CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2789 |
1.3016 |
0.0227 |
1.8% |
1.3014 |
| High |
1.2990 |
1.3212 |
0.0222 |
1.7% |
1.3082 |
| Low |
1.2768 |
1.2886 |
0.0118 |
0.9% |
1.2808 |
| Close |
1.2886 |
1.3101 |
0.0215 |
1.7% |
1.2833 |
| Range |
0.0222 |
0.0326 |
0.0104 |
46.8% |
0.0274 |
| ATR |
0.0119 |
0.0134 |
0.0015 |
12.4% |
0.0000 |
| Volume |
299,164 |
378,770 |
79,606 |
26.6% |
1,121,833 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4044 |
1.3899 |
1.3280 |
|
| R3 |
1.3718 |
1.3573 |
1.3191 |
|
| R2 |
1.3392 |
1.3392 |
1.3161 |
|
| R1 |
1.3247 |
1.3247 |
1.3131 |
1.3320 |
| PP |
1.3066 |
1.3066 |
1.3066 |
1.3103 |
| S1 |
1.2921 |
1.2921 |
1.3071 |
1.2994 |
| S2 |
1.2740 |
1.2740 |
1.3041 |
|
| S3 |
1.2414 |
1.2595 |
1.3011 |
|
| S4 |
1.2088 |
1.2269 |
1.2922 |
|
|
| 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 |
1.3212 |
1.2755 |
0.0457 |
3.5% |
0.0197 |
1.5% |
76% |
True |
False |
315,113 |
| 10 |
1.3212 |
1.2755 |
0.0457 |
3.5% |
0.0144 |
1.1% |
76% |
True |
False |
276,432 |
| 20 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0126 |
1.0% |
52% |
False |
False |
260,954 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0117 |
0.9% |
52% |
False |
False |
137,957 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0110 |
0.8% |
52% |
False |
False |
92,098 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0107 |
0.8% |
52% |
False |
False |
69,130 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0102 |
0.8% |
52% |
False |
False |
55,311 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.2% |
0.0093 |
0.7% |
37% |
False |
False |
46,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4598 |
|
2.618 |
1.4065 |
|
1.618 |
1.3739 |
|
1.000 |
1.3538 |
|
0.618 |
1.3413 |
|
HIGH |
1.3212 |
|
0.618 |
1.3087 |
|
0.500 |
1.3049 |
|
0.382 |
1.3011 |
|
LOW |
1.2886 |
|
0.618 |
1.2685 |
|
1.000 |
1.2560 |
|
1.618 |
1.2359 |
|
2.618 |
1.2033 |
|
4.250 |
1.1501 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3084 |
1.3062 |
| PP |
1.3066 |
1.3023 |
| S1 |
1.3049 |
1.2984 |
|