CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3022 |
1.2828 |
-0.0194 |
-1.5% |
1.3016 |
| High |
1.3025 |
1.2887 |
-0.0138 |
-1.1% |
1.3084 |
| Low |
1.2825 |
1.2828 |
0.0003 |
0.0% |
1.2825 |
| Close |
1.2839 |
1.2885 |
0.0046 |
0.4% |
1.2839 |
| Range |
0.0200 |
0.0059 |
-0.0141 |
-70.5% |
0.0259 |
| ATR |
0.0097 |
0.0095 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
351 |
944 |
593 |
168.9% |
874 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3044 |
1.3023 |
1.2917 |
|
| R3 |
1.2985 |
1.2964 |
1.2901 |
|
| R2 |
1.2926 |
1.2926 |
1.2896 |
|
| R1 |
1.2905 |
1.2905 |
1.2890 |
1.2916 |
| PP |
1.2867 |
1.2867 |
1.2867 |
1.2872 |
| S1 |
1.2846 |
1.2846 |
1.2880 |
1.2857 |
| S2 |
1.2808 |
1.2808 |
1.2874 |
|
| S3 |
1.2749 |
1.2787 |
1.2869 |
|
| S4 |
1.2690 |
1.2728 |
1.2853 |
|
|
| 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 |
1.3084 |
1.2825 |
0.0259 |
2.0% |
0.0105 |
0.8% |
23% |
False |
False |
363 |
| 10 |
1.3155 |
1.2825 |
0.0330 |
2.6% |
0.0093 |
0.7% |
18% |
False |
False |
347 |
| 20 |
1.3426 |
1.2825 |
0.0601 |
4.7% |
0.0093 |
0.7% |
10% |
False |
False |
276 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.7% |
0.0082 |
0.6% |
10% |
False |
False |
158 |
| 60 |
1.3426 |
1.2823 |
0.0603 |
4.7% |
0.0077 |
0.6% |
10% |
False |
False |
112 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
5.1% |
0.0075 |
0.6% |
17% |
False |
False |
87 |
| 100 |
1.3472 |
1.2775 |
0.0697 |
5.4% |
0.0071 |
0.6% |
16% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3138 |
|
2.618 |
1.3041 |
|
1.618 |
1.2982 |
|
1.000 |
1.2946 |
|
0.618 |
1.2923 |
|
HIGH |
1.2887 |
|
0.618 |
1.2864 |
|
0.500 |
1.2858 |
|
0.382 |
1.2851 |
|
LOW |
1.2828 |
|
0.618 |
1.2792 |
|
1.000 |
1.2769 |
|
1.618 |
1.2733 |
|
2.618 |
1.2674 |
|
4.250 |
1.2577 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2876 |
1.2931 |
| PP |
1.2867 |
1.2916 |
| S1 |
1.2858 |
1.2900 |
|