CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3186 |
1.3227 |
0.0041 |
0.3% |
1.3069 |
| High |
1.3243 |
1.3259 |
0.0016 |
0.1% |
1.3185 |
| Low |
1.3166 |
1.3179 |
0.0013 |
0.1% |
1.2996 |
| Close |
1.3237 |
1.3197 |
-0.0040 |
-0.3% |
1.3139 |
| Range |
0.0077 |
0.0080 |
0.0003 |
3.9% |
0.0189 |
| ATR |
0.0113 |
0.0110 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
170,473 |
221,547 |
51,074 |
30.0% |
974,763 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3452 |
1.3404 |
1.3241 |
|
| R3 |
1.3372 |
1.3324 |
1.3219 |
|
| R2 |
1.3292 |
1.3292 |
1.3212 |
|
| R1 |
1.3244 |
1.3244 |
1.3204 |
1.3228 |
| PP |
1.3212 |
1.3212 |
1.3212 |
1.3204 |
| S1 |
1.3164 |
1.3164 |
1.3190 |
1.3148 |
| S2 |
1.3132 |
1.3132 |
1.3182 |
|
| S3 |
1.3052 |
1.3084 |
1.3175 |
|
| S4 |
1.2972 |
1.3004 |
1.3153 |
|
|
| 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 |
1.3259 |
1.3069 |
0.0190 |
1.4% |
0.0073 |
0.6% |
67% |
True |
False |
176,354 |
| 10 |
1.3259 |
1.2886 |
0.0373 |
2.8% |
0.0111 |
0.8% |
83% |
True |
False |
213,669 |
| 20 |
1.3259 |
1.2755 |
0.0504 |
3.8% |
0.0117 |
0.9% |
88% |
True |
False |
239,772 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0114 |
0.9% |
66% |
False |
False |
181,664 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0110 |
0.8% |
66% |
False |
False |
121,361 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0105 |
0.8% |
66% |
False |
False |
91,082 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0102 |
0.8% |
66% |
False |
False |
72,888 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.2% |
0.0097 |
0.7% |
47% |
False |
False |
60,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3599 |
|
2.618 |
1.3468 |
|
1.618 |
1.3388 |
|
1.000 |
1.3339 |
|
0.618 |
1.3308 |
|
HIGH |
1.3259 |
|
0.618 |
1.3228 |
|
0.500 |
1.3219 |
|
0.382 |
1.3210 |
|
LOW |
1.3179 |
|
0.618 |
1.3130 |
|
1.000 |
1.3099 |
|
1.618 |
1.3050 |
|
2.618 |
1.2970 |
|
4.250 |
1.2839 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3219 |
1.3199 |
| PP |
1.3212 |
1.3198 |
| S1 |
1.3204 |
1.3198 |
|