CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3117 |
1.3157 |
0.0040 |
0.3% |
1.3068 |
| High |
1.3158 |
1.3225 |
0.0067 |
0.5% |
1.3193 |
| Low |
1.3101 |
1.3155 |
0.0054 |
0.4% |
1.3008 |
| Close |
1.3144 |
1.3197 |
0.0053 |
0.4% |
1.3144 |
| Range |
0.0057 |
0.0070 |
0.0013 |
22.8% |
0.0185 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
236 |
340 |
104 |
44.1% |
1,233 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3402 |
1.3370 |
1.3236 |
|
| R3 |
1.3332 |
1.3300 |
1.3216 |
|
| R2 |
1.3262 |
1.3262 |
1.3210 |
|
| R1 |
1.3230 |
1.3230 |
1.3203 |
1.3246 |
| PP |
1.3192 |
1.3192 |
1.3192 |
1.3201 |
| S1 |
1.3160 |
1.3160 |
1.3191 |
1.3176 |
| S2 |
1.3122 |
1.3122 |
1.3184 |
|
| S3 |
1.3052 |
1.3090 |
1.3178 |
|
| S4 |
1.2982 |
1.3020 |
1.3159 |
|
|
| 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 |
1.3225 |
1.3062 |
0.0163 |
1.2% |
0.0078 |
0.6% |
83% |
True |
False |
255 |
| 10 |
1.3225 |
1.2760 |
0.0465 |
3.5% |
0.0110 |
0.8% |
94% |
True |
False |
256 |
| 20 |
1.3225 |
1.2760 |
0.0465 |
3.5% |
0.0102 |
0.8% |
94% |
True |
False |
301 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0092 |
0.7% |
66% |
False |
False |
212 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0084 |
0.6% |
66% |
False |
False |
151 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0081 |
0.6% |
66% |
False |
False |
118 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0077 |
0.6% |
66% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3523 |
|
2.618 |
1.3408 |
|
1.618 |
1.3338 |
|
1.000 |
1.3295 |
|
0.618 |
1.3268 |
|
HIGH |
1.3225 |
|
0.618 |
1.3198 |
|
0.500 |
1.3190 |
|
0.382 |
1.3182 |
|
LOW |
1.3155 |
|
0.618 |
1.3112 |
|
1.000 |
1.3085 |
|
1.618 |
1.3042 |
|
2.618 |
1.2972 |
|
4.250 |
1.2858 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3195 |
1.3182 |
| PP |
1.3192 |
1.3167 |
| S1 |
1.3190 |
1.3153 |
|