CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3265 |
1.3265 |
0.0000 |
0.0% |
1.3141 |
| High |
1.3305 |
1.3347 |
0.0042 |
0.3% |
1.3300 |
| Low |
1.3236 |
1.3209 |
-0.0027 |
-0.2% |
1.3139 |
| Close |
1.3266 |
1.3339 |
0.0073 |
0.6% |
1.3279 |
| Range |
0.0069 |
0.0138 |
0.0069 |
100.0% |
0.0161 |
| ATR |
0.0101 |
0.0104 |
0.0003 |
2.6% |
0.0000 |
| Volume |
183,935 |
335,681 |
151,746 |
82.5% |
948,596 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3712 |
1.3664 |
1.3415 |
|
| R3 |
1.3574 |
1.3526 |
1.3377 |
|
| R2 |
1.3436 |
1.3436 |
1.3364 |
|
| R1 |
1.3388 |
1.3388 |
1.3352 |
1.3412 |
| PP |
1.3298 |
1.3298 |
1.3298 |
1.3311 |
| S1 |
1.3250 |
1.3250 |
1.3326 |
1.3274 |
| S2 |
1.3160 |
1.3160 |
1.3314 |
|
| S3 |
1.3022 |
1.3112 |
1.3301 |
|
| S4 |
1.2884 |
1.2974 |
1.3263 |
|
|
| 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 |
1.3347 |
1.3168 |
0.0179 |
1.3% |
0.0090 |
0.7% |
96% |
True |
False |
212,118 |
| 10 |
1.3347 |
1.3069 |
0.0278 |
2.1% |
0.0082 |
0.6% |
97% |
True |
False |
194,236 |
| 20 |
1.3347 |
1.2755 |
0.0592 |
4.4% |
0.0116 |
0.9% |
99% |
True |
False |
231,568 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0110 |
0.8% |
87% |
False |
False |
207,379 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0108 |
0.8% |
87% |
False |
False |
138,998 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0105 |
0.8% |
87% |
False |
False |
104,326 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0103 |
0.8% |
87% |
False |
False |
83,492 |
| 120 |
1.3528 |
1.2755 |
0.0773 |
5.8% |
0.0097 |
0.7% |
76% |
False |
False |
69,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3934 |
|
2.618 |
1.3708 |
|
1.618 |
1.3570 |
|
1.000 |
1.3485 |
|
0.618 |
1.3432 |
|
HIGH |
1.3347 |
|
0.618 |
1.3294 |
|
0.500 |
1.3278 |
|
0.382 |
1.3262 |
|
LOW |
1.3209 |
|
0.618 |
1.3124 |
|
1.000 |
1.3071 |
|
1.618 |
1.2986 |
|
2.618 |
1.2848 |
|
4.250 |
1.2623 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3319 |
1.3319 |
| PP |
1.3298 |
1.3298 |
| S1 |
1.3278 |
1.3278 |
|