CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3257 |
1.3313 |
0.0056 |
0.4% |
1.2991 |
| High |
1.3318 |
1.3361 |
0.0043 |
0.3% |
1.3307 |
| Low |
1.3232 |
1.3265 |
0.0033 |
0.2% |
1.2956 |
| Close |
1.3308 |
1.3330 |
0.0022 |
0.2% |
1.3224 |
| Range |
0.0086 |
0.0096 |
0.0010 |
11.6% |
0.0351 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
324,546 |
287,078 |
-37,468 |
-11.5% |
1,551,110 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3607 |
1.3564 |
1.3383 |
|
| R3 |
1.3511 |
1.3468 |
1.3356 |
|
| R2 |
1.3415 |
1.3415 |
1.3348 |
|
| R1 |
1.3372 |
1.3372 |
1.3339 |
1.3394 |
| PP |
1.3319 |
1.3319 |
1.3319 |
1.3329 |
| S1 |
1.3276 |
1.3276 |
1.3321 |
1.3298 |
| S2 |
1.3223 |
1.3223 |
1.3312 |
|
| S3 |
1.3127 |
1.3180 |
1.3304 |
|
| S4 |
1.3031 |
1.3084 |
1.3277 |
|
|
| 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 |
1.3361 |
1.3075 |
0.0286 |
2.1% |
0.0120 |
0.9% |
89% |
True |
False |
328,279 |
| 10 |
1.3361 |
1.2935 |
0.0426 |
3.2% |
0.0112 |
0.8% |
93% |
True |
False |
301,095 |
| 20 |
1.3361 |
1.2798 |
0.0563 |
4.2% |
0.0111 |
0.8% |
94% |
True |
False |
293,076 |
| 40 |
1.3361 |
1.2798 |
0.0563 |
4.2% |
0.0109 |
0.8% |
94% |
True |
False |
273,392 |
| 60 |
1.3361 |
1.2751 |
0.0610 |
4.6% |
0.0110 |
0.8% |
95% |
True |
False |
274,525 |
| 80 |
1.3444 |
1.2751 |
0.0693 |
5.2% |
0.0112 |
0.8% |
84% |
False |
False |
218,602 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0110 |
0.8% |
59% |
False |
False |
174,964 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0106 |
0.8% |
59% |
False |
False |
145,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3769 |
|
2.618 |
1.3612 |
|
1.618 |
1.3516 |
|
1.000 |
1.3457 |
|
0.618 |
1.3420 |
|
HIGH |
1.3361 |
|
0.618 |
1.3324 |
|
0.500 |
1.3313 |
|
0.382 |
1.3302 |
|
LOW |
1.3265 |
|
0.618 |
1.3206 |
|
1.000 |
1.3169 |
|
1.618 |
1.3110 |
|
2.618 |
1.3014 |
|
4.250 |
1.2857 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3324 |
1.3310 |
| PP |
1.3319 |
1.3290 |
| S1 |
1.3313 |
1.3270 |
|