CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3159 |
1.3128 |
-0.0031 |
-0.2% |
1.2827 |
| High |
1.3185 |
1.3129 |
-0.0056 |
-0.4% |
1.3212 |
| Low |
1.3086 |
1.3069 |
-0.0017 |
-0.1% |
1.2755 |
| Close |
1.3115 |
1.3105 |
-0.0010 |
-0.1% |
1.3063 |
| Range |
0.0099 |
0.0060 |
-0.0039 |
-39.4% |
0.0457 |
| ATR |
0.0127 |
0.0122 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
253,146 |
172,521 |
-80,625 |
-31.8% |
1,364,802 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3281 |
1.3253 |
1.3138 |
|
| R3 |
1.3221 |
1.3193 |
1.3122 |
|
| R2 |
1.3161 |
1.3161 |
1.3116 |
|
| R1 |
1.3133 |
1.3133 |
1.3111 |
1.3117 |
| PP |
1.3101 |
1.3101 |
1.3101 |
1.3093 |
| S1 |
1.3073 |
1.3073 |
1.3100 |
1.3057 |
| S2 |
1.3041 |
1.3041 |
1.3094 |
|
| S3 |
1.2981 |
1.3013 |
1.3089 |
|
| S4 |
1.2921 |
1.2953 |
1.3072 |
|
|
| 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 |
1.3185 |
1.2996 |
0.0189 |
1.4% |
0.0096 |
0.7% |
58% |
False |
False |
209,735 |
| 10 |
1.3212 |
1.2755 |
0.0457 |
3.5% |
0.0146 |
1.1% |
77% |
False |
False |
262,424 |
| 20 |
1.3308 |
1.2755 |
0.0553 |
4.2% |
0.0125 |
1.0% |
63% |
False |
False |
262,218 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0118 |
0.9% |
52% |
False |
False |
164,050 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0110 |
0.8% |
52% |
False |
False |
109,553 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0105 |
0.8% |
52% |
False |
False |
82,224 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0102 |
0.8% |
52% |
False |
False |
65,796 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.2% |
0.0095 |
0.7% |
37% |
False |
False |
54,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3384 |
|
2.618 |
1.3286 |
|
1.618 |
1.3226 |
|
1.000 |
1.3189 |
|
0.618 |
1.3166 |
|
HIGH |
1.3129 |
|
0.618 |
1.3106 |
|
0.500 |
1.3099 |
|
0.382 |
1.3092 |
|
LOW |
1.3069 |
|
0.618 |
1.3032 |
|
1.000 |
1.3009 |
|
1.618 |
1.2972 |
|
2.618 |
1.2912 |
|
4.250 |
1.2814 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3103 |
1.3116 |
| PP |
1.3101 |
1.3112 |
| S1 |
1.3099 |
1.3109 |
|