CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3305 |
1.3214 |
-0.0091 |
-0.7% |
1.3284 |
| High |
1.3313 |
1.3297 |
-0.0016 |
-0.1% |
1.3347 |
| Low |
1.3193 |
1.3187 |
-0.0006 |
0.0% |
1.3187 |
| Close |
1.3216 |
1.3288 |
0.0072 |
0.5% |
1.3288 |
| Range |
0.0120 |
0.0110 |
-0.0010 |
-8.3% |
0.0160 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.2% |
0.0000 |
| Volume |
278,300 |
229,513 |
-48,787 |
-17.5% |
1,182,509 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3587 |
1.3548 |
1.3349 |
|
| R3 |
1.3477 |
1.3438 |
1.3318 |
|
| R2 |
1.3367 |
1.3367 |
1.3308 |
|
| R1 |
1.3328 |
1.3328 |
1.3298 |
1.3348 |
| PP |
1.3257 |
1.3257 |
1.3257 |
1.3267 |
| S1 |
1.3218 |
1.3218 |
1.3278 |
1.3238 |
| S2 |
1.3147 |
1.3147 |
1.3268 |
|
| S3 |
1.3037 |
1.3108 |
1.3258 |
|
| S4 |
1.2927 |
1.2998 |
1.3228 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3754 |
1.3681 |
1.3376 |
|
| R3 |
1.3594 |
1.3521 |
1.3332 |
|
| R2 |
1.3434 |
1.3434 |
1.3317 |
|
| R1 |
1.3361 |
1.3361 |
1.3303 |
1.3398 |
| PP |
1.3274 |
1.3274 |
1.3274 |
1.3292 |
| S1 |
1.3201 |
1.3201 |
1.3273 |
1.3238 |
| S2 |
1.3114 |
1.3114 |
1.3259 |
|
| S3 |
1.2954 |
1.3041 |
1.3244 |
|
| S4 |
1.2794 |
1.2881 |
1.3200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3347 |
1.3187 |
0.0160 |
1.2% |
0.0099 |
0.7% |
63% |
False |
True |
236,501 |
| 10 |
1.3347 |
1.3139 |
0.0208 |
1.6% |
0.0092 |
0.7% |
72% |
False |
False |
213,110 |
| 20 |
1.3347 |
1.2755 |
0.0592 |
4.5% |
0.0111 |
0.8% |
90% |
False |
False |
223,533 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0109 |
0.8% |
80% |
False |
False |
219,232 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0110 |
0.8% |
80% |
False |
False |
147,457 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0106 |
0.8% |
80% |
False |
False |
110,669 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.0% |
0.0104 |
0.8% |
80% |
False |
False |
88,569 |
| 120 |
1.3528 |
1.2755 |
0.0773 |
5.8% |
0.0099 |
0.7% |
69% |
False |
False |
73,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3765 |
|
2.618 |
1.3585 |
|
1.618 |
1.3475 |
|
1.000 |
1.3407 |
|
0.618 |
1.3365 |
|
HIGH |
1.3297 |
|
0.618 |
1.3255 |
|
0.500 |
1.3242 |
|
0.382 |
1.3229 |
|
LOW |
1.3187 |
|
0.618 |
1.3119 |
|
1.000 |
1.3077 |
|
1.618 |
1.3009 |
|
2.618 |
1.2899 |
|
4.250 |
1.2720 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3273 |
1.3281 |
| PP |
1.3257 |
1.3274 |
| S1 |
1.3242 |
1.3267 |
|