CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3370 |
1.3400 |
0.0030 |
0.2% |
1.3211 |
| High |
1.3423 |
1.3424 |
0.0001 |
0.0% |
1.3398 |
| Low |
1.3332 |
1.3269 |
-0.0063 |
-0.5% |
1.3184 |
| Close |
1.3411 |
1.3275 |
-0.0136 |
-1.0% |
1.3347 |
| Range |
0.0091 |
0.0155 |
0.0064 |
70.3% |
0.0214 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
3.8% |
0.0000 |
| Volume |
242,700 |
224,135 |
-18,565 |
-7.6% |
586,663 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3788 |
1.3686 |
1.3360 |
|
| R3 |
1.3633 |
1.3531 |
1.3318 |
|
| R2 |
1.3478 |
1.3478 |
1.3303 |
|
| R1 |
1.3376 |
1.3376 |
1.3289 |
1.3350 |
| PP |
1.3323 |
1.3323 |
1.3323 |
1.3309 |
| S1 |
1.3221 |
1.3221 |
1.3261 |
1.3195 |
| S2 |
1.3168 |
1.3168 |
1.3247 |
|
| S3 |
1.3013 |
1.3066 |
1.3232 |
|
| S4 |
1.2858 |
1.2911 |
1.3190 |
|
|
| 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 |
1.3424 |
1.3269 |
0.0155 |
1.2% |
0.0100 |
0.8% |
4% |
True |
True |
204,675 |
| 10 |
1.3424 |
1.3083 |
0.0341 |
2.6% |
0.0110 |
0.8% |
56% |
True |
False |
127,417 |
| 20 |
1.3424 |
1.2833 |
0.0591 |
4.5% |
0.0111 |
0.8% |
75% |
True |
False |
65,881 |
| 40 |
1.3424 |
1.2810 |
0.0614 |
4.6% |
0.0102 |
0.8% |
76% |
True |
False |
33,220 |
| 60 |
1.3424 |
1.2770 |
0.0654 |
4.9% |
0.0099 |
0.7% |
77% |
True |
False |
22,226 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
4.9% |
0.0097 |
0.7% |
77% |
True |
False |
16,690 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0089 |
0.7% |
54% |
False |
False |
13,355 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0078 |
0.6% |
54% |
False |
False |
11,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4083 |
|
2.618 |
1.3830 |
|
1.618 |
1.3675 |
|
1.000 |
1.3579 |
|
0.618 |
1.3520 |
|
HIGH |
1.3424 |
|
0.618 |
1.3365 |
|
0.500 |
1.3347 |
|
0.382 |
1.3328 |
|
LOW |
1.3269 |
|
0.618 |
1.3173 |
|
1.000 |
1.3114 |
|
1.618 |
1.3018 |
|
2.618 |
1.2863 |
|
4.250 |
1.2610 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3347 |
1.3347 |
| PP |
1.3323 |
1.3323 |
| S1 |
1.3299 |
1.3299 |
|