CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2792 |
1.3026 |
0.0234 |
1.8% |
1.3016 |
| High |
1.2989 |
1.3203 |
0.0214 |
1.6% |
1.3084 |
| Low |
1.2775 |
1.3018 |
0.0243 |
1.9% |
1.2825 |
| Close |
1.2892 |
1.3107 |
0.0215 |
1.7% |
1.2839 |
| Range |
0.0214 |
0.0185 |
-0.0029 |
-13.6% |
0.0259 |
| ATR |
0.0106 |
0.0121 |
0.0015 |
13.8% |
0.0000 |
| Volume |
239 |
290 |
51 |
21.3% |
874 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3664 |
1.3571 |
1.3209 |
|
| R3 |
1.3479 |
1.3386 |
1.3158 |
|
| R2 |
1.3294 |
1.3294 |
1.3141 |
|
| R1 |
1.3201 |
1.3201 |
1.3124 |
1.3248 |
| PP |
1.3109 |
1.3109 |
1.3109 |
1.3133 |
| S1 |
1.3016 |
1.3016 |
1.3090 |
1.3063 |
| S2 |
1.2924 |
1.2924 |
1.3073 |
|
| S3 |
1.2739 |
1.2831 |
1.3056 |
|
| S4 |
1.2554 |
1.2646 |
1.3005 |
|
|
| 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 |
1.3203 |
1.2760 |
0.0443 |
3.4% |
0.0160 |
1.2% |
78% |
True |
False |
382 |
| 10 |
1.3203 |
1.2760 |
0.0443 |
3.4% |
0.0122 |
0.9% |
78% |
True |
False |
309 |
| 20 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0108 |
0.8% |
52% |
False |
False |
286 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0090 |
0.7% |
52% |
False |
False |
170 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0082 |
0.6% |
52% |
False |
False |
121 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0080 |
0.6% |
52% |
False |
False |
95 |
| 100 |
1.3443 |
1.2760 |
0.0683 |
5.2% |
0.0076 |
0.6% |
51% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3989 |
|
2.618 |
1.3687 |
|
1.618 |
1.3502 |
|
1.000 |
1.3388 |
|
0.618 |
1.3317 |
|
HIGH |
1.3203 |
|
0.618 |
1.3132 |
|
0.500 |
1.3111 |
|
0.382 |
1.3089 |
|
LOW |
1.3018 |
|
0.618 |
1.2904 |
|
1.000 |
1.2833 |
|
1.618 |
1.2719 |
|
2.618 |
1.2534 |
|
4.250 |
1.2232 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3111 |
1.3065 |
| PP |
1.3109 |
1.3023 |
| S1 |
1.3108 |
1.2982 |
|