CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3123 |
1.3117 |
-0.0006 |
0.0% |
1.3068 |
| High |
1.3129 |
1.3158 |
0.0029 |
0.2% |
1.3193 |
| Low |
1.3080 |
1.3101 |
0.0021 |
0.2% |
1.3008 |
| Close |
1.3111 |
1.3144 |
0.0033 |
0.3% |
1.3144 |
| Range |
0.0049 |
0.0057 |
0.0008 |
16.3% |
0.0185 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
337 |
236 |
-101 |
-30.0% |
1,233 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3305 |
1.3282 |
1.3175 |
|
| R3 |
1.3248 |
1.3225 |
1.3160 |
|
| R2 |
1.3191 |
1.3191 |
1.3154 |
|
| R1 |
1.3168 |
1.3168 |
1.3149 |
1.3180 |
| PP |
1.3134 |
1.3134 |
1.3134 |
1.3140 |
| S1 |
1.3111 |
1.3111 |
1.3139 |
1.3123 |
| S2 |
1.3077 |
1.3077 |
1.3134 |
|
| S3 |
1.3020 |
1.3054 |
1.3128 |
|
| S4 |
1.2963 |
1.2997 |
1.3113 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3670 |
1.3592 |
1.3246 |
|
| R3 |
1.3485 |
1.3407 |
1.3195 |
|
| R2 |
1.3300 |
1.3300 |
1.3178 |
|
| R1 |
1.3222 |
1.3222 |
1.3161 |
1.3261 |
| PP |
1.3115 |
1.3115 |
1.3115 |
1.3135 |
| S1 |
1.3037 |
1.3037 |
1.3127 |
1.3076 |
| S2 |
1.2930 |
1.2930 |
1.3110 |
|
| S3 |
1.2745 |
1.2852 |
1.3093 |
|
| S4 |
1.2560 |
1.2667 |
1.3042 |
|
|
| 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% |
0.0079 |
0.6% |
74% |
False |
False |
246 |
| 10 |
1.3203 |
1.2760 |
0.0443 |
3.4% |
0.0109 |
0.8% |
87% |
False |
False |
316 |
| 20 |
1.3263 |
1.2760 |
0.0503 |
3.8% |
0.0105 |
0.8% |
76% |
False |
False |
320 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0093 |
0.7% |
58% |
False |
False |
204 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0084 |
0.6% |
58% |
False |
False |
146 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0081 |
0.6% |
58% |
False |
False |
114 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.1% |
0.0076 |
0.6% |
58% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3400 |
|
2.618 |
1.3307 |
|
1.618 |
1.3250 |
|
1.000 |
1.3215 |
|
0.618 |
1.3193 |
|
HIGH |
1.3158 |
|
0.618 |
1.3136 |
|
0.500 |
1.3130 |
|
0.382 |
1.3123 |
|
LOW |
1.3101 |
|
0.618 |
1.3066 |
|
1.000 |
1.3044 |
|
1.618 |
1.3009 |
|
2.618 |
1.2952 |
|
4.250 |
1.2859 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3139 |
1.3142 |
| PP |
1.3134 |
1.3139 |
| S1 |
1.3130 |
1.3137 |
|