CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3080 |
1.3162 |
0.0082 |
0.6% |
1.2828 |
| High |
1.3181 |
1.3193 |
0.0012 |
0.1% |
1.3203 |
| Low |
1.3062 |
1.3099 |
0.0037 |
0.3% |
1.2760 |
| Close |
1.3169 |
1.3121 |
-0.0048 |
-0.4% |
1.3069 |
| Range |
0.0119 |
0.0094 |
-0.0025 |
-21.0% |
0.0443 |
| ATR |
0.0116 |
0.0115 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
111 |
254 |
143 |
128.8% |
1,934 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3420 |
1.3364 |
1.3173 |
|
| R3 |
1.3326 |
1.3270 |
1.3147 |
|
| R2 |
1.3232 |
1.3232 |
1.3138 |
|
| R1 |
1.3176 |
1.3176 |
1.3130 |
1.3157 |
| PP |
1.3138 |
1.3138 |
1.3138 |
1.3128 |
| S1 |
1.3082 |
1.3082 |
1.3112 |
1.3063 |
| S2 |
1.3044 |
1.3044 |
1.3104 |
|
| S3 |
1.2950 |
1.2988 |
1.3095 |
|
| S4 |
1.2856 |
1.2894 |
1.3069 |
|
|
| 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 |
1.3008 |
0.0195 |
1.5% |
0.0114 |
0.9% |
58% |
False |
False |
264 |
| 10 |
1.3203 |
1.2760 |
0.0443 |
3.4% |
0.0128 |
1.0% |
81% |
False |
False |
314 |
| 20 |
1.3418 |
1.2760 |
0.0658 |
5.0% |
0.0113 |
0.9% |
55% |
False |
False |
315 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0095 |
0.7% |
54% |
False |
False |
191 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0084 |
0.6% |
54% |
False |
False |
137 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0082 |
0.6% |
54% |
False |
False |
107 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0077 |
0.6% |
54% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3593 |
|
2.618 |
1.3439 |
|
1.618 |
1.3345 |
|
1.000 |
1.3287 |
|
0.618 |
1.3251 |
|
HIGH |
1.3193 |
|
0.618 |
1.3157 |
|
0.500 |
1.3146 |
|
0.382 |
1.3135 |
|
LOW |
1.3099 |
|
0.618 |
1.3041 |
|
1.000 |
1.3005 |
|
1.618 |
1.2947 |
|
2.618 |
1.2853 |
|
4.250 |
1.2700 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3146 |
1.3114 |
| PP |
1.3138 |
1.3107 |
| S1 |
1.3129 |
1.3101 |
|