CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3113 |
1.3128 |
0.0015 |
0.1% |
1.3357 |
| High |
1.3150 |
1.3156 |
0.0006 |
0.0% |
1.3424 |
| Low |
1.3065 |
1.3070 |
0.0005 |
0.0% |
1.3104 |
| Close |
1.3130 |
1.3096 |
-0.0034 |
-0.3% |
1.3146 |
| Range |
0.0085 |
0.0086 |
0.0001 |
1.2% |
0.0320 |
| ATR |
0.0109 |
0.0108 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
278,469 |
246,203 |
-32,266 |
-11.6% |
1,273,716 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3365 |
1.3317 |
1.3143 |
|
| R3 |
1.3279 |
1.3231 |
1.3120 |
|
| R2 |
1.3193 |
1.3193 |
1.3112 |
|
| R1 |
1.3145 |
1.3145 |
1.3104 |
1.3126 |
| PP |
1.3107 |
1.3107 |
1.3107 |
1.3098 |
| S1 |
1.3059 |
1.3059 |
1.3088 |
1.3040 |
| S2 |
1.3021 |
1.3021 |
1.3080 |
|
| S3 |
1.2935 |
1.2973 |
1.3072 |
|
| S4 |
1.2849 |
1.2887 |
1.3049 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4185 |
1.3985 |
1.3322 |
|
| R3 |
1.3865 |
1.3665 |
1.3234 |
|
| R2 |
1.3545 |
1.3545 |
1.3205 |
|
| R1 |
1.3345 |
1.3345 |
1.3175 |
1.3285 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3195 |
| S1 |
1.3025 |
1.3025 |
1.3117 |
1.2965 |
| S2 |
1.2905 |
1.2905 |
1.3087 |
|
| S3 |
1.2585 |
1.2705 |
1.3058 |
|
| S4 |
1.2265 |
1.2385 |
1.2970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3424 |
1.3065 |
0.0359 |
2.7% |
0.0125 |
1.0% |
9% |
False |
False |
276,464 |
| 10 |
1.3424 |
1.3065 |
0.0359 |
2.7% |
0.0107 |
0.8% |
9% |
False |
False |
229,761 |
| 20 |
1.3424 |
1.2848 |
0.0576 |
4.4% |
0.0111 |
0.8% |
43% |
False |
False |
123,557 |
| 40 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0107 |
0.8% |
47% |
False |
False |
62,156 |
| 60 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0102 |
0.8% |
50% |
False |
False |
41,519 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0099 |
0.8% |
50% |
False |
False |
31,167 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0093 |
0.7% |
35% |
False |
False |
24,936 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0082 |
0.6% |
35% |
False |
False |
20,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3522 |
|
2.618 |
1.3381 |
|
1.618 |
1.3295 |
|
1.000 |
1.3242 |
|
0.618 |
1.3209 |
|
HIGH |
1.3156 |
|
0.618 |
1.3123 |
|
0.500 |
1.3113 |
|
0.382 |
1.3103 |
|
LOW |
1.3070 |
|
0.618 |
1.3017 |
|
1.000 |
1.2984 |
|
1.618 |
1.2931 |
|
2.618 |
1.2845 |
|
4.250 |
1.2705 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3113 |
1.3163 |
| PP |
1.3107 |
1.3140 |
| S1 |
1.3102 |
1.3118 |
|