |
45,698 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0087 |
0.7% |
12% |
False |
False |
38,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3188 |
|
2.618 |
1.3072 |
|
1.618 |
1.3001 |
|
1.000 |
1.2957 |
|
0.618 |
1.2930 |
|
HIGH |
1.2886 |
|
0.618 |
1.2859 |
|
0.500 |
1.2851 |
|
0.382 |
1.2842 |
|
LOW |
1.2815 |
|
0.618 |
1.2771 |
|
1.000 |
1.2744 |
|
1.618 |
1.2700 |
|
2.618 |
1.2629 |
|
4.250 |
1.2513 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2869 |
1.2923 |
| PP |
1.2860 |
1.2908 |
| S1 |
1.2851 |
1.2893 |
|