CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3162 |
1.3123 |
-0.0039 |
-0.3% |
1.2828 |
| High |
1.3193 |
1.3129 |
-0.0064 |
-0.5% |
1.3203 |
| Low |
1.3099 |
1.3080 |
-0.0019 |
-0.1% |
1.2760 |
| Close |
1.3121 |
1.3111 |
-0.0010 |
-0.1% |
1.3069 |
| Range |
0.0094 |
0.0049 |
-0.0045 |
-47.9% |
0.0443 |
| ATR |
0.0115 |
0.0110 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
254 |
337 |
83 |
32.7% |
1,934 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3254 |
1.3231 |
1.3138 |
|
| R3 |
1.3205 |
1.3182 |
1.3124 |
|
| R2 |
1.3156 |
1.3156 |
1.3120 |
|
| R1 |
1.3133 |
1.3133 |
1.3115 |
1.3120 |
| PP |
1.3107 |
1.3107 |
1.3107 |
1.3100 |
| S1 |
1.3084 |
1.3084 |
1.3107 |
1.3071 |
| S2 |
1.3058 |
1.3058 |
1.3102 |
|
| S3 |
1.3009 |
1.3035 |
1.3098 |
|
| S4 |
1.2960 |
1.2986 |
1.3084 |
|
|
| 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 |
1.3193 |
1.3008 |
0.0185 |
1.4% |
0.0087 |
0.7% |
56% |
False |
False |
274 |
| 10 |
1.3203 |
1.2760 |
0.0443 |
3.4% |
0.0123 |
0.9% |
79% |
False |
False |
328 |
| 20 |
1.3298 |
1.2760 |
0.0538 |
4.1% |
0.0109 |
0.8% |
65% |
False |
False |
321 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0096 |
0.7% |
53% |
False |
False |
198 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0083 |
0.6% |
53% |
False |
False |
142 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0080 |
0.6% |
53% |
False |
False |
111 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0076 |
0.6% |
53% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3337 |
|
2.618 |
1.3257 |
|
1.618 |
1.3208 |
|
1.000 |
1.3178 |
|
0.618 |
1.3159 |
|
HIGH |
1.3129 |
|
0.618 |
1.3110 |
|
0.500 |
1.3105 |
|
0.382 |
1.3099 |
|
LOW |
1.3080 |
|
0.618 |
1.3050 |
|
1.000 |
1.3031 |
|
1.618 |
1.3001 |
|
2.618 |
1.2952 |
|
4.250 |
1.2872 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3109 |
1.3128 |
| PP |
1.3107 |
1.3122 |
| S1 |
1.3105 |
1.3117 |
|