CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3269 |
1.3304 |
0.0035 |
0.3% |
1.3157 |
| High |
1.3350 |
1.3312 |
-0.0038 |
-0.3% |
1.3302 |
| Low |
1.3218 |
1.3200 |
-0.0018 |
-0.1% |
1.3155 |
| Close |
1.3344 |
1.3221 |
-0.0123 |
-0.9% |
1.3284 |
| Range |
0.0132 |
0.0112 |
-0.0020 |
-15.2% |
0.0147 |
| ATR |
0.0095 |
0.0099 |
0.0003 |
3.6% |
0.0000 |
| Volume |
422 |
686 |
264 |
62.6% |
2,411 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3580 |
1.3513 |
1.3283 |
|
| R3 |
1.3468 |
1.3401 |
1.3252 |
|
| R2 |
1.3356 |
1.3356 |
1.3242 |
|
| R1 |
1.3289 |
1.3289 |
1.3231 |
1.3267 |
| PP |
1.3244 |
1.3244 |
1.3244 |
1.3233 |
| S1 |
1.3177 |
1.3177 |
1.3211 |
1.3155 |
| S2 |
1.3132 |
1.3132 |
1.3200 |
|
| S3 |
1.3020 |
1.3065 |
1.3190 |
|
| S4 |
1.2908 |
1.2953 |
1.3159 |
|
|
| 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 |
1.3200 |
0.0150 |
1.1% |
0.0080 |
0.6% |
14% |
False |
True |
623 |
| 10 |
1.3350 |
1.3101 |
0.0249 |
1.9% |
0.0080 |
0.6% |
48% |
False |
False |
512 |
| 20 |
1.3350 |
1.2760 |
0.0590 |
4.5% |
0.0101 |
0.8% |
78% |
False |
False |
420 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0097 |
0.7% |
69% |
False |
False |
321 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0087 |
0.7% |
69% |
False |
False |
224 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0082 |
0.6% |
69% |
False |
False |
173 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0079 |
0.6% |
69% |
False |
False |
142 |
| 120 |
1.3488 |
1.2760 |
0.0728 |
5.5% |
0.0075 |
0.6% |
63% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3788 |
|
2.618 |
1.3605 |
|
1.618 |
1.3493 |
|
1.000 |
1.3424 |
|
0.618 |
1.3381 |
|
HIGH |
1.3312 |
|
0.618 |
1.3269 |
|
0.500 |
1.3256 |
|
0.382 |
1.3243 |
|
LOW |
1.3200 |
|
0.618 |
1.3131 |
|
1.000 |
1.3088 |
|
1.618 |
1.3019 |
|
2.618 |
1.2907 |
|
4.250 |
1.2724 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3256 |
1.3275 |
| PP |
1.3244 |
1.3257 |
| S1 |
1.3233 |
1.3239 |
|