CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3265 |
1.3305 |
0.0040 |
0.3% |
1.3141 |
| High |
1.3347 |
1.3313 |
-0.0034 |
-0.3% |
1.3300 |
| Low |
1.3209 |
1.3193 |
-0.0016 |
-0.1% |
1.3139 |
| Close |
1.3339 |
1.3216 |
-0.0123 |
-0.9% |
1.3279 |
| Range |
0.0138 |
0.0120 |
-0.0018 |
-13.0% |
0.0161 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
2.9% |
0.0000 |
| Volume |
335,681 |
278,300 |
-57,381 |
-17.1% |
948,596 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3601 |
1.3528 |
1.3282 |
|
| R3 |
1.3481 |
1.3408 |
1.3249 |
|
| R2 |
1.3361 |
1.3361 |
1.3238 |
|
| R1 |
1.3288 |
1.3288 |
1.3227 |
1.3265 |
| PP |
1.3241 |
1.3241 |
1.3241 |
1.3229 |
| S1 |
1.3168 |
1.3168 |
1.3205 |
1.3145 |
| S2 |
1.3121 |
1.3121 |
1.3194 |
|
| S3 |
1.3001 |
1.3048 |
1.3183 |
|
| S4 |
1.2881 |
1.2928 |
1.3150 |
|
|
| 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 |
1.3193 |
0.0154 |
1.2% |
0.0088 |
0.7% |
15% |
False |
True |
221,346 |
| 10 |
1.3347 |
1.3092 |
0.0255 |
1.9% |
0.0088 |
0.7% |
49% |
False |
False |
204,814 |
| 20 |
1.3347 |
1.2755 |
0.0592 |
4.5% |
0.0117 |
0.9% |
78% |
False |
False |
233,619 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0112 |
0.8% |
69% |
False |
False |
214,167 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0109 |
0.8% |
69% |
False |
False |
143,633 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0105 |
0.8% |
69% |
False |
False |
107,804 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0103 |
0.8% |
69% |
False |
False |
86,274 |
| 120 |
1.3528 |
1.2755 |
0.0773 |
5.8% |
0.0098 |
0.7% |
60% |
False |
False |
71,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3823 |
|
2.618 |
1.3627 |
|
1.618 |
1.3507 |
|
1.000 |
1.3433 |
|
0.618 |
1.3387 |
|
HIGH |
1.3313 |
|
0.618 |
1.3267 |
|
0.500 |
1.3253 |
|
0.382 |
1.3239 |
|
LOW |
1.3193 |
|
0.618 |
1.3119 |
|
1.000 |
1.3073 |
|
1.618 |
1.2999 |
|
2.618 |
1.2879 |
|
4.250 |
1.2683 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3253 |
1.3270 |
| PP |
1.3241 |
1.3252 |
| S1 |
1.3228 |
1.3234 |
|