CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2990 |
1.3022 |
0.0032 |
0.2% |
1.3016 |
| High |
1.3037 |
1.3025 |
-0.0012 |
-0.1% |
1.3084 |
| Low |
1.2941 |
1.2825 |
-0.0116 |
-0.9% |
1.2825 |
| Close |
1.3023 |
1.2839 |
-0.0184 |
-1.4% |
1.2839 |
| Range |
0.0096 |
0.0200 |
0.0104 |
108.3% |
0.0259 |
| ATR |
0.0089 |
0.0097 |
0.0008 |
8.8% |
0.0000 |
| Volume |
201 |
351 |
150 |
74.6% |
874 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3496 |
1.3368 |
1.2949 |
|
| R3 |
1.3296 |
1.3168 |
1.2894 |
|
| R2 |
1.3096 |
1.3096 |
1.2876 |
|
| R1 |
1.2968 |
1.2968 |
1.2857 |
1.2932 |
| PP |
1.2896 |
1.2896 |
1.2896 |
1.2879 |
| S1 |
1.2768 |
1.2768 |
1.2821 |
1.2732 |
| S2 |
1.2696 |
1.2696 |
1.2802 |
|
| S3 |
1.2496 |
1.2568 |
1.2784 |
|
| S4 |
1.2296 |
1.2368 |
1.2729 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3693 |
1.3525 |
1.2981 |
|
| R3 |
1.3434 |
1.3266 |
1.2910 |
|
| R2 |
1.3175 |
1.3175 |
1.2886 |
|
| R1 |
1.3007 |
1.3007 |
1.2863 |
1.2962 |
| PP |
1.2916 |
1.2916 |
1.2916 |
1.2893 |
| S1 |
1.2748 |
1.2748 |
1.2815 |
1.2703 |
| S2 |
1.2657 |
1.2657 |
1.2792 |
|
| S3 |
1.2398 |
1.2489 |
1.2768 |
|
| S4 |
1.2139 |
1.2230 |
1.2697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3113 |
1.2825 |
0.0288 |
2.2% |
0.0114 |
0.9% |
5% |
False |
True |
240 |
| 10 |
1.3263 |
1.2825 |
0.0438 |
3.4% |
0.0102 |
0.8% |
3% |
False |
True |
323 |
| 20 |
1.3426 |
1.2825 |
0.0601 |
4.7% |
0.0093 |
0.7% |
2% |
False |
True |
238 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.7% |
0.0084 |
0.7% |
3% |
False |
False |
135 |
| 60 |
1.3426 |
1.2823 |
0.0603 |
4.7% |
0.0077 |
0.6% |
3% |
False |
False |
96 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
5.1% |
0.0076 |
0.6% |
10% |
False |
False |
76 |
| 100 |
1.3488 |
1.2775 |
0.0713 |
5.6% |
0.0071 |
0.6% |
9% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3875 |
|
2.618 |
1.3549 |
|
1.618 |
1.3349 |
|
1.000 |
1.3225 |
|
0.618 |
1.3149 |
|
HIGH |
1.3025 |
|
0.618 |
1.2949 |
|
0.500 |
1.2925 |
|
0.382 |
1.2901 |
|
LOW |
1.2825 |
|
0.618 |
1.2701 |
|
1.000 |
1.2625 |
|
1.618 |
1.2501 |
|
2.618 |
1.2301 |
|
4.250 |
1.1975 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2925 |
1.2955 |
| PP |
1.2896 |
1.2916 |
| S1 |
1.2868 |
1.2878 |
|