CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3045 |
1.3016 |
-0.0029 |
-0.2% |
1.3117 |
| High |
1.3113 |
1.3077 |
-0.0036 |
-0.3% |
1.3155 |
| Low |
1.3007 |
1.3016 |
0.0009 |
0.1% |
1.2998 |
| Close |
1.3029 |
1.3069 |
0.0040 |
0.3% |
1.3029 |
| Range |
0.0106 |
0.0061 |
-0.0045 |
-42.5% |
0.0157 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
329 |
194 |
-135 |
-41.0% |
1,655 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3237 |
1.3214 |
1.3103 |
|
| R3 |
1.3176 |
1.3153 |
1.3086 |
|
| R2 |
1.3115 |
1.3115 |
1.3080 |
|
| R1 |
1.3092 |
1.3092 |
1.3075 |
1.3104 |
| PP |
1.3054 |
1.3054 |
1.3054 |
1.3060 |
| S1 |
1.3031 |
1.3031 |
1.3063 |
1.3043 |
| S2 |
1.2993 |
1.2993 |
1.3058 |
|
| S3 |
1.2932 |
1.2970 |
1.3052 |
|
| S4 |
1.2871 |
1.2909 |
1.3035 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3532 |
1.3437 |
1.3115 |
|
| R3 |
1.3375 |
1.3280 |
1.3072 |
|
| R2 |
1.3218 |
1.3218 |
1.3058 |
|
| R1 |
1.3123 |
1.3123 |
1.3043 |
1.3092 |
| PP |
1.3061 |
1.3061 |
1.3061 |
1.3045 |
| S1 |
1.2966 |
1.2966 |
1.3015 |
1.2935 |
| S2 |
1.2904 |
1.2904 |
1.3000 |
|
| S3 |
1.2747 |
1.2809 |
1.2986 |
|
| S4 |
1.2590 |
1.2652 |
1.2943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3155 |
1.2998 |
0.0157 |
1.2% |
0.0078 |
0.6% |
45% |
False |
False |
289 |
| 10 |
1.3426 |
1.2998 |
0.0428 |
3.3% |
0.0096 |
0.7% |
17% |
False |
False |
306 |
| 20 |
1.3426 |
1.2998 |
0.0428 |
3.3% |
0.0084 |
0.6% |
17% |
False |
False |
207 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0075 |
0.6% |
41% |
False |
False |
119 |
| 60 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0073 |
0.6% |
41% |
False |
False |
86 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0073 |
0.6% |
45% |
False |
False |
68 |
| 100 |
1.3595 |
1.2775 |
0.0820 |
6.3% |
0.0069 |
0.5% |
36% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3336 |
|
2.618 |
1.3237 |
|
1.618 |
1.3176 |
|
1.000 |
1.3138 |
|
0.618 |
1.3115 |
|
HIGH |
1.3077 |
|
0.618 |
1.3054 |
|
0.500 |
1.3047 |
|
0.382 |
1.3039 |
|
LOW |
1.3016 |
|
0.618 |
1.2978 |
|
1.000 |
1.2955 |
|
1.618 |
1.2917 |
|
2.618 |
1.2856 |
|
4.250 |
1.2757 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3062 |
1.3066 |
| PP |
1.3054 |
1.3063 |
| S1 |
1.3047 |
1.3060 |
|