CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3284 |
1.3265 |
-0.0019 |
-0.1% |
1.3141 |
| High |
1.3298 |
1.3305 |
0.0007 |
0.1% |
1.3300 |
| Low |
1.3241 |
1.3236 |
-0.0005 |
0.0% |
1.3139 |
| Close |
1.3268 |
1.3266 |
-0.0002 |
0.0% |
1.3279 |
| Range |
0.0057 |
0.0069 |
0.0012 |
21.1% |
0.0161 |
| ATR |
0.0104 |
0.0101 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
155,080 |
183,935 |
28,855 |
18.6% |
948,596 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3476 |
1.3440 |
1.3304 |
|
| R3 |
1.3407 |
1.3371 |
1.3285 |
|
| R2 |
1.3338 |
1.3338 |
1.3279 |
|
| R1 |
1.3302 |
1.3302 |
1.3272 |
1.3320 |
| PP |
1.3269 |
1.3269 |
1.3269 |
1.3278 |
| S1 |
1.3233 |
1.3233 |
1.3260 |
1.3251 |
| S2 |
1.3200 |
1.3200 |
1.3253 |
|
| S3 |
1.3131 |
1.3164 |
1.3247 |
|
| S4 |
1.3062 |
1.3095 |
1.3228 |
|
|
| 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 |
1.3305 |
1.3168 |
0.0137 |
1.0% |
0.0078 |
0.6% |
72% |
True |
False |
189,292 |
| 10 |
1.3305 |
1.3069 |
0.0236 |
1.8% |
0.0078 |
0.6% |
83% |
True |
False |
185,982 |
| 20 |
1.3305 |
1.2755 |
0.0550 |
4.1% |
0.0115 |
0.9% |
93% |
True |
False |
227,956 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0108 |
0.8% |
76% |
False |
False |
199,111 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0107 |
0.8% |
76% |
False |
False |
133,419 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0104 |
0.8% |
76% |
False |
False |
100,135 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
76% |
False |
False |
80,135 |
| 120 |
1.3528 |
1.2755 |
0.0773 |
5.8% |
0.0097 |
0.7% |
66% |
False |
False |
66,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3598 |
|
2.618 |
1.3486 |
|
1.618 |
1.3417 |
|
1.000 |
1.3374 |
|
0.618 |
1.3348 |
|
HIGH |
1.3305 |
|
0.618 |
1.3279 |
|
0.500 |
1.3271 |
|
0.382 |
1.3262 |
|
LOW |
1.3236 |
|
0.618 |
1.3193 |
|
1.000 |
1.3167 |
|
1.618 |
1.3124 |
|
2.618 |
1.3055 |
|
4.250 |
1.2943 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3271 |
1.3271 |
| PP |
1.3269 |
1.3269 |
| S1 |
1.3268 |
1.3268 |
|