CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3016 |
1.3081 |
0.0065 |
0.5% |
1.3117 |
| High |
1.3077 |
1.3084 |
0.0007 |
0.1% |
1.3155 |
| Low |
1.3016 |
1.2975 |
-0.0041 |
-0.3% |
1.2998 |
| Close |
1.3069 |
1.2987 |
-0.0082 |
-0.6% |
1.3029 |
| Range |
0.0061 |
0.0109 |
0.0048 |
78.7% |
0.0157 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
1.8% |
0.0000 |
| Volume |
194 |
128 |
-66 |
-34.0% |
1,655 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3342 |
1.3274 |
1.3047 |
|
| R3 |
1.3233 |
1.3165 |
1.3017 |
|
| R2 |
1.3124 |
1.3124 |
1.3007 |
|
| R1 |
1.3056 |
1.3056 |
1.2997 |
1.3036 |
| PP |
1.3015 |
1.3015 |
1.3015 |
1.3005 |
| S1 |
1.2947 |
1.2947 |
1.2977 |
1.2927 |
| S2 |
1.2906 |
1.2906 |
1.2967 |
|
| S3 |
1.2797 |
1.2838 |
1.2957 |
|
| S4 |
1.2688 |
1.2729 |
1.2927 |
|
|
| 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 |
1.3113 |
1.2975 |
0.0138 |
1.1% |
0.0084 |
0.6% |
9% |
False |
True |
240 |
| 10 |
1.3418 |
1.2975 |
0.0443 |
3.4% |
0.0098 |
0.8% |
3% |
False |
True |
316 |
| 20 |
1.3426 |
1.2975 |
0.0451 |
3.5% |
0.0088 |
0.7% |
3% |
False |
True |
212 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0078 |
0.6% |
27% |
False |
False |
122 |
| 60 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0074 |
0.6% |
27% |
False |
False |
87 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0072 |
0.6% |
33% |
False |
False |
70 |
| 100 |
1.3488 |
1.2775 |
0.0713 |
5.5% |
0.0068 |
0.5% |
30% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3547 |
|
2.618 |
1.3369 |
|
1.618 |
1.3260 |
|
1.000 |
1.3193 |
|
0.618 |
1.3151 |
|
HIGH |
1.3084 |
|
0.618 |
1.3042 |
|
0.500 |
1.3030 |
|
0.382 |
1.3017 |
|
LOW |
1.2975 |
|
0.618 |
1.2908 |
|
1.000 |
1.2866 |
|
1.618 |
1.2799 |
|
2.618 |
1.2690 |
|
4.250 |
1.2512 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3030 |
1.3044 |
| PP |
1.3015 |
1.3025 |
| S1 |
1.3001 |
1.3006 |
|