CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2983 |
1.2994 |
0.0011 |
0.1% |
1.3014 |
| High |
1.3037 |
1.3028 |
-0.0009 |
-0.1% |
1.3082 |
| Low |
1.2927 |
1.2808 |
-0.0119 |
-0.9% |
1.2808 |
| Close |
1.3017 |
1.2833 |
-0.0184 |
-1.4% |
1.2833 |
| Range |
0.0110 |
0.0220 |
0.0110 |
100.0% |
0.0274 |
| ATR |
0.0103 |
0.0112 |
0.0008 |
8.1% |
0.0000 |
| Volume |
237,293 |
431,229 |
193,936 |
81.7% |
1,121,833 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3550 |
1.3411 |
1.2954 |
|
| R3 |
1.3330 |
1.3191 |
1.2894 |
|
| R2 |
1.3110 |
1.3110 |
1.2873 |
|
| R1 |
1.2971 |
1.2971 |
1.2853 |
1.2931 |
| PP |
1.2890 |
1.2890 |
1.2890 |
1.2869 |
| S1 |
1.2751 |
1.2751 |
1.2813 |
1.2711 |
| S2 |
1.2670 |
1.2670 |
1.2793 |
|
| S3 |
1.2450 |
1.2531 |
1.2773 |
|
| S4 |
1.2230 |
1.2311 |
1.2712 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3730 |
1.3555 |
1.2984 |
|
| R3 |
1.3456 |
1.3281 |
1.2908 |
|
| R2 |
1.3182 |
1.3182 |
1.2883 |
|
| R1 |
1.3007 |
1.3007 |
1.2858 |
1.2958 |
| PP |
1.2908 |
1.2908 |
1.2908 |
1.2883 |
| S1 |
1.2733 |
1.2733 |
1.2808 |
1.2684 |
| S2 |
1.2634 |
1.2634 |
1.2783 |
|
| S3 |
1.2360 |
1.2459 |
1.2758 |
|
| S4 |
1.2086 |
1.2185 |
1.2682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3108 |
1.2808 |
0.0300 |
2.3% |
0.0124 |
1.0% |
8% |
False |
True |
277,691 |
| 10 |
1.3260 |
1.2808 |
0.0452 |
3.5% |
0.0111 |
0.9% |
6% |
False |
True |
269,186 |
| 20 |
1.3424 |
1.2808 |
0.0616 |
4.8% |
0.0106 |
0.8% |
4% |
False |
True |
214,931 |
| 40 |
1.3424 |
1.2808 |
0.0616 |
4.8% |
0.0109 |
0.8% |
4% |
False |
True |
109,419 |
| 60 |
1.3424 |
1.2808 |
0.0616 |
4.8% |
0.0104 |
0.8% |
4% |
False |
True |
73,048 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.1% |
0.0102 |
0.8% |
10% |
False |
False |
54,828 |
| 100 |
1.3528 |
1.2770 |
0.0758 |
5.9% |
0.0096 |
0.8% |
8% |
False |
False |
43,868 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0087 |
0.7% |
7% |
False |
False |
36,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3963 |
|
2.618 |
1.3604 |
|
1.618 |
1.3384 |
|
1.000 |
1.3248 |
|
0.618 |
1.3164 |
|
HIGH |
1.3028 |
|
0.618 |
1.2944 |
|
0.500 |
1.2918 |
|
0.382 |
1.2892 |
|
LOW |
1.2808 |
|
0.618 |
1.2672 |
|
1.000 |
1.2588 |
|
1.618 |
1.2452 |
|
2.618 |
1.2232 |
|
4.250 |
1.1873 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2918 |
1.2945 |
| PP |
1.2890 |
1.2908 |
| S1 |
1.2861 |
1.2870 |
|