CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3278 |
1.3265 |
-0.0013 |
-0.1% |
1.3157 |
| High |
1.3305 |
1.3305 |
0.0000 |
0.0% |
1.3302 |
| Low |
1.3248 |
1.3243 |
-0.0005 |
0.0% |
1.3155 |
| Close |
1.3273 |
1.3271 |
-0.0002 |
0.0% |
1.3284 |
| Range |
0.0057 |
0.0062 |
0.0005 |
8.8% |
0.0147 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
571 |
800 |
229 |
40.1% |
2,411 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3459 |
1.3427 |
1.3305 |
|
| R3 |
1.3397 |
1.3365 |
1.3288 |
|
| R2 |
1.3335 |
1.3335 |
1.3282 |
|
| R1 |
1.3303 |
1.3303 |
1.3277 |
1.3319 |
| PP |
1.3273 |
1.3273 |
1.3273 |
1.3281 |
| S1 |
1.3241 |
1.3241 |
1.3265 |
1.3257 |
| S2 |
1.3211 |
1.3211 |
1.3260 |
|
| S3 |
1.3149 |
1.3179 |
1.3254 |
|
| S4 |
1.3087 |
1.3117 |
1.3237 |
|
|
| 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 |
1.3180 |
0.0125 |
0.9% |
0.0071 |
0.5% |
73% |
True |
False |
654 |
| 10 |
1.3305 |
1.3080 |
0.0225 |
1.7% |
0.0070 |
0.5% |
85% |
True |
False |
460 |
| 20 |
1.3305 |
1.2760 |
0.0545 |
4.1% |
0.0099 |
0.7% |
94% |
True |
False |
381 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0092 |
0.7% |
77% |
False |
False |
294 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0083 |
0.6% |
77% |
False |
False |
206 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
77% |
False |
False |
160 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0078 |
0.6% |
77% |
False |
False |
131 |
| 120 |
1.3595 |
1.2760 |
0.0835 |
6.3% |
0.0074 |
0.6% |
61% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3569 |
|
2.618 |
1.3467 |
|
1.618 |
1.3405 |
|
1.000 |
1.3367 |
|
0.618 |
1.3343 |
|
HIGH |
1.3305 |
|
0.618 |
1.3281 |
|
0.500 |
1.3274 |
|
0.382 |
1.3267 |
|
LOW |
1.3243 |
|
0.618 |
1.3205 |
|
1.000 |
1.3181 |
|
1.618 |
1.3143 |
|
2.618 |
1.3081 |
|
4.250 |
1.2980 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3274 |
1.3274 |
| PP |
1.3273 |
1.3273 |
| S1 |
1.3272 |
1.3272 |
|