CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3068 |
1.3080 |
0.0012 |
0.1% |
1.2828 |
| High |
1.3083 |
1.3181 |
0.0098 |
0.7% |
1.3203 |
| Low |
1.3008 |
1.3062 |
0.0054 |
0.4% |
1.2760 |
| Close |
1.3076 |
1.3169 |
0.0093 |
0.7% |
1.3069 |
| Range |
0.0075 |
0.0119 |
0.0044 |
58.7% |
0.0443 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
0.2% |
0.0000 |
| Volume |
295 |
111 |
-184 |
-62.4% |
1,934 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3494 |
1.3451 |
1.3234 |
|
| R3 |
1.3375 |
1.3332 |
1.3202 |
|
| R2 |
1.3256 |
1.3256 |
1.3191 |
|
| R1 |
1.3213 |
1.3213 |
1.3180 |
1.3235 |
| PP |
1.3137 |
1.3137 |
1.3137 |
1.3148 |
| S1 |
1.3094 |
1.3094 |
1.3158 |
1.3116 |
| S2 |
1.3018 |
1.3018 |
1.3147 |
|
| S3 |
1.2899 |
1.2975 |
1.3136 |
|
| S4 |
1.2780 |
1.2856 |
1.3104 |
|
|
| 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 |
1.2775 |
0.0428 |
3.3% |
0.0138 |
1.0% |
92% |
False |
False |
261 |
| 10 |
1.3203 |
1.2760 |
0.0443 |
3.4% |
0.0129 |
1.0% |
92% |
False |
False |
302 |
| 20 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0113 |
0.9% |
61% |
False |
False |
304 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0094 |
0.7% |
61% |
False |
False |
185 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0082 |
0.6% |
61% |
False |
False |
133 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0082 |
0.6% |
61% |
False |
False |
104 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0077 |
0.6% |
61% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3687 |
|
2.618 |
1.3493 |
|
1.618 |
1.3374 |
|
1.000 |
1.3300 |
|
0.618 |
1.3255 |
|
HIGH |
1.3181 |
|
0.618 |
1.3136 |
|
0.500 |
1.3122 |
|
0.382 |
1.3107 |
|
LOW |
1.3062 |
|
0.618 |
1.2988 |
|
1.000 |
1.2943 |
|
1.618 |
1.2869 |
|
2.618 |
1.2750 |
|
4.250 |
1.2556 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3153 |
1.3144 |
| PP |
1.3137 |
1.3119 |
| S1 |
1.3122 |
1.3095 |
|