CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3069 |
1.3068 |
-0.0001 |
0.0% |
1.2827 |
| High |
1.3083 |
1.3178 |
0.0095 |
0.7% |
1.3212 |
| Low |
1.2996 |
1.3046 |
0.0050 |
0.4% |
1.2755 |
| Close |
1.3070 |
1.3163 |
0.0093 |
0.7% |
1.3063 |
| Range |
0.0087 |
0.0132 |
0.0045 |
51.7% |
0.0457 |
| ATR |
0.0128 |
0.0129 |
0.0000 |
0.2% |
0.0000 |
| Volume |
180,810 |
221,735 |
40,925 |
22.6% |
1,364,802 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3525 |
1.3476 |
1.3236 |
|
| R3 |
1.3393 |
1.3344 |
1.3199 |
|
| R2 |
1.3261 |
1.3261 |
1.3187 |
|
| R1 |
1.3212 |
1.3212 |
1.3175 |
1.3237 |
| PP |
1.3129 |
1.3129 |
1.3129 |
1.3141 |
| S1 |
1.3080 |
1.3080 |
1.3151 |
1.3105 |
| S2 |
1.2997 |
1.2997 |
1.3139 |
|
| S3 |
1.2865 |
1.2948 |
1.3127 |
|
| S4 |
1.2733 |
1.2816 |
1.3090 |
|
|
| 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 |
1.2768 |
0.0444 |
3.4% |
0.0173 |
1.3% |
89% |
False |
False |
260,188 |
| 10 |
1.3212 |
1.2755 |
0.0457 |
3.5% |
0.0153 |
1.2% |
89% |
False |
False |
269,930 |
| 20 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0129 |
1.0% |
61% |
False |
False |
264,277 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0118 |
0.9% |
61% |
False |
False |
153,460 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0110 |
0.8% |
61% |
False |
False |
102,462 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0107 |
0.8% |
61% |
False |
False |
76,908 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0103 |
0.8% |
61% |
False |
False |
61,540 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.2% |
0.0095 |
0.7% |
43% |
False |
False |
51,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3739 |
|
2.618 |
1.3524 |
|
1.618 |
1.3392 |
|
1.000 |
1.3310 |
|
0.618 |
1.3260 |
|
HIGH |
1.3178 |
|
0.618 |
1.3128 |
|
0.500 |
1.3112 |
|
0.382 |
1.3096 |
|
LOW |
1.3046 |
|
0.618 |
1.2964 |
|
1.000 |
1.2914 |
|
1.618 |
1.2832 |
|
2.618 |
1.2700 |
|
4.250 |
1.2485 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3146 |
1.3138 |
| PP |
1.3129 |
1.3112 |
| S1 |
1.3112 |
1.3087 |
|