CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3068 |
1.3159 |
0.0091 |
0.7% |
1.2827 |
| High |
1.3178 |
1.3185 |
0.0007 |
0.1% |
1.3212 |
| Low |
1.3046 |
1.3086 |
0.0040 |
0.3% |
1.2755 |
| Close |
1.3163 |
1.3115 |
-0.0048 |
-0.4% |
1.3063 |
| Range |
0.0132 |
0.0099 |
-0.0033 |
-25.0% |
0.0457 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
221,735 |
253,146 |
31,411 |
14.2% |
1,364,802 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3426 |
1.3369 |
1.3169 |
|
| R3 |
1.3327 |
1.3270 |
1.3142 |
|
| R2 |
1.3228 |
1.3228 |
1.3133 |
|
| R1 |
1.3171 |
1.3171 |
1.3124 |
1.3150 |
| PP |
1.3129 |
1.3129 |
1.3129 |
1.3118 |
| S1 |
1.3072 |
1.3072 |
1.3106 |
1.3051 |
| S2 |
1.3030 |
1.3030 |
1.3097 |
|
| S3 |
1.2931 |
1.2973 |
1.3088 |
|
| S4 |
1.2832 |
1.2874 |
1.3061 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4381 |
1.4179 |
1.3314 |
|
| R3 |
1.3924 |
1.3722 |
1.3189 |
|
| R2 |
1.3467 |
1.3467 |
1.3147 |
|
| R1 |
1.3265 |
1.3265 |
1.3105 |
1.3366 |
| PP |
1.3010 |
1.3010 |
1.3010 |
1.3061 |
| S1 |
1.2808 |
1.2808 |
1.3021 |
1.2909 |
| S2 |
1.2553 |
1.2553 |
1.2979 |
|
| S3 |
1.2096 |
1.2351 |
1.2937 |
|
| S4 |
1.1639 |
1.1894 |
1.2812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3212 |
1.2886 |
0.0326 |
2.5% |
0.0149 |
1.1% |
70% |
False |
False |
250,985 |
| 10 |
1.3212 |
1.2755 |
0.0457 |
3.5% |
0.0151 |
1.2% |
79% |
False |
False |
268,901 |
| 20 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0130 |
1.0% |
54% |
False |
False |
264,799 |
| 40 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0119 |
0.9% |
54% |
False |
False |
159,760 |
| 60 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0110 |
0.8% |
54% |
False |
False |
106,680 |
| 80 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0107 |
0.8% |
54% |
False |
False |
80,069 |
| 100 |
1.3424 |
1.2755 |
0.0669 |
5.1% |
0.0104 |
0.8% |
54% |
False |
False |
64,071 |
| 120 |
1.3700 |
1.2755 |
0.0945 |
7.2% |
0.0095 |
0.7% |
38% |
False |
False |
53,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3606 |
|
2.618 |
1.3444 |
|
1.618 |
1.3345 |
|
1.000 |
1.3284 |
|
0.618 |
1.3246 |
|
HIGH |
1.3185 |
|
0.618 |
1.3147 |
|
0.500 |
1.3136 |
|
0.382 |
1.3124 |
|
LOW |
1.3086 |
|
0.618 |
1.3025 |
|
1.000 |
1.2987 |
|
1.618 |
1.2926 |
|
2.618 |
1.2827 |
|
4.250 |
1.2665 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3136 |
1.3107 |
| PP |
1.3129 |
1.3099 |
| S1 |
1.3122 |
1.3091 |
|