CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3284 |
1.3278 |
-0.0006 |
0.0% |
1.3157 |
| High |
1.3302 |
1.3305 |
0.0003 |
0.0% |
1.3302 |
| Low |
1.3263 |
1.3248 |
-0.0015 |
-0.1% |
1.3155 |
| Close |
1.3284 |
1.3273 |
-0.0011 |
-0.1% |
1.3284 |
| Range |
0.0039 |
0.0057 |
0.0018 |
46.2% |
0.0147 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
636 |
571 |
-65 |
-10.2% |
2,411 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3446 |
1.3417 |
1.3304 |
|
| R3 |
1.3389 |
1.3360 |
1.3289 |
|
| R2 |
1.3332 |
1.3332 |
1.3283 |
|
| R1 |
1.3303 |
1.3303 |
1.3278 |
1.3289 |
| PP |
1.3275 |
1.3275 |
1.3275 |
1.3269 |
| S1 |
1.3246 |
1.3246 |
1.3268 |
1.3232 |
| S2 |
1.3218 |
1.3218 |
1.3263 |
|
| S3 |
1.3161 |
1.3189 |
1.3257 |
|
| S4 |
1.3104 |
1.3132 |
1.3242 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3688 |
1.3633 |
1.3365 |
|
| R3 |
1.3541 |
1.3486 |
1.3324 |
|
| R2 |
1.3394 |
1.3394 |
1.3311 |
|
| R1 |
1.3339 |
1.3339 |
1.3297 |
1.3367 |
| PP |
1.3247 |
1.3247 |
1.3247 |
1.3261 |
| S1 |
1.3192 |
1.3192 |
1.3271 |
1.3220 |
| S2 |
1.3100 |
1.3100 |
1.3257 |
|
| S3 |
1.2953 |
1.3045 |
1.3244 |
|
| S4 |
1.2806 |
1.2898 |
1.3203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3305 |
1.3176 |
0.0129 |
1.0% |
0.0073 |
0.5% |
75% |
True |
False |
528 |
| 10 |
1.3305 |
1.3062 |
0.0243 |
1.8% |
0.0075 |
0.6% |
87% |
True |
False |
392 |
| 20 |
1.3305 |
1.2760 |
0.0545 |
4.1% |
0.0099 |
0.7% |
94% |
True |
False |
351 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0093 |
0.7% |
77% |
False |
False |
275 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0083 |
0.6% |
77% |
False |
False |
194 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0081 |
0.6% |
77% |
False |
False |
150 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0078 |
0.6% |
77% |
False |
False |
123 |
| 120 |
1.3595 |
1.2760 |
0.0835 |
6.3% |
0.0074 |
0.6% |
61% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3547 |
|
2.618 |
1.3454 |
|
1.618 |
1.3397 |
|
1.000 |
1.3362 |
|
0.618 |
1.3340 |
|
HIGH |
1.3305 |
|
0.618 |
1.3283 |
|
0.500 |
1.3277 |
|
0.382 |
1.3270 |
|
LOW |
1.3248 |
|
0.618 |
1.3213 |
|
1.000 |
1.3191 |
|
1.618 |
1.3156 |
|
2.618 |
1.3099 |
|
4.250 |
1.3006 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3277 |
1.3263 |
| PP |
1.3275 |
1.3253 |
| S1 |
1.3274 |
1.3243 |
|