CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3043 |
1.3014 |
-0.0029 |
-0.2% |
1.3113 |
| High |
1.3108 |
1.3072 |
-0.0036 |
-0.3% |
1.3156 |
| Low |
1.2995 |
1.3009 |
0.0014 |
0.1% |
1.2988 |
| Close |
1.3023 |
1.3063 |
0.0040 |
0.3% |
1.3023 |
| Range |
0.0113 |
0.0063 |
-0.0050 |
-44.2% |
0.0168 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
266,624 |
189,879 |
-76,745 |
-28.8% |
1,296,017 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3237 |
1.3213 |
1.3098 |
|
| R3 |
1.3174 |
1.3150 |
1.3080 |
|
| R2 |
1.3111 |
1.3111 |
1.3075 |
|
| R1 |
1.3087 |
1.3087 |
1.3069 |
1.3099 |
| PP |
1.3048 |
1.3048 |
1.3048 |
1.3054 |
| S1 |
1.3024 |
1.3024 |
1.3057 |
1.3036 |
| S2 |
1.2985 |
1.2985 |
1.3051 |
|
| S3 |
1.2922 |
1.2961 |
1.3046 |
|
| S4 |
1.2859 |
1.2898 |
1.3028 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3560 |
1.3459 |
1.3115 |
|
| R3 |
1.3392 |
1.3291 |
1.3069 |
|
| R2 |
1.3224 |
1.3224 |
1.3054 |
|
| R1 |
1.3123 |
1.3123 |
1.3038 |
1.3090 |
| PP |
1.3056 |
1.3056 |
1.3056 |
1.3039 |
| S1 |
1.2955 |
1.2955 |
1.3008 |
1.2922 |
| S2 |
1.2888 |
1.2888 |
1.2992 |
|
| S3 |
1.2720 |
1.2787 |
1.2977 |
|
| S4 |
1.2552 |
1.2619 |
1.2931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3156 |
1.2988 |
0.0168 |
1.3% |
0.0086 |
0.7% |
45% |
False |
False |
241,485 |
| 10 |
1.3424 |
1.2988 |
0.0436 |
3.3% |
0.0106 |
0.8% |
17% |
False |
False |
258,624 |
| 20 |
1.3424 |
1.2988 |
0.0436 |
3.3% |
0.0102 |
0.8% |
17% |
False |
False |
170,265 |
| 40 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0104 |
0.8% |
41% |
False |
False |
86,151 |
| 60 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0100 |
0.8% |
41% |
False |
False |
57,527 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0100 |
0.8% |
45% |
False |
False |
43,180 |
| 100 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0093 |
0.7% |
39% |
False |
False |
34,548 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0083 |
0.6% |
32% |
False |
False |
28,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3340 |
|
2.618 |
1.3237 |
|
1.618 |
1.3174 |
|
1.000 |
1.3135 |
|
0.618 |
1.3111 |
|
HIGH |
1.3072 |
|
0.618 |
1.3048 |
|
0.500 |
1.3041 |
|
0.382 |
1.3033 |
|
LOW |
1.3009 |
|
0.618 |
1.2970 |
|
1.000 |
1.2946 |
|
1.618 |
1.2907 |
|
2.618 |
1.2844 |
|
4.250 |
1.2741 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3056 |
1.3059 |
| PP |
1.3048 |
1.3055 |
| S1 |
1.3041 |
1.3052 |
|