CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2879 |
1.2792 |
-0.0087 |
-0.7% |
1.3016 |
| High |
1.2900 |
1.2989 |
0.0089 |
0.7% |
1.3084 |
| Low |
1.2760 |
1.2775 |
0.0015 |
0.1% |
1.2825 |
| Close |
1.2797 |
1.2892 |
0.0095 |
0.7% |
1.2839 |
| Range |
0.0140 |
0.0214 |
0.0074 |
52.9% |
0.0259 |
| ATR |
0.0098 |
0.0106 |
0.0008 |
8.5% |
0.0000 |
| Volume |
88 |
239 |
151 |
171.6% |
874 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3527 |
1.3424 |
1.3010 |
|
| R3 |
1.3313 |
1.3210 |
1.2951 |
|
| R2 |
1.3099 |
1.3099 |
1.2931 |
|
| R1 |
1.2996 |
1.2996 |
1.2912 |
1.3048 |
| PP |
1.2885 |
1.2885 |
1.2885 |
1.2911 |
| S1 |
1.2782 |
1.2782 |
1.2872 |
1.2834 |
| S2 |
1.2671 |
1.2671 |
1.2853 |
|
| S3 |
1.2457 |
1.2568 |
1.2833 |
|
| S4 |
1.2243 |
1.2354 |
1.2774 |
|
|
| 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 |
1.3037 |
1.2760 |
0.0277 |
2.1% |
0.0142 |
1.1% |
48% |
False |
False |
364 |
| 10 |
1.3113 |
1.2760 |
0.0353 |
2.7% |
0.0113 |
0.9% |
37% |
False |
False |
302 |
| 20 |
1.3426 |
1.2760 |
0.0666 |
5.2% |
0.0102 |
0.8% |
20% |
False |
False |
281 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.2% |
0.0088 |
0.7% |
20% |
False |
False |
164 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.2% |
0.0082 |
0.6% |
20% |
False |
False |
117 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.2% |
0.0079 |
0.6% |
20% |
False |
False |
91 |
| 100 |
1.3443 |
1.2760 |
0.0683 |
5.3% |
0.0075 |
0.6% |
19% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3899 |
|
2.618 |
1.3549 |
|
1.618 |
1.3335 |
|
1.000 |
1.3203 |
|
0.618 |
1.3121 |
|
HIGH |
1.2989 |
|
0.618 |
1.2907 |
|
0.500 |
1.2882 |
|
0.382 |
1.2857 |
|
LOW |
1.2775 |
|
0.618 |
1.2643 |
|
1.000 |
1.2561 |
|
1.618 |
1.2429 |
|
2.618 |
1.2215 |
|
4.250 |
1.1866 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2889 |
1.2886 |
| PP |
1.2885 |
1.2880 |
| S1 |
1.2882 |
1.2875 |
|