CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3202 |
1.3257 |
0.0055 |
0.4% |
1.2991 |
| High |
1.3270 |
1.3318 |
0.0048 |
0.4% |
1.3307 |
| Low |
1.3178 |
1.3232 |
0.0054 |
0.4% |
1.2956 |
| Close |
1.3262 |
1.3308 |
0.0046 |
0.3% |
1.3224 |
| Range |
0.0092 |
0.0086 |
-0.0006 |
-6.5% |
0.0351 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
248,889 |
324,546 |
75,657 |
30.4% |
1,551,110 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3544 |
1.3512 |
1.3355 |
|
| R3 |
1.3458 |
1.3426 |
1.3332 |
|
| R2 |
1.3372 |
1.3372 |
1.3324 |
|
| R1 |
1.3340 |
1.3340 |
1.3316 |
1.3356 |
| PP |
1.3286 |
1.3286 |
1.3286 |
1.3294 |
| S1 |
1.3254 |
1.3254 |
1.3300 |
1.3270 |
| S2 |
1.3200 |
1.3200 |
1.3292 |
|
| S3 |
1.3114 |
1.3168 |
1.3284 |
|
| S4 |
1.3028 |
1.3082 |
1.3261 |
|
|
| 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 |
1.3318 |
1.3054 |
0.0264 |
2.0% |
0.0114 |
0.9% |
96% |
True |
False |
320,946 |
| 10 |
1.3318 |
1.2839 |
0.0479 |
3.6% |
0.0117 |
0.9% |
98% |
True |
False |
303,164 |
| 20 |
1.3318 |
1.2798 |
0.0520 |
3.9% |
0.0112 |
0.8% |
98% |
True |
False |
292,915 |
| 40 |
1.3318 |
1.2798 |
0.0520 |
3.9% |
0.0111 |
0.8% |
98% |
True |
False |
274,154 |
| 60 |
1.3318 |
1.2751 |
0.0567 |
4.3% |
0.0110 |
0.8% |
98% |
True |
False |
275,568 |
| 80 |
1.3444 |
1.2751 |
0.0693 |
5.2% |
0.0112 |
0.8% |
80% |
False |
False |
215,020 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0110 |
0.8% |
57% |
False |
False |
172,095 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0105 |
0.8% |
57% |
False |
False |
143,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3684 |
|
2.618 |
1.3543 |
|
1.618 |
1.3457 |
|
1.000 |
1.3404 |
|
0.618 |
1.3371 |
|
HIGH |
1.3318 |
|
0.618 |
1.3285 |
|
0.500 |
1.3275 |
|
0.382 |
1.3265 |
|
LOW |
1.3232 |
|
0.618 |
1.3179 |
|
1.000 |
1.3146 |
|
1.618 |
1.3093 |
|
2.618 |
1.3007 |
|
4.250 |
1.2867 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3297 |
1.3288 |
| PP |
1.3286 |
1.3268 |
| S1 |
1.3275 |
1.3248 |
|