CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3099 |
1.3069 |
-0.0030 |
-0.2% |
1.2827 |
| High |
1.3103 |
1.3083 |
-0.0020 |
-0.2% |
1.3212 |
| Low |
1.3003 |
1.2996 |
-0.0007 |
-0.1% |
1.2755 |
| Close |
1.3063 |
1.3070 |
0.0007 |
0.1% |
1.3063 |
| Range |
0.0100 |
0.0087 |
-0.0013 |
-13.0% |
0.0457 |
| ATR |
0.0132 |
0.0128 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
220,465 |
180,810 |
-39,655 |
-18.0% |
1,364,802 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3311 |
1.3277 |
1.3118 |
|
| R3 |
1.3224 |
1.3190 |
1.3094 |
|
| R2 |
1.3137 |
1.3137 |
1.3086 |
|
| R1 |
1.3103 |
1.3103 |
1.3078 |
1.3120 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3058 |
| S1 |
1.3016 |
1.3016 |
1.3062 |
1.3033 |
| S2 |
1.2963 |
1.2963 |
1.3054 |
|
| S3 |
1.2876 |
1.2929 |
1.3046 |
|
| S4 |
1.2789 |
1.2842 |
1.3022 |
|
|
| 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% |
0.0176 |
1.3% |
69% |
False |
False |
272,523 |
| 10 |
1.3212 |
1.2755 |
0.0457 |
3.5% |
0.0146 |
1.1% |
69% |
False |
False |
266,744 |
| 20 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0126 |
1.0% |
47% |
False |
False |
261,858 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0117 |
0.9% |
47% |
False |
False |
147,939 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0109 |
0.8% |
47% |
False |
False |
98,774 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0106 |
0.8% |
47% |
False |
False |
74,140 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0103 |
0.8% |
47% |
False |
False |
59,323 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.2% |
0.0094 |
0.7% |
33% |
False |
False |
49,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3453 |
|
2.618 |
1.3311 |
|
1.618 |
1.3224 |
|
1.000 |
1.3170 |
|
0.618 |
1.3137 |
|
HIGH |
1.3083 |
|
0.618 |
1.3050 |
|
0.500 |
1.3040 |
|
0.382 |
1.3029 |
|
LOW |
1.2996 |
|
0.618 |
1.2942 |
|
1.000 |
1.2909 |
|
1.618 |
1.2855 |
|
2.618 |
1.2768 |
|
4.250 |
1.2626 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3060 |
1.3063 |
| PP |
1.3050 |
1.3056 |
| S1 |
1.3040 |
1.3049 |
|