CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3276 |
1.3284 |
0.0008 |
0.1% |
1.3141 |
| High |
1.3300 |
1.3298 |
-0.0002 |
0.0% |
1.3300 |
| Low |
1.3246 |
1.3241 |
-0.0005 |
0.0% |
1.3139 |
| Close |
1.3279 |
1.3268 |
-0.0011 |
-0.1% |
1.3279 |
| Range |
0.0054 |
0.0057 |
0.0003 |
5.6% |
0.0161 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
153,736 |
155,080 |
1,344 |
0.9% |
948,596 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3440 |
1.3411 |
1.3299 |
|
| R3 |
1.3383 |
1.3354 |
1.3284 |
|
| R2 |
1.3326 |
1.3326 |
1.3278 |
|
| R1 |
1.3297 |
1.3297 |
1.3273 |
1.3283 |
| PP |
1.3269 |
1.3269 |
1.3269 |
1.3262 |
| S1 |
1.3240 |
1.3240 |
1.3263 |
1.3226 |
| S2 |
1.3212 |
1.3212 |
1.3258 |
|
| S3 |
1.3155 |
1.3183 |
1.3252 |
|
| S4 |
1.3098 |
1.3126 |
1.3237 |
|
|
| 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 |
1.3166 |
0.0134 |
1.0% |
0.0080 |
0.6% |
76% |
False |
False |
186,599 |
| 10 |
1.3300 |
1.3046 |
0.0254 |
1.9% |
0.0084 |
0.6% |
87% |
False |
False |
189,762 |
| 20 |
1.3300 |
1.2755 |
0.0545 |
4.1% |
0.0115 |
0.9% |
94% |
False |
False |
228,253 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0110 |
0.8% |
77% |
False |
False |
194,732 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0108 |
0.8% |
77% |
False |
False |
130,365 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0104 |
0.8% |
77% |
False |
False |
97,837 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
77% |
False |
False |
78,296 |
| 120 |
1.3541 |
1.2755 |
0.0786 |
5.9% |
0.0096 |
0.7% |
65% |
False |
False |
65,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3540 |
|
2.618 |
1.3447 |
|
1.618 |
1.3390 |
|
1.000 |
1.3355 |
|
0.618 |
1.3333 |
|
HIGH |
1.3298 |
|
0.618 |
1.3276 |
|
0.500 |
1.3270 |
|
0.382 |
1.3263 |
|
LOW |
1.3241 |
|
0.618 |
1.3206 |
|
1.000 |
1.3184 |
|
1.618 |
1.3149 |
|
2.618 |
1.3092 |
|
4.250 |
1.2999 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3270 |
1.3257 |
| PP |
1.3269 |
1.3245 |
| S1 |
1.3269 |
1.3234 |
|