CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2873 |
1.2789 |
-0.0084 |
-0.7% |
1.3014 |
| High |
1.2901 |
1.2990 |
0.0089 |
0.7% |
1.3082 |
| Low |
1.2755 |
1.2768 |
0.0013 |
0.1% |
1.2808 |
| Close |
1.2790 |
1.2886 |
0.0096 |
0.8% |
1.2833 |
| Range |
0.0146 |
0.0222 |
0.0076 |
52.1% |
0.0274 |
| ATR |
0.0111 |
0.0119 |
0.0008 |
7.1% |
0.0000 |
| Volume |
283,410 |
299,164 |
15,754 |
5.6% |
1,121,833 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3547 |
1.3439 |
1.3008 |
|
| R3 |
1.3325 |
1.3217 |
1.2947 |
|
| R2 |
1.3103 |
1.3103 |
1.2927 |
|
| R1 |
1.2995 |
1.2995 |
1.2906 |
1.3049 |
| PP |
1.2881 |
1.2881 |
1.2881 |
1.2909 |
| S1 |
1.2773 |
1.2773 |
1.2866 |
1.2827 |
| S2 |
1.2659 |
1.2659 |
1.2845 |
|
| S3 |
1.2437 |
1.2551 |
1.2825 |
|
| S4 |
1.2215 |
1.2329 |
1.2764 |
|
|
| 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 |
1.3037 |
1.2755 |
0.0282 |
2.2% |
0.0154 |
1.2% |
46% |
False |
False |
286,817 |
| 10 |
1.3108 |
1.2755 |
0.0353 |
2.7% |
0.0123 |
1.0% |
37% |
False |
False |
265,874 |
| 20 |
1.3424 |
1.2755 |
0.0669 |
5.2% |
0.0115 |
0.9% |
20% |
False |
False |
247,818 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.2% |
0.0111 |
0.9% |
20% |
False |
False |
128,503 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.2% |
0.0107 |
0.8% |
20% |
False |
False |
85,789 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.2% |
0.0104 |
0.8% |
20% |
False |
False |
64,395 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.2% |
0.0099 |
0.8% |
20% |
False |
False |
51,523 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.3% |
0.0090 |
0.7% |
14% |
False |
False |
42,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3934 |
|
2.618 |
1.3571 |
|
1.618 |
1.3349 |
|
1.000 |
1.3212 |
|
0.618 |
1.3127 |
|
HIGH |
1.2990 |
|
0.618 |
1.2905 |
|
0.500 |
1.2879 |
|
0.382 |
1.2853 |
|
LOW |
1.2768 |
|
0.618 |
1.2631 |
|
1.000 |
1.2546 |
|
1.618 |
1.2409 |
|
2.618 |
1.2187 |
|
4.250 |
1.1825 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2884 |
1.2882 |
| PP |
1.2881 |
1.2877 |
| S1 |
1.2879 |
1.2873 |
|