CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3026 |
1.3108 |
0.0082 |
0.6% |
1.2828 |
| High |
1.3203 |
1.3108 |
-0.0095 |
-0.7% |
1.3203 |
| Low |
1.3018 |
1.3011 |
-0.0007 |
-0.1% |
1.2760 |
| Close |
1.3107 |
1.3069 |
-0.0038 |
-0.3% |
1.3069 |
| Range |
0.0185 |
0.0097 |
-0.0088 |
-47.6% |
0.0443 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
290 |
373 |
83 |
28.6% |
1,934 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3354 |
1.3308 |
1.3122 |
|
| R3 |
1.3257 |
1.3211 |
1.3096 |
|
| R2 |
1.3160 |
1.3160 |
1.3087 |
|
| R1 |
1.3114 |
1.3114 |
1.3078 |
1.3089 |
| PP |
1.3063 |
1.3063 |
1.3063 |
1.3050 |
| S1 |
1.3017 |
1.3017 |
1.3060 |
1.2992 |
| S2 |
1.2966 |
1.2966 |
1.3051 |
|
| S3 |
1.2869 |
1.2920 |
1.3042 |
|
| S4 |
1.2772 |
1.2823 |
1.3016 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4340 |
1.4147 |
1.3313 |
|
| R3 |
1.3897 |
1.3704 |
1.3191 |
|
| R2 |
1.3454 |
1.3454 |
1.3150 |
|
| R1 |
1.3261 |
1.3261 |
1.3110 |
1.3358 |
| PP |
1.3011 |
1.3011 |
1.3011 |
1.3059 |
| S1 |
1.2818 |
1.2818 |
1.3028 |
1.2915 |
| S2 |
1.2568 |
1.2568 |
1.2988 |
|
| S3 |
1.2125 |
1.2375 |
1.2947 |
|
| S4 |
1.1682 |
1.1932 |
1.2825 |
|
|
| 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% |
0.0139 |
1.1% |
70% |
False |
False |
386 |
| 10 |
1.3203 |
1.2760 |
0.0443 |
3.4% |
0.0127 |
1.0% |
70% |
False |
False |
313 |
| 20 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0108 |
0.8% |
46% |
False |
False |
295 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0091 |
0.7% |
46% |
False |
False |
178 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0081 |
0.6% |
46% |
False |
False |
126 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0081 |
0.6% |
46% |
False |
False |
99 |
| 100 |
1.3443 |
1.2760 |
0.0683 |
5.2% |
0.0077 |
0.6% |
45% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3520 |
|
2.618 |
1.3362 |
|
1.618 |
1.3265 |
|
1.000 |
1.3205 |
|
0.618 |
1.3168 |
|
HIGH |
1.3108 |
|
0.618 |
1.3071 |
|
0.500 |
1.3060 |
|
0.382 |
1.3048 |
|
LOW |
1.3011 |
|
0.618 |
1.2951 |
|
1.000 |
1.2914 |
|
1.618 |
1.2854 |
|
2.618 |
1.2757 |
|
4.250 |
1.2599 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3066 |
1.3042 |
| PP |
1.3063 |
1.3016 |
| S1 |
1.3060 |
1.2989 |
|