CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3081 |
1.2990 |
-0.0091 |
-0.7% |
1.3117 |
| High |
1.3084 |
1.3037 |
-0.0047 |
-0.4% |
1.3155 |
| Low |
1.2975 |
1.2941 |
-0.0034 |
-0.3% |
1.2998 |
| Close |
1.2987 |
1.3023 |
0.0036 |
0.3% |
1.3029 |
| Range |
0.0109 |
0.0096 |
-0.0013 |
-11.9% |
0.0157 |
| ATR |
0.0089 |
0.0089 |
0.0001 |
0.6% |
0.0000 |
| Volume |
128 |
201 |
73 |
57.0% |
1,655 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3288 |
1.3252 |
1.3076 |
|
| R3 |
1.3192 |
1.3156 |
1.3049 |
|
| R2 |
1.3096 |
1.3096 |
1.3041 |
|
| R1 |
1.3060 |
1.3060 |
1.3032 |
1.3078 |
| PP |
1.3000 |
1.3000 |
1.3000 |
1.3010 |
| S1 |
1.2964 |
1.2964 |
1.3014 |
1.2982 |
| S2 |
1.2904 |
1.2904 |
1.3005 |
|
| S3 |
1.2808 |
1.2868 |
1.2997 |
|
| S4 |
1.2712 |
1.2772 |
1.2970 |
|
|
| 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 |
1.2941 |
0.0172 |
1.3% |
0.0085 |
0.7% |
48% |
False |
True |
237 |
| 10 |
1.3298 |
1.2941 |
0.0357 |
2.7% |
0.0094 |
0.7% |
23% |
False |
True |
314 |
| 20 |
1.3426 |
1.2941 |
0.0485 |
3.7% |
0.0093 |
0.7% |
17% |
False |
True |
222 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0080 |
0.6% |
33% |
False |
False |
126 |
| 60 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0075 |
0.6% |
33% |
False |
False |
91 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0073 |
0.6% |
38% |
False |
False |
72 |
| 100 |
1.3488 |
1.2775 |
0.0713 |
5.5% |
0.0069 |
0.5% |
35% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3445 |
|
2.618 |
1.3288 |
|
1.618 |
1.3192 |
|
1.000 |
1.3133 |
|
0.618 |
1.3096 |
|
HIGH |
1.3037 |
|
0.618 |
1.3000 |
|
0.500 |
1.2989 |
|
0.382 |
1.2978 |
|
LOW |
1.2941 |
|
0.618 |
1.2882 |
|
1.000 |
1.2845 |
|
1.618 |
1.2786 |
|
2.618 |
1.2690 |
|
4.250 |
1.2533 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3012 |
1.3020 |
| PP |
1.3000 |
1.3016 |
| S1 |
1.2989 |
1.3013 |
|