CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3016 |
1.3099 |
0.0083 |
0.6% |
1.2827 |
| High |
1.3212 |
1.3103 |
-0.0109 |
-0.8% |
1.3212 |
| Low |
1.2886 |
1.3003 |
0.0117 |
0.9% |
1.2755 |
| Close |
1.3101 |
1.3063 |
-0.0038 |
-0.3% |
1.3063 |
| Range |
0.0326 |
0.0100 |
-0.0226 |
-69.3% |
0.0457 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
378,770 |
220,465 |
-158,305 |
-41.8% |
1,364,802 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3310 |
1.3118 |
|
| R3 |
1.3256 |
1.3210 |
1.3091 |
|
| R2 |
1.3156 |
1.3156 |
1.3081 |
|
| R1 |
1.3110 |
1.3110 |
1.3072 |
1.3083 |
| PP |
1.3056 |
1.3056 |
1.3056 |
1.3043 |
| S1 |
1.3010 |
1.3010 |
1.3054 |
1.2983 |
| S2 |
1.2956 |
1.2956 |
1.3045 |
|
| S3 |
1.2856 |
1.2910 |
1.3036 |
|
| S4 |
1.2756 |
1.2810 |
1.3008 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4381 |
1.4179 |
1.3314 |
|
| R3 |
1.3924 |
1.3722 |
1.3189 |
|
| R2 |
1.3467 |
1.3467 |
1.3147 |
|
| R1 |
1.3265 |
1.3265 |
1.3105 |
1.3366 |
| PP |
1.3010 |
1.3010 |
1.3010 |
1.3061 |
| S1 |
1.2808 |
1.2808 |
1.3021 |
1.2909 |
| S2 |
1.2553 |
1.2553 |
1.2979 |
|
| S3 |
1.2096 |
1.2351 |
1.2937 |
|
| S4 |
1.1639 |
1.1894 |
1.2812 |
|
|
| 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% |
0.0173 |
1.3% |
67% |
False |
False |
272,960 |
| 10 |
1.3212 |
1.2755 |
0.0457 |
3.5% |
0.0149 |
1.1% |
67% |
False |
False |
275,325 |
| 20 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0125 |
1.0% |
46% |
False |
False |
264,562 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0117 |
0.9% |
46% |
False |
False |
143,451 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0109 |
0.8% |
46% |
False |
False |
95,767 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0107 |
0.8% |
46% |
False |
False |
71,883 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0103 |
0.8% |
46% |
False |
False |
57,515 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.2% |
0.0093 |
0.7% |
33% |
False |
False |
47,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3528 |
|
2.618 |
1.3365 |
|
1.618 |
1.3265 |
|
1.000 |
1.3203 |
|
0.618 |
1.3165 |
|
HIGH |
1.3103 |
|
0.618 |
1.3065 |
|
0.500 |
1.3053 |
|
0.382 |
1.3041 |
|
LOW |
1.3003 |
|
0.618 |
1.2941 |
|
1.000 |
1.2903 |
|
1.618 |
1.2841 |
|
2.618 |
1.2741 |
|
4.250 |
1.2578 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3060 |
1.3039 |
| PP |
1.3056 |
1.3014 |
| S1 |
1.3053 |
1.2990 |
|