CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3157 |
1.3195 |
0.0038 |
0.3% |
1.3068 |
| High |
1.3225 |
1.3246 |
0.0021 |
0.2% |
1.3193 |
| Low |
1.3155 |
1.3176 |
0.0021 |
0.2% |
1.3008 |
| Close |
1.3197 |
1.3242 |
0.0045 |
0.3% |
1.3144 |
| Range |
0.0070 |
0.0070 |
0.0000 |
0.0% |
0.0185 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
340 |
168 |
-172 |
-50.6% |
1,233 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3431 |
1.3407 |
1.3281 |
|
| R3 |
1.3361 |
1.3337 |
1.3261 |
|
| R2 |
1.3291 |
1.3291 |
1.3255 |
|
| R1 |
1.3267 |
1.3267 |
1.3248 |
1.3279 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3228 |
| S1 |
1.3197 |
1.3197 |
1.3236 |
1.3209 |
| S2 |
1.3151 |
1.3151 |
1.3229 |
|
| S3 |
1.3081 |
1.3127 |
1.3223 |
|
| S4 |
1.3011 |
1.3057 |
1.3204 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3670 |
1.3592 |
1.3246 |
|
| R3 |
1.3485 |
1.3407 |
1.3195 |
|
| R2 |
1.3300 |
1.3300 |
1.3178 |
|
| R1 |
1.3222 |
1.3222 |
1.3161 |
1.3261 |
| PP |
1.3115 |
1.3115 |
1.3115 |
1.3135 |
| S1 |
1.3037 |
1.3037 |
1.3127 |
1.3076 |
| S2 |
1.2930 |
1.2930 |
1.3110 |
|
| S3 |
1.2745 |
1.2852 |
1.3093 |
|
| S4 |
1.2560 |
1.2667 |
1.3042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3246 |
1.3080 |
0.0166 |
1.3% |
0.0068 |
0.5% |
98% |
True |
False |
267 |
| 10 |
1.3246 |
1.2775 |
0.0471 |
3.6% |
0.0103 |
0.8% |
99% |
True |
False |
264 |
| 20 |
1.3246 |
1.2760 |
0.0486 |
3.7% |
0.0101 |
0.8% |
99% |
True |
False |
290 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0092 |
0.7% |
72% |
False |
False |
216 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0085 |
0.6% |
72% |
False |
False |
154 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0081 |
0.6% |
72% |
False |
False |
120 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0077 |
0.6% |
72% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3544 |
|
2.618 |
1.3429 |
|
1.618 |
1.3359 |
|
1.000 |
1.3316 |
|
0.618 |
1.3289 |
|
HIGH |
1.3246 |
|
0.618 |
1.3219 |
|
0.500 |
1.3211 |
|
0.382 |
1.3203 |
|
LOW |
1.3176 |
|
0.618 |
1.3133 |
|
1.000 |
1.3106 |
|
1.618 |
1.3063 |
|
2.618 |
1.2993 |
|
4.250 |
1.2879 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3232 |
1.3219 |
| PP |
1.3221 |
1.3196 |
| S1 |
1.3211 |
1.3174 |
|