CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3227 |
1.3198 |
-0.0029 |
-0.2% |
1.3068 |
| High |
1.3264 |
1.3300 |
0.0036 |
0.3% |
1.3193 |
| Low |
1.3187 |
1.3180 |
-0.0007 |
-0.1% |
1.3008 |
| Close |
1.3202 |
1.3251 |
0.0049 |
0.4% |
1.3144 |
| Range |
0.0077 |
0.0120 |
0.0043 |
55.8% |
0.0185 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.4% |
0.0000 |
| Volume |
350 |
917 |
567 |
162.0% |
1,233 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3604 |
1.3547 |
1.3317 |
|
| R3 |
1.3484 |
1.3427 |
1.3284 |
|
| R2 |
1.3364 |
1.3364 |
1.3273 |
|
| R1 |
1.3307 |
1.3307 |
1.3262 |
1.3336 |
| PP |
1.3244 |
1.3244 |
1.3244 |
1.3258 |
| S1 |
1.3187 |
1.3187 |
1.3240 |
1.3216 |
| S2 |
1.3124 |
1.3124 |
1.3229 |
|
| S3 |
1.3004 |
1.3067 |
1.3218 |
|
| S4 |
1.2884 |
1.2947 |
1.3185 |
|
|
| 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 |
1.3300 |
1.3101 |
0.0199 |
1.5% |
0.0079 |
0.6% |
75% |
True |
False |
402 |
| 10 |
1.3300 |
1.3008 |
0.0292 |
2.2% |
0.0083 |
0.6% |
83% |
True |
False |
338 |
| 20 |
1.3300 |
1.2760 |
0.0540 |
4.1% |
0.0103 |
0.8% |
91% |
True |
False |
323 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0094 |
0.7% |
74% |
False |
False |
246 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0085 |
0.6% |
74% |
False |
False |
174 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0082 |
0.6% |
74% |
False |
False |
135 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0078 |
0.6% |
74% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3810 |
|
2.618 |
1.3614 |
|
1.618 |
1.3494 |
|
1.000 |
1.3420 |
|
0.618 |
1.3374 |
|
HIGH |
1.3300 |
|
0.618 |
1.3254 |
|
0.500 |
1.3240 |
|
0.382 |
1.3226 |
|
LOW |
1.3180 |
|
0.618 |
1.3106 |
|
1.000 |
1.3060 |
|
1.618 |
1.2986 |
|
2.618 |
1.2866 |
|
4.250 |
1.2670 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3247 |
1.3247 |
| PP |
1.3244 |
1.3242 |
| S1 |
1.3240 |
1.3238 |
|