CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3115 |
1.3141 |
0.0026 |
0.2% |
1.3069 |
| High |
1.3158 |
1.3222 |
0.0064 |
0.5% |
1.3185 |
| Low |
1.3092 |
1.3139 |
0.0047 |
0.4% |
1.2996 |
| Close |
1.3139 |
1.3192 |
0.0053 |
0.4% |
1.3139 |
| Range |
0.0066 |
0.0083 |
0.0017 |
25.8% |
0.0189 |
| ATR |
0.0118 |
0.0115 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
146,551 |
170,678 |
24,127 |
16.5% |
974,763 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3433 |
1.3396 |
1.3238 |
|
| R3 |
1.3350 |
1.3313 |
1.3215 |
|
| R2 |
1.3267 |
1.3267 |
1.3207 |
|
| R1 |
1.3230 |
1.3230 |
1.3200 |
1.3249 |
| PP |
1.3184 |
1.3184 |
1.3184 |
1.3194 |
| S1 |
1.3147 |
1.3147 |
1.3184 |
1.3166 |
| S2 |
1.3101 |
1.3101 |
1.3177 |
|
| S3 |
1.3018 |
1.3064 |
1.3169 |
|
| S4 |
1.2935 |
1.2981 |
1.3146 |
|
|
| 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 |
1.3222 |
1.3046 |
0.0176 |
1.3% |
0.0088 |
0.7% |
83% |
True |
False |
192,926 |
| 10 |
1.3222 |
1.2755 |
0.0467 |
3.5% |
0.0132 |
1.0% |
94% |
True |
False |
232,725 |
| 20 |
1.3222 |
1.2755 |
0.0467 |
3.5% |
0.0118 |
0.9% |
94% |
True |
False |
246,404 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0115 |
0.9% |
65% |
False |
False |
171,935 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0110 |
0.8% |
65% |
False |
False |
114,834 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0105 |
0.8% |
65% |
False |
False |
86,186 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0102 |
0.8% |
65% |
False |
False |
68,968 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.2% |
0.0096 |
0.7% |
46% |
False |
False |
57,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3575 |
|
2.618 |
1.3439 |
|
1.618 |
1.3356 |
|
1.000 |
1.3305 |
|
0.618 |
1.3273 |
|
HIGH |
1.3222 |
|
0.618 |
1.3190 |
|
0.500 |
1.3181 |
|
0.382 |
1.3171 |
|
LOW |
1.3139 |
|
0.618 |
1.3088 |
|
1.000 |
1.3056 |
|
1.618 |
1.3005 |
|
2.618 |
1.2922 |
|
4.250 |
1.2786 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3188 |
1.3177 |
| PP |
1.3184 |
1.3161 |
| S1 |
1.3181 |
1.3146 |
|