CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3221 |
1.3274 |
0.0053 |
0.4% |
1.3041 |
| High |
1.3280 |
1.3334 |
0.0054 |
0.4% |
1.3320 |
| Low |
1.3198 |
1.3250 |
0.0052 |
0.4% |
1.2986 |
| Close |
1.3275 |
1.3321 |
0.0046 |
0.3% |
1.3238 |
| Range |
0.0082 |
0.0084 |
0.0002 |
2.4% |
0.0334 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
133 |
97 |
-36 |
-27.1% |
268 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3554 |
1.3521 |
1.3367 |
|
| R3 |
1.3470 |
1.3437 |
1.3344 |
|
| R2 |
1.3386 |
1.3386 |
1.3336 |
|
| R1 |
1.3353 |
1.3353 |
1.3329 |
1.3370 |
| PP |
1.3302 |
1.3302 |
1.3302 |
1.3310 |
| S1 |
1.3269 |
1.3269 |
1.3313 |
1.3286 |
| S2 |
1.3218 |
1.3218 |
1.3306 |
|
| S3 |
1.3134 |
1.3185 |
1.3298 |
|
| S4 |
1.3050 |
1.3101 |
1.3275 |
|
|
| 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 |
1.3334 |
1.3102 |
0.0232 |
1.7% |
0.0086 |
0.6% |
94% |
True |
False |
89 |
| 10 |
1.3334 |
1.2860 |
0.0474 |
3.6% |
0.0080 |
0.6% |
97% |
True |
False |
59 |
| 20 |
1.3334 |
1.2823 |
0.0511 |
3.8% |
0.0073 |
0.6% |
97% |
True |
False |
46 |
| 40 |
1.3334 |
1.2823 |
0.0511 |
3.8% |
0.0071 |
0.5% |
97% |
True |
False |
35 |
| 60 |
1.3334 |
1.2775 |
0.0559 |
4.2% |
0.0071 |
0.5% |
98% |
True |
False |
28 |
| 80 |
1.3443 |
1.2775 |
0.0668 |
5.0% |
0.0068 |
0.5% |
82% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3691 |
|
2.618 |
1.3554 |
|
1.618 |
1.3470 |
|
1.000 |
1.3418 |
|
0.618 |
1.3386 |
|
HIGH |
1.3334 |
|
0.618 |
1.3302 |
|
0.500 |
1.3292 |
|
0.382 |
1.3282 |
|
LOW |
1.3250 |
|
0.618 |
1.3198 |
|
1.000 |
1.3166 |
|
1.618 |
1.3114 |
|
2.618 |
1.3030 |
|
4.250 |
1.2893 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3311 |
1.3303 |
| PP |
1.3302 |
1.3284 |
| S1 |
1.3292 |
1.3266 |
|