CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2827 |
1.2873 |
0.0046 |
0.4% |
1.3014 |
| High |
1.2886 |
1.2901 |
0.0015 |
0.1% |
1.3082 |
| Low |
1.2815 |
1.2755 |
-0.0060 |
-0.5% |
1.2808 |
| Close |
1.2878 |
1.2790 |
-0.0088 |
-0.7% |
1.2833 |
| Range |
0.0071 |
0.0146 |
0.0075 |
105.6% |
0.0274 |
| ATR |
0.0109 |
0.0111 |
0.0003 |
2.5% |
0.0000 |
| Volume |
182,993 |
283,410 |
100,417 |
54.9% |
1,121,833 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3253 |
1.3168 |
1.2870 |
|
| R3 |
1.3107 |
1.3022 |
1.2830 |
|
| R2 |
1.2961 |
1.2961 |
1.2817 |
|
| R1 |
1.2876 |
1.2876 |
1.2803 |
1.2846 |
| PP |
1.2815 |
1.2815 |
1.2815 |
1.2800 |
| S1 |
1.2730 |
1.2730 |
1.2777 |
1.2700 |
| S2 |
1.2669 |
1.2669 |
1.2763 |
|
| S3 |
1.2523 |
1.2584 |
1.2750 |
|
| S4 |
1.2377 |
1.2438 |
1.2710 |
|
|
| 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 |
1.2755 |
0.0327 |
2.6% |
0.0132 |
1.0% |
11% |
False |
True |
279,671 |
| 10 |
1.3156 |
1.2755 |
0.0401 |
3.1% |
0.0109 |
0.9% |
9% |
False |
True |
260,578 |
| 20 |
1.3424 |
1.2755 |
0.0669 |
5.2% |
0.0108 |
0.8% |
5% |
False |
True |
235,808 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.2% |
0.0107 |
0.8% |
5% |
False |
True |
121,064 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.2% |
0.0105 |
0.8% |
5% |
False |
True |
80,807 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.2% |
0.0102 |
0.8% |
5% |
False |
True |
60,656 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.2% |
0.0098 |
0.8% |
5% |
False |
True |
48,532 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.4% |
0.0088 |
0.7% |
4% |
False |
True |
40,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3522 |
|
2.618 |
1.3283 |
|
1.618 |
1.3137 |
|
1.000 |
1.3047 |
|
0.618 |
1.2991 |
|
HIGH |
1.2901 |
|
0.618 |
1.2845 |
|
0.500 |
1.2828 |
|
0.382 |
1.2811 |
|
LOW |
1.2755 |
|
0.618 |
1.2665 |
|
1.000 |
1.2609 |
|
1.618 |
1.2519 |
|
2.618 |
1.2373 |
|
4.250 |
1.2135 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2828 |
1.2892 |
| PP |
1.2815 |
1.2858 |
| S1 |
1.2803 |
1.2824 |
|