CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2999 |
1.3041 |
0.0042 |
0.3% |
1.2880 |
| High |
1.2999 |
1.3115 |
0.0116 |
0.9% |
1.3072 |
| Low |
1.2978 |
1.2986 |
0.0008 |
0.1% |
1.2860 |
| Close |
1.2999 |
1.3089 |
0.0090 |
0.7% |
1.2999 |
| Range |
0.0021 |
0.0129 |
0.0108 |
514.3% |
0.0212 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.8% |
0.0000 |
| Volume |
29 |
31 |
2 |
6.9% |
117 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3450 |
1.3399 |
1.3160 |
|
| R3 |
1.3321 |
1.3270 |
1.3124 |
|
| R2 |
1.3192 |
1.3192 |
1.3113 |
|
| R1 |
1.3141 |
1.3141 |
1.3101 |
1.3167 |
| PP |
1.3063 |
1.3063 |
1.3063 |
1.3076 |
| S1 |
1.3012 |
1.3012 |
1.3077 |
1.3038 |
| S2 |
1.2934 |
1.2934 |
1.3065 |
|
| S3 |
1.2805 |
1.2883 |
1.3054 |
|
| S4 |
1.2676 |
1.2754 |
1.3018 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3613 |
1.3518 |
1.3116 |
|
| R3 |
1.3401 |
1.3306 |
1.3057 |
|
| R2 |
1.3189 |
1.3189 |
1.3038 |
|
| R1 |
1.3094 |
1.3094 |
1.3018 |
1.3142 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.3001 |
| S1 |
1.2882 |
1.2882 |
1.2980 |
1.2930 |
| S2 |
1.2765 |
1.2765 |
1.2960 |
|
| S3 |
1.2553 |
1.2670 |
1.2941 |
|
| S4 |
1.2341 |
1.2458 |
1.2882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3115 |
1.2860 |
0.0255 |
1.9% |
0.0076 |
0.6% |
90% |
True |
False |
29 |
| 10 |
1.3115 |
1.2839 |
0.0276 |
2.1% |
0.0078 |
0.6% |
91% |
True |
False |
25 |
| 20 |
1.3206 |
1.2823 |
0.0383 |
2.9% |
0.0066 |
0.5% |
69% |
False |
False |
30 |
| 40 |
1.3250 |
1.2823 |
0.0427 |
3.3% |
0.0068 |
0.5% |
62% |
False |
False |
25 |
| 60 |
1.3250 |
1.2775 |
0.0475 |
3.6% |
0.0069 |
0.5% |
66% |
False |
False |
22 |
| 80 |
1.3595 |
1.2775 |
0.0820 |
6.3% |
0.0065 |
0.5% |
38% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3663 |
|
2.618 |
1.3453 |
|
1.618 |
1.3324 |
|
1.000 |
1.3244 |
|
0.618 |
1.3195 |
|
HIGH |
1.3115 |
|
0.618 |
1.3066 |
|
0.500 |
1.3051 |
|
0.382 |
1.3035 |
|
LOW |
1.2986 |
|
0.618 |
1.2906 |
|
1.000 |
1.2857 |
|
1.618 |
1.2777 |
|
2.618 |
1.2648 |
|
4.250 |
1.2438 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3076 |
1.3075 |
| PP |
1.3063 |
1.3061 |
| S1 |
1.3051 |
1.3047 |
|