CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3141 |
1.3186 |
0.0045 |
0.3% |
1.3069 |
| High |
1.3222 |
1.3243 |
0.0021 |
0.2% |
1.3185 |
| Low |
1.3139 |
1.3166 |
0.0027 |
0.2% |
1.2996 |
| Close |
1.3192 |
1.3237 |
0.0045 |
0.3% |
1.3139 |
| Range |
0.0083 |
0.0077 |
-0.0006 |
-7.2% |
0.0189 |
| ATR |
0.0115 |
0.0113 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
170,678 |
170,473 |
-205 |
-0.1% |
974,763 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3446 |
1.3419 |
1.3279 |
|
| R3 |
1.3369 |
1.3342 |
1.3258 |
|
| R2 |
1.3292 |
1.3292 |
1.3251 |
|
| R1 |
1.3265 |
1.3265 |
1.3244 |
1.3279 |
| PP |
1.3215 |
1.3215 |
1.3215 |
1.3222 |
| S1 |
1.3188 |
1.3188 |
1.3230 |
1.3202 |
| S2 |
1.3138 |
1.3138 |
1.3223 |
|
| S3 |
1.3061 |
1.3111 |
1.3216 |
|
| S4 |
1.2984 |
1.3034 |
1.3195 |
|
|
| 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 |
1.3243 |
1.3069 |
0.0174 |
1.3% |
0.0077 |
0.6% |
97% |
True |
False |
182,673 |
| 10 |
1.3243 |
1.2768 |
0.0475 |
3.6% |
0.0125 |
0.9% |
99% |
True |
False |
221,431 |
| 20 |
1.3243 |
1.2755 |
0.0488 |
3.7% |
0.0117 |
0.9% |
99% |
True |
False |
241,004 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0114 |
0.9% |
72% |
False |
False |
176,161 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0110 |
0.8% |
72% |
False |
False |
117,671 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0105 |
0.8% |
72% |
False |
False |
88,315 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0103 |
0.8% |
72% |
False |
False |
70,672 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.1% |
0.0096 |
0.7% |
51% |
False |
False |
58,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3570 |
|
2.618 |
1.3445 |
|
1.618 |
1.3368 |
|
1.000 |
1.3320 |
|
0.618 |
1.3291 |
|
HIGH |
1.3243 |
|
0.618 |
1.3214 |
|
0.500 |
1.3205 |
|
0.382 |
1.3195 |
|
LOW |
1.3166 |
|
0.618 |
1.3118 |
|
1.000 |
1.3089 |
|
1.618 |
1.3041 |
|
2.618 |
1.2964 |
|
4.250 |
1.2839 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3226 |
1.3214 |
| PP |
1.3215 |
1.3191 |
| S1 |
1.3205 |
1.3168 |
|