CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3128 |
1.3253 |
0.0125 |
1.0% |
1.3041 |
| High |
1.3320 |
1.3275 |
-0.0045 |
-0.3% |
1.3320 |
| Low |
1.3122 |
1.3222 |
0.0100 |
0.8% |
1.2986 |
| Close |
1.3261 |
1.3238 |
-0.0023 |
-0.2% |
1.3238 |
| Range |
0.0198 |
0.0053 |
-0.0145 |
-73.2% |
0.0334 |
| ATR |
0.0088 |
0.0085 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
31 |
183 |
152 |
490.3% |
268 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3404 |
1.3374 |
1.3267 |
|
| R3 |
1.3351 |
1.3321 |
1.3253 |
|
| R2 |
1.3298 |
1.3298 |
1.3248 |
|
| R1 |
1.3268 |
1.3268 |
1.3243 |
1.3257 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3239 |
| S1 |
1.3215 |
1.3215 |
1.3233 |
1.3204 |
| S2 |
1.3192 |
1.3192 |
1.3228 |
|
| S3 |
1.3139 |
1.3162 |
1.3223 |
|
| S4 |
1.3086 |
1.3109 |
1.3209 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4183 |
1.4045 |
1.3422 |
|
| R3 |
1.3849 |
1.3711 |
1.3330 |
|
| R2 |
1.3515 |
1.3515 |
1.3299 |
|
| R1 |
1.3377 |
1.3377 |
1.3269 |
1.3446 |
| PP |
1.3181 |
1.3181 |
1.3181 |
1.3216 |
| S1 |
1.3043 |
1.3043 |
1.3207 |
1.3112 |
| S2 |
1.2847 |
1.2847 |
1.3177 |
|
| S3 |
1.2513 |
1.2709 |
1.3146 |
|
| S4 |
1.2179 |
1.2375 |
1.3054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3320 |
1.2986 |
0.0334 |
2.5% |
0.0083 |
0.6% |
75% |
False |
False |
53 |
| 10 |
1.3320 |
1.2860 |
0.0460 |
3.5% |
0.0073 |
0.6% |
82% |
False |
False |
40 |
| 20 |
1.3320 |
1.2823 |
0.0497 |
3.8% |
0.0071 |
0.5% |
84% |
False |
False |
40 |
| 40 |
1.3320 |
1.2823 |
0.0497 |
3.8% |
0.0070 |
0.5% |
84% |
False |
False |
30 |
| 60 |
1.3320 |
1.2775 |
0.0545 |
4.1% |
0.0069 |
0.5% |
85% |
False |
False |
25 |
| 80 |
1.3472 |
1.2775 |
0.0697 |
5.3% |
0.0066 |
0.5% |
66% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3500 |
|
2.618 |
1.3414 |
|
1.618 |
1.3361 |
|
1.000 |
1.3328 |
|
0.618 |
1.3308 |
|
HIGH |
1.3275 |
|
0.618 |
1.3255 |
|
0.500 |
1.3249 |
|
0.382 |
1.3242 |
|
LOW |
1.3222 |
|
0.618 |
1.3189 |
|
1.000 |
1.3169 |
|
1.618 |
1.3136 |
|
2.618 |
1.3083 |
|
4.250 |
1.2997 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3249 |
1.3229 |
| PP |
1.3245 |
1.3220 |
| S1 |
1.3242 |
1.3211 |
|