CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3092 |
1.3241 |
0.0149 |
1.1% |
1.2991 |
| High |
1.3307 |
1.3286 |
-0.0021 |
-0.2% |
1.3307 |
| Low |
1.3075 |
1.3191 |
0.0116 |
0.9% |
1.2956 |
| Close |
1.3247 |
1.3224 |
-0.0023 |
-0.2% |
1.3224 |
| Range |
0.0232 |
0.0095 |
-0.0137 |
-59.1% |
0.0351 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
472,383 |
308,499 |
-163,884 |
-34.7% |
1,551,110 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3519 |
1.3466 |
1.3276 |
|
| R3 |
1.3424 |
1.3371 |
1.3250 |
|
| R2 |
1.3329 |
1.3329 |
1.3241 |
|
| R1 |
1.3276 |
1.3276 |
1.3233 |
1.3255 |
| PP |
1.3234 |
1.3234 |
1.3234 |
1.3223 |
| S1 |
1.3181 |
1.3181 |
1.3215 |
1.3160 |
| S2 |
1.3139 |
1.3139 |
1.3207 |
|
| S3 |
1.3044 |
1.3086 |
1.3198 |
|
| S4 |
1.2949 |
1.2991 |
1.3172 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4215 |
1.4071 |
1.3417 |
|
| R3 |
1.3864 |
1.3720 |
1.3321 |
|
| R2 |
1.3513 |
1.3513 |
1.3288 |
|
| R1 |
1.3369 |
1.3369 |
1.3256 |
1.3441 |
| PP |
1.3162 |
1.3162 |
1.3162 |
1.3199 |
| S1 |
1.3018 |
1.3018 |
1.3192 |
1.3090 |
| S2 |
1.2811 |
1.2811 |
1.3160 |
|
| S3 |
1.2460 |
1.2667 |
1.3127 |
|
| S4 |
1.2109 |
1.2316 |
1.3031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3307 |
1.2956 |
0.0351 |
2.7% |
0.0121 |
0.9% |
76% |
False |
False |
310,222 |
| 10 |
1.3307 |
1.2839 |
0.0468 |
3.5% |
0.0118 |
0.9% |
82% |
False |
False |
300,556 |
| 20 |
1.3307 |
1.2798 |
0.0509 |
3.8% |
0.0112 |
0.8% |
84% |
False |
False |
290,011 |
| 40 |
1.3307 |
1.2798 |
0.0509 |
3.8% |
0.0111 |
0.8% |
84% |
False |
False |
272,153 |
| 60 |
1.3307 |
1.2751 |
0.0556 |
4.2% |
0.0111 |
0.8% |
85% |
False |
False |
272,702 |
| 80 |
1.3530 |
1.2751 |
0.0779 |
5.9% |
0.0112 |
0.9% |
61% |
False |
False |
207,860 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0110 |
0.8% |
48% |
False |
False |
166,365 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0105 |
0.8% |
48% |
False |
False |
138,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3690 |
|
2.618 |
1.3535 |
|
1.618 |
1.3440 |
|
1.000 |
1.3381 |
|
0.618 |
1.3345 |
|
HIGH |
1.3286 |
|
0.618 |
1.3250 |
|
0.500 |
1.3239 |
|
0.382 |
1.3227 |
|
LOW |
1.3191 |
|
0.618 |
1.3132 |
|
1.000 |
1.3096 |
|
1.618 |
1.3037 |
|
2.618 |
1.2942 |
|
4.250 |
1.2787 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3239 |
1.3210 |
| PP |
1.3234 |
1.3195 |
| S1 |
1.3229 |
1.3181 |
|