CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3128 |
1.3115 |
-0.0013 |
-0.1% |
1.3069 |
| High |
1.3129 |
1.3158 |
0.0029 |
0.2% |
1.3185 |
| Low |
1.3069 |
1.3092 |
0.0023 |
0.2% |
1.2996 |
| Close |
1.3105 |
1.3139 |
0.0034 |
0.3% |
1.3139 |
| Range |
0.0060 |
0.0066 |
0.0006 |
10.0% |
0.0189 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
172,521 |
146,551 |
-25,970 |
-15.1% |
974,763 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3328 |
1.3299 |
1.3175 |
|
| R3 |
1.3262 |
1.3233 |
1.3157 |
|
| R2 |
1.3196 |
1.3196 |
1.3151 |
|
| R1 |
1.3167 |
1.3167 |
1.3145 |
1.3182 |
| PP |
1.3130 |
1.3130 |
1.3130 |
1.3137 |
| S1 |
1.3101 |
1.3101 |
1.3133 |
1.3116 |
| S2 |
1.3064 |
1.3064 |
1.3127 |
|
| S3 |
1.2998 |
1.3035 |
1.3121 |
|
| S4 |
1.2932 |
1.2969 |
1.3103 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3674 |
1.3595 |
1.3243 |
|
| R3 |
1.3485 |
1.3406 |
1.3191 |
|
| R2 |
1.3296 |
1.3296 |
1.3174 |
|
| R1 |
1.3217 |
1.3217 |
1.3156 |
1.3257 |
| PP |
1.3107 |
1.3107 |
1.3107 |
1.3126 |
| S1 |
1.3028 |
1.3028 |
1.3122 |
1.3068 |
| S2 |
1.2918 |
1.2918 |
1.3104 |
|
| S3 |
1.2729 |
1.2839 |
1.3087 |
|
| S4 |
1.2540 |
1.2650 |
1.3035 |
|
|
| 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% |
0.0089 |
0.7% |
76% |
False |
False |
194,952 |
| 10 |
1.3212 |
1.2755 |
0.0457 |
3.5% |
0.0131 |
1.0% |
84% |
False |
False |
233,956 |
| 20 |
1.3260 |
1.2755 |
0.0505 |
3.8% |
0.0121 |
0.9% |
76% |
False |
False |
251,571 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0116 |
0.9% |
57% |
False |
False |
167,696 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0110 |
0.8% |
57% |
False |
False |
111,992 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0106 |
0.8% |
57% |
False |
False |
84,053 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0102 |
0.8% |
57% |
False |
False |
67,261 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.2% |
0.0096 |
0.7% |
41% |
False |
False |
56,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3439 |
|
2.618 |
1.3331 |
|
1.618 |
1.3265 |
|
1.000 |
1.3224 |
|
0.618 |
1.3199 |
|
HIGH |
1.3158 |
|
0.618 |
1.3133 |
|
0.500 |
1.3125 |
|
0.382 |
1.3117 |
|
LOW |
1.3092 |
|
0.618 |
1.3051 |
|
1.000 |
1.3026 |
|
1.618 |
1.2985 |
|
2.618 |
1.2919 |
|
4.250 |
1.2812 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3134 |
1.3135 |
| PP |
1.3130 |
1.3131 |
| S1 |
1.3125 |
1.3127 |
|