CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2828 |
1.2879 |
0.0051 |
0.4% |
1.3016 |
| High |
1.2887 |
1.2900 |
0.0013 |
0.1% |
1.3084 |
| Low |
1.2828 |
1.2760 |
-0.0068 |
-0.5% |
1.2825 |
| Close |
1.2885 |
1.2797 |
-0.0088 |
-0.7% |
1.2839 |
| Range |
0.0059 |
0.0140 |
0.0081 |
137.3% |
0.0259 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
3.4% |
0.0000 |
| Volume |
944 |
88 |
-856 |
-90.7% |
874 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3239 |
1.3158 |
1.2874 |
|
| R3 |
1.3099 |
1.3018 |
1.2836 |
|
| R2 |
1.2959 |
1.2959 |
1.2823 |
|
| R1 |
1.2878 |
1.2878 |
1.2810 |
1.2849 |
| PP |
1.2819 |
1.2819 |
1.2819 |
1.2804 |
| S1 |
1.2738 |
1.2738 |
1.2784 |
1.2709 |
| S2 |
1.2679 |
1.2679 |
1.2771 |
|
| S3 |
1.2539 |
1.2598 |
1.2759 |
|
| S4 |
1.2399 |
1.2458 |
1.2720 |
|
|
| 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 |
1.2760 |
0.0324 |
2.5% |
0.0121 |
0.9% |
11% |
False |
True |
342 |
| 10 |
1.3155 |
1.2760 |
0.0395 |
3.1% |
0.0099 |
0.8% |
9% |
False |
True |
315 |
| 20 |
1.3426 |
1.2760 |
0.0666 |
5.2% |
0.0096 |
0.7% |
6% |
False |
True |
274 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.2% |
0.0083 |
0.6% |
6% |
False |
True |
160 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.2% |
0.0079 |
0.6% |
6% |
False |
True |
113 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.2% |
0.0077 |
0.6% |
6% |
False |
True |
88 |
| 100 |
1.3443 |
1.2760 |
0.0683 |
5.3% |
0.0072 |
0.6% |
5% |
False |
True |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3495 |
|
2.618 |
1.3267 |
|
1.618 |
1.3127 |
|
1.000 |
1.3040 |
|
0.618 |
1.2987 |
|
HIGH |
1.2900 |
|
0.618 |
1.2847 |
|
0.500 |
1.2830 |
|
0.382 |
1.2813 |
|
LOW |
1.2760 |
|
0.618 |
1.2673 |
|
1.000 |
1.2620 |
|
1.618 |
1.2533 |
|
2.618 |
1.2393 |
|
4.250 |
1.2165 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2830 |
1.2893 |
| PP |
1.2819 |
1.2861 |
| S1 |
1.2808 |
1.2829 |
|