CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3304 |
1.3217 |
-0.0087 |
-0.7% |
1.3278 |
| High |
1.3312 |
1.3303 |
-0.0009 |
-0.1% |
1.3350 |
| Low |
1.3200 |
1.3201 |
0.0001 |
0.0% |
1.3200 |
| Close |
1.3221 |
1.3292 |
0.0071 |
0.5% |
1.3292 |
| Range |
0.0112 |
0.0102 |
-0.0010 |
-8.9% |
0.0150 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.2% |
0.0000 |
| Volume |
686 |
273 |
-413 |
-60.2% |
2,752 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3571 |
1.3534 |
1.3348 |
|
| R3 |
1.3469 |
1.3432 |
1.3320 |
|
| R2 |
1.3367 |
1.3367 |
1.3311 |
|
| R1 |
1.3330 |
1.3330 |
1.3301 |
1.3349 |
| PP |
1.3265 |
1.3265 |
1.3265 |
1.3275 |
| S1 |
1.3228 |
1.3228 |
1.3283 |
1.3247 |
| S2 |
1.3163 |
1.3163 |
1.3273 |
|
| S3 |
1.3061 |
1.3126 |
1.3264 |
|
| S4 |
1.2959 |
1.3024 |
1.3236 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3731 |
1.3661 |
1.3375 |
|
| R3 |
1.3581 |
1.3511 |
1.3333 |
|
| R2 |
1.3431 |
1.3431 |
1.3320 |
|
| R1 |
1.3361 |
1.3361 |
1.3306 |
1.3396 |
| PP |
1.3281 |
1.3281 |
1.3281 |
1.3298 |
| S1 |
1.3211 |
1.3211 |
1.3278 |
1.3246 |
| S2 |
1.3131 |
1.3131 |
1.3265 |
|
| S3 |
1.2981 |
1.3061 |
1.3251 |
|
| S4 |
1.2831 |
1.2911 |
1.3210 |
|
|
| 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% |
0.0093 |
0.7% |
61% |
False |
False |
550 |
| 10 |
1.3350 |
1.3155 |
0.0195 |
1.5% |
0.0084 |
0.6% |
70% |
False |
False |
516 |
| 20 |
1.3350 |
1.2760 |
0.0590 |
4.4% |
0.0097 |
0.7% |
90% |
False |
False |
416 |
| 40 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0095 |
0.7% |
80% |
False |
False |
327 |
| 60 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0088 |
0.7% |
80% |
False |
False |
229 |
| 80 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0082 |
0.6% |
80% |
False |
False |
176 |
| 100 |
1.3426 |
1.2760 |
0.0666 |
5.0% |
0.0080 |
0.6% |
80% |
False |
False |
144 |
| 120 |
1.3488 |
1.2760 |
0.0728 |
5.5% |
0.0075 |
0.6% |
73% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3737 |
|
2.618 |
1.3570 |
|
1.618 |
1.3468 |
|
1.000 |
1.3405 |
|
0.618 |
1.3366 |
|
HIGH |
1.3303 |
|
0.618 |
1.3264 |
|
0.500 |
1.3252 |
|
0.382 |
1.3240 |
|
LOW |
1.3201 |
|
0.618 |
1.3138 |
|
1.000 |
1.3099 |
|
1.618 |
1.3036 |
|
2.618 |
1.2934 |
|
4.250 |
1.2768 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3279 |
1.3286 |
| PP |
1.3265 |
1.3281 |
| S1 |
1.3252 |
1.3275 |
|