CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3265 |
1.3269 |
0.0004 |
0.0% |
1.3157 |
| High |
1.3305 |
1.3350 |
0.0045 |
0.3% |
1.3302 |
| Low |
1.3243 |
1.3218 |
-0.0025 |
-0.2% |
1.3155 |
| Close |
1.3271 |
1.3344 |
0.0073 |
0.6% |
1.3284 |
| Range |
0.0062 |
0.0132 |
0.0070 |
112.9% |
0.0147 |
| ATR |
0.0093 |
0.0095 |
0.0003 |
3.0% |
0.0000 |
| Volume |
800 |
422 |
-378 |
-47.3% |
2,411 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3700 |
1.3654 |
1.3417 |
|
| R3 |
1.3568 |
1.3522 |
1.3380 |
|
| R2 |
1.3436 |
1.3436 |
1.3368 |
|
| R1 |
1.3390 |
1.3390 |
1.3356 |
1.3413 |
| PP |
1.3304 |
1.3304 |
1.3304 |
1.3316 |
| S1 |
1.3258 |
1.3258 |
1.3332 |
1.3281 |
| S2 |
1.3172 |
1.3172 |
1.3320 |
|
| S3 |
1.3040 |
1.3126 |
1.3308 |
|
| S4 |
1.2908 |
1.2994 |
1.3271 |
|
|
| 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 |
1.3350 |
1.3180 |
0.0170 |
1.3% |
0.0082 |
0.6% |
96% |
True |
False |
669 |
| 10 |
1.3350 |
1.3080 |
0.0270 |
2.0% |
0.0073 |
0.5% |
98% |
True |
False |
477 |
| 20 |
1.3350 |
1.2760 |
0.0590 |
4.4% |
0.0101 |
0.8% |
99% |
True |
False |
396 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0094 |
0.7% |
88% |
False |
False |
304 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0085 |
0.6% |
88% |
False |
False |
213 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0081 |
0.6% |
88% |
False |
False |
164 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0078 |
0.6% |
88% |
False |
False |
135 |
| 120 |
1.3488 |
1.2760 |
0.0728 |
5.5% |
0.0074 |
0.6% |
80% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3911 |
|
2.618 |
1.3696 |
|
1.618 |
1.3564 |
|
1.000 |
1.3482 |
|
0.618 |
1.3432 |
|
HIGH |
1.3350 |
|
0.618 |
1.3300 |
|
0.500 |
1.3284 |
|
0.382 |
1.3268 |
|
LOW |
1.3218 |
|
0.618 |
1.3136 |
|
1.000 |
1.3086 |
|
1.618 |
1.3004 |
|
2.618 |
1.2872 |
|
4.250 |
1.2657 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3324 |
1.3324 |
| PP |
1.3304 |
1.3304 |
| S1 |
1.3284 |
1.3284 |
|