CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3378 |
1.3357 |
-0.0021 |
-0.2% |
1.3211 |
| High |
1.3380 |
1.3389 |
0.0009 |
0.1% |
1.3398 |
| Low |
1.3301 |
1.3325 |
0.0024 |
0.2% |
1.3184 |
| Close |
1.3347 |
1.3348 |
0.0001 |
0.0% |
1.3347 |
| Range |
0.0079 |
0.0064 |
-0.0015 |
-19.0% |
0.0214 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
234,874 |
173,366 |
-61,508 |
-26.2% |
586,663 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3546 |
1.3511 |
1.3383 |
|
| R3 |
1.3482 |
1.3447 |
1.3366 |
|
| R2 |
1.3418 |
1.3418 |
1.3360 |
|
| R1 |
1.3383 |
1.3383 |
1.3354 |
1.3369 |
| PP |
1.3354 |
1.3354 |
1.3354 |
1.3347 |
| S1 |
1.3319 |
1.3319 |
1.3342 |
1.3305 |
| S2 |
1.3290 |
1.3290 |
1.3336 |
|
| S3 |
1.3226 |
1.3255 |
1.3330 |
|
| S4 |
1.3162 |
1.3191 |
1.3313 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3952 |
1.3863 |
1.3465 |
|
| R3 |
1.3738 |
1.3649 |
1.3406 |
|
| R2 |
1.3524 |
1.3524 |
1.3386 |
|
| R1 |
1.3435 |
1.3435 |
1.3367 |
1.3480 |
| PP |
1.3310 |
1.3310 |
1.3310 |
1.3332 |
| S1 |
1.3221 |
1.3221 |
1.3327 |
1.3266 |
| S2 |
1.3096 |
1.3096 |
1.3308 |
|
| S3 |
1.2882 |
1.3007 |
1.3288 |
|
| S4 |
1.2668 |
1.2793 |
1.3229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3398 |
1.3240 |
0.0158 |
1.2% |
0.0087 |
0.7% |
68% |
False |
False |
146,313 |
| 10 |
1.3398 |
1.3050 |
0.0348 |
2.6% |
0.0097 |
0.7% |
86% |
False |
False |
81,907 |
| 20 |
1.3398 |
1.2831 |
0.0567 |
4.2% |
0.0107 |
0.8% |
91% |
False |
False |
42,644 |
| 40 |
1.3398 |
1.2810 |
0.0588 |
4.4% |
0.0100 |
0.8% |
91% |
False |
False |
21,555 |
| 60 |
1.3398 |
1.2770 |
0.0628 |
4.7% |
0.0100 |
0.7% |
92% |
False |
False |
14,451 |
| 80 |
1.3398 |
1.2770 |
0.0628 |
4.7% |
0.0097 |
0.7% |
92% |
False |
False |
10,856 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0088 |
0.7% |
62% |
False |
False |
8,687 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0076 |
0.6% |
62% |
False |
False |
7,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3661 |
|
2.618 |
1.3557 |
|
1.618 |
1.3493 |
|
1.000 |
1.3453 |
|
0.618 |
1.3429 |
|
HIGH |
1.3389 |
|
0.618 |
1.3365 |
|
0.500 |
1.3357 |
|
0.382 |
1.3349 |
|
LOW |
1.3325 |
|
0.618 |
1.3285 |
|
1.000 |
1.3261 |
|
1.618 |
1.3221 |
|
2.618 |
1.3157 |
|
4.250 |
1.3053 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3357 |
1.3346 |
| PP |
1.3354 |
1.3344 |
| S1 |
1.3351 |
1.3342 |
|