CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3198 |
1.3284 |
0.0086 |
0.7% |
1.3157 |
| High |
1.3300 |
1.3302 |
0.0002 |
0.0% |
1.3302 |
| Low |
1.3180 |
1.3263 |
0.0083 |
0.6% |
1.3155 |
| Close |
1.3251 |
1.3284 |
0.0033 |
0.2% |
1.3284 |
| Range |
0.0120 |
0.0039 |
-0.0081 |
-67.5% |
0.0147 |
| ATR |
0.0101 |
0.0098 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
917 |
636 |
-281 |
-30.6% |
2,411 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3400 |
1.3381 |
1.3305 |
|
| R3 |
1.3361 |
1.3342 |
1.3295 |
|
| R2 |
1.3322 |
1.3322 |
1.3291 |
|
| R1 |
1.3303 |
1.3303 |
1.3288 |
1.3304 |
| PP |
1.3283 |
1.3283 |
1.3283 |
1.3283 |
| S1 |
1.3264 |
1.3264 |
1.3280 |
1.3265 |
| S2 |
1.3244 |
1.3244 |
1.3277 |
|
| S3 |
1.3205 |
1.3225 |
1.3273 |
|
| S4 |
1.3166 |
1.3186 |
1.3263 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3688 |
1.3633 |
1.3365 |
|
| R3 |
1.3541 |
1.3486 |
1.3324 |
|
| R2 |
1.3394 |
1.3394 |
1.3311 |
|
| R1 |
1.3339 |
1.3339 |
1.3297 |
1.3367 |
| PP |
1.3247 |
1.3247 |
1.3247 |
1.3261 |
| S1 |
1.3192 |
1.3192 |
1.3271 |
1.3220 |
| S2 |
1.3100 |
1.3100 |
1.3257 |
|
| S3 |
1.2953 |
1.3045 |
1.3244 |
|
| S4 |
1.2806 |
1.2898 |
1.3203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3302 |
1.3155 |
0.0147 |
1.1% |
0.0075 |
0.6% |
88% |
True |
False |
482 |
| 10 |
1.3302 |
1.3008 |
0.0294 |
2.2% |
0.0077 |
0.6% |
94% |
True |
False |
364 |
| 20 |
1.3302 |
1.2760 |
0.0542 |
4.1% |
0.0102 |
0.8% |
97% |
True |
False |
339 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0093 |
0.7% |
79% |
False |
False |
261 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0085 |
0.6% |
79% |
False |
False |
185 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0082 |
0.6% |
79% |
False |
False |
143 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0078 |
0.6% |
79% |
False |
False |
117 |
| 120 |
1.3605 |
1.2760 |
0.0845 |
6.4% |
0.0073 |
0.6% |
62% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3468 |
|
2.618 |
1.3404 |
|
1.618 |
1.3365 |
|
1.000 |
1.3341 |
|
0.618 |
1.3326 |
|
HIGH |
1.3302 |
|
0.618 |
1.3287 |
|
0.500 |
1.3283 |
|
0.382 |
1.3278 |
|
LOW |
1.3263 |
|
0.618 |
1.3239 |
|
1.000 |
1.3224 |
|
1.618 |
1.3200 |
|
2.618 |
1.3161 |
|
4.250 |
1.3097 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3284 |
1.3270 |
| PP |
1.3283 |
1.3255 |
| S1 |
1.3283 |
1.3241 |
|