CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3227 |
1.3202 |
-0.0025 |
-0.2% |
1.3069 |
| High |
1.3259 |
1.3299 |
0.0040 |
0.3% |
1.3185 |
| Low |
1.3179 |
1.3168 |
-0.0011 |
-0.1% |
1.2996 |
| Close |
1.3197 |
1.3246 |
0.0049 |
0.4% |
1.3139 |
| Range |
0.0080 |
0.0131 |
0.0051 |
63.8% |
0.0189 |
| ATR |
0.0110 |
0.0112 |
0.0001 |
1.3% |
0.0000 |
| Volume |
221,547 |
232,162 |
10,615 |
4.8% |
974,763 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3631 |
1.3569 |
1.3318 |
|
| R3 |
1.3500 |
1.3438 |
1.3282 |
|
| R2 |
1.3369 |
1.3369 |
1.3270 |
|
| R1 |
1.3307 |
1.3307 |
1.3258 |
1.3338 |
| PP |
1.3238 |
1.3238 |
1.3238 |
1.3253 |
| S1 |
1.3176 |
1.3176 |
1.3234 |
1.3207 |
| S2 |
1.3107 |
1.3107 |
1.3222 |
|
| S3 |
1.2976 |
1.3045 |
1.3210 |
|
| S4 |
1.2845 |
1.2914 |
1.3174 |
|
|
| 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 |
1.3299 |
1.3092 |
0.0207 |
1.6% |
0.0087 |
0.7% |
74% |
True |
False |
188,282 |
| 10 |
1.3299 |
1.2996 |
0.0303 |
2.3% |
0.0092 |
0.7% |
83% |
True |
False |
199,008 |
| 20 |
1.3299 |
1.2755 |
0.0544 |
4.1% |
0.0118 |
0.9% |
90% |
True |
False |
237,720 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0114 |
0.9% |
73% |
False |
False |
187,393 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0110 |
0.8% |
73% |
False |
False |
125,228 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0106 |
0.8% |
73% |
False |
False |
93,983 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0103 |
0.8% |
73% |
False |
False |
75,208 |
| 120 |
1.3641 |
1.2755 |
0.0886 |
6.7% |
0.0097 |
0.7% |
55% |
False |
False |
62,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3856 |
|
2.618 |
1.3642 |
|
1.618 |
1.3511 |
|
1.000 |
1.3430 |
|
0.618 |
1.3380 |
|
HIGH |
1.3299 |
|
0.618 |
1.3249 |
|
0.500 |
1.3234 |
|
0.382 |
1.3218 |
|
LOW |
1.3168 |
|
0.618 |
1.3087 |
|
1.000 |
1.3037 |
|
1.618 |
1.2956 |
|
2.618 |
1.2825 |
|
4.250 |
1.2611 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3242 |
1.3242 |
| PP |
1.3238 |
1.3237 |
| S1 |
1.3234 |
1.3233 |
|