CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3047 |
1.2991 |
-0.0056 |
-0.4% |
1.2938 |
| High |
1.3060 |
1.3109 |
0.0049 |
0.4% |
1.3063 |
| Low |
1.2945 |
1.2956 |
0.0011 |
0.1% |
1.2839 |
| Close |
1.2983 |
1.3073 |
0.0090 |
0.7% |
1.2983 |
| Range |
0.0115 |
0.0153 |
0.0038 |
33.0% |
0.0224 |
| ATR |
0.0112 |
0.0115 |
0.0003 |
2.6% |
0.0000 |
| Volume |
290,258 |
294,332 |
4,074 |
1.4% |
1,215,805 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3505 |
1.3442 |
1.3157 |
|
| R3 |
1.3352 |
1.3289 |
1.3115 |
|
| R2 |
1.3199 |
1.3199 |
1.3101 |
|
| R1 |
1.3136 |
1.3136 |
1.3087 |
1.3168 |
| PP |
1.3046 |
1.3046 |
1.3046 |
1.3062 |
| S1 |
1.2983 |
1.2983 |
1.3059 |
1.3015 |
| S2 |
1.2893 |
1.2893 |
1.3045 |
|
| S3 |
1.2740 |
1.2830 |
1.3031 |
|
| S4 |
1.2587 |
1.2677 |
1.2989 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3634 |
1.3532 |
1.3106 |
|
| R3 |
1.3410 |
1.3308 |
1.3045 |
|
| R2 |
1.3186 |
1.3186 |
1.3024 |
|
| R1 |
1.3084 |
1.3084 |
1.3004 |
1.3135 |
| PP |
1.2962 |
1.2962 |
1.2962 |
1.2987 |
| S1 |
1.2860 |
1.2860 |
1.2962 |
1.2911 |
| S2 |
1.2738 |
1.2738 |
1.2942 |
|
| S3 |
1.2514 |
1.2636 |
1.2921 |
|
| S4 |
1.2290 |
1.2412 |
1.2860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3109 |
1.2839 |
0.0270 |
2.1% |
0.0128 |
1.0% |
87% |
True |
False |
302,027 |
| 10 |
1.3109 |
1.2822 |
0.0287 |
2.2% |
0.0120 |
0.9% |
87% |
True |
False |
292,664 |
| 20 |
1.3198 |
1.2798 |
0.0400 |
3.1% |
0.0112 |
0.9% |
69% |
False |
False |
268,901 |
| 40 |
1.3248 |
1.2798 |
0.0450 |
3.4% |
0.0108 |
0.8% |
61% |
False |
False |
262,809 |
| 60 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0112 |
0.9% |
65% |
False |
False |
255,134 |
| 80 |
1.3582 |
1.2751 |
0.0831 |
6.4% |
0.0112 |
0.9% |
39% |
False |
False |
192,171 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0110 |
0.8% |
33% |
False |
False |
153,809 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0103 |
0.8% |
33% |
False |
False |
128,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3759 |
|
2.618 |
1.3510 |
|
1.618 |
1.3357 |
|
1.000 |
1.3262 |
|
0.618 |
1.3204 |
|
HIGH |
1.3109 |
|
0.618 |
1.3051 |
|
0.500 |
1.3033 |
|
0.382 |
1.3014 |
|
LOW |
1.2956 |
|
0.618 |
1.2861 |
|
1.000 |
1.2803 |
|
1.618 |
1.2708 |
|
2.618 |
1.2555 |
|
4.250 |
1.2306 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3060 |
1.3056 |
| PP |
1.3046 |
1.3039 |
| S1 |
1.3033 |
1.3022 |
|