CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3195 |
1.3227 |
0.0032 |
0.2% |
1.3068 |
| High |
1.3246 |
1.3264 |
0.0018 |
0.1% |
1.3193 |
| Low |
1.3176 |
1.3187 |
0.0011 |
0.1% |
1.3008 |
| Close |
1.3242 |
1.3202 |
-0.0040 |
-0.3% |
1.3144 |
| Range |
0.0070 |
0.0077 |
0.0007 |
10.0% |
0.0185 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
168 |
350 |
182 |
108.3% |
1,233 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3449 |
1.3402 |
1.3244 |
|
| R3 |
1.3372 |
1.3325 |
1.3223 |
|
| R2 |
1.3295 |
1.3295 |
1.3216 |
|
| R1 |
1.3248 |
1.3248 |
1.3209 |
1.3233 |
| PP |
1.3218 |
1.3218 |
1.3218 |
1.3210 |
| S1 |
1.3171 |
1.3171 |
1.3195 |
1.3156 |
| S2 |
1.3141 |
1.3141 |
1.3188 |
|
| S3 |
1.3064 |
1.3094 |
1.3181 |
|
| S4 |
1.2987 |
1.3017 |
1.3160 |
|
|
| 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 |
1.3264 |
1.3080 |
0.0184 |
1.4% |
0.0065 |
0.5% |
66% |
True |
False |
286 |
| 10 |
1.3264 |
1.3008 |
0.0256 |
1.9% |
0.0089 |
0.7% |
76% |
True |
False |
275 |
| 20 |
1.3264 |
1.2760 |
0.0504 |
3.8% |
0.0101 |
0.8% |
88% |
True |
False |
289 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0094 |
0.7% |
66% |
False |
False |
224 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0085 |
0.6% |
66% |
False |
False |
159 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0081 |
0.6% |
66% |
False |
False |
124 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0077 |
0.6% |
66% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3591 |
|
2.618 |
1.3466 |
|
1.618 |
1.3389 |
|
1.000 |
1.3341 |
|
0.618 |
1.3312 |
|
HIGH |
1.3264 |
|
0.618 |
1.3235 |
|
0.500 |
1.3226 |
|
0.382 |
1.3216 |
|
LOW |
1.3187 |
|
0.618 |
1.3139 |
|
1.000 |
1.3110 |
|
1.618 |
1.3062 |
|
2.618 |
1.2985 |
|
4.250 |
1.2860 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3226 |
1.3210 |
| PP |
1.3218 |
1.3207 |
| S1 |
1.3210 |
1.3205 |
|