CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3202 |
1.3276 |
0.0074 |
0.6% |
1.3141 |
| High |
1.3299 |
1.3300 |
0.0001 |
0.0% |
1.3300 |
| Low |
1.3168 |
1.3246 |
0.0078 |
0.6% |
1.3139 |
| Close |
1.3246 |
1.3279 |
0.0033 |
0.2% |
1.3279 |
| Range |
0.0131 |
0.0054 |
-0.0077 |
-58.8% |
0.0161 |
| ATR |
0.0112 |
0.0108 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
232,162 |
153,736 |
-78,426 |
-33.8% |
948,596 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3437 |
1.3412 |
1.3309 |
|
| R3 |
1.3383 |
1.3358 |
1.3294 |
|
| R2 |
1.3329 |
1.3329 |
1.3289 |
|
| R1 |
1.3304 |
1.3304 |
1.3284 |
1.3317 |
| PP |
1.3275 |
1.3275 |
1.3275 |
1.3281 |
| S1 |
1.3250 |
1.3250 |
1.3274 |
1.3263 |
| S2 |
1.3221 |
1.3221 |
1.3269 |
|
| S3 |
1.3167 |
1.3196 |
1.3264 |
|
| S4 |
1.3113 |
1.3142 |
1.3249 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3722 |
1.3662 |
1.3368 |
|
| R3 |
1.3561 |
1.3501 |
1.3323 |
|
| R2 |
1.3400 |
1.3400 |
1.3309 |
|
| R1 |
1.3340 |
1.3340 |
1.3294 |
1.3370 |
| PP |
1.3239 |
1.3239 |
1.3239 |
1.3255 |
| S1 |
1.3179 |
1.3179 |
1.3264 |
1.3209 |
| S2 |
1.3078 |
1.3078 |
1.3249 |
|
| S3 |
1.2917 |
1.3018 |
1.3235 |
|
| S4 |
1.2756 |
1.2857 |
1.3190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3300 |
1.3139 |
0.0161 |
1.2% |
0.0085 |
0.6% |
87% |
True |
False |
189,719 |
| 10 |
1.3300 |
1.2996 |
0.0304 |
2.3% |
0.0087 |
0.7% |
93% |
True |
False |
192,335 |
| 20 |
1.3300 |
1.2755 |
0.0545 |
4.1% |
0.0118 |
0.9% |
96% |
True |
False |
233,830 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0112 |
0.8% |
78% |
False |
False |
190,976 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0110 |
0.8% |
78% |
False |
False |
127,783 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
78% |
False |
False |
95,903 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
78% |
False |
False |
76,745 |
| 120 |
1.3599 |
1.2755 |
0.0844 |
6.4% |
0.0097 |
0.7% |
62% |
False |
False |
63,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3530 |
|
2.618 |
1.3441 |
|
1.618 |
1.3387 |
|
1.000 |
1.3354 |
|
0.618 |
1.3333 |
|
HIGH |
1.3300 |
|
0.618 |
1.3279 |
|
0.500 |
1.3273 |
|
0.382 |
1.3267 |
|
LOW |
1.3246 |
|
0.618 |
1.3213 |
|
1.000 |
1.3192 |
|
1.618 |
1.3159 |
|
2.618 |
1.3105 |
|
4.250 |
1.3017 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3277 |
1.3264 |
| PP |
1.3275 |
1.3249 |
| S1 |
1.3273 |
1.3234 |
|