CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3317 |
1.3367 |
0.0050 |
0.4% |
1.3041 |
| High |
1.3366 |
1.3398 |
0.0032 |
0.2% |
1.3320 |
| Low |
1.3290 |
1.3301 |
0.0011 |
0.1% |
1.2986 |
| Close |
1.3343 |
1.3359 |
0.0016 |
0.1% |
1.3238 |
| Range |
0.0076 |
0.0097 |
0.0021 |
27.6% |
0.0334 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.1% |
0.0000 |
| Volume |
185 |
204 |
19 |
10.3% |
268 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3644 |
1.3598 |
1.3412 |
|
| R3 |
1.3547 |
1.3501 |
1.3386 |
|
| R2 |
1.3450 |
1.3450 |
1.3377 |
|
| R1 |
1.3404 |
1.3404 |
1.3368 |
1.3379 |
| PP |
1.3353 |
1.3353 |
1.3353 |
1.3340 |
| S1 |
1.3307 |
1.3307 |
1.3350 |
1.3282 |
| S2 |
1.3256 |
1.3256 |
1.3341 |
|
| S3 |
1.3159 |
1.3210 |
1.3332 |
|
| S4 |
1.3062 |
1.3113 |
1.3306 |
|
|
| 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 |
1.3398 |
1.3198 |
0.0200 |
1.5% |
0.0078 |
0.6% |
81% |
True |
False |
160 |
| 10 |
1.3398 |
1.2978 |
0.0420 |
3.1% |
0.0077 |
0.6% |
91% |
True |
False |
91 |
| 20 |
1.3398 |
1.2823 |
0.0575 |
4.3% |
0.0074 |
0.6% |
93% |
True |
False |
60 |
| 40 |
1.3398 |
1.2823 |
0.0575 |
4.3% |
0.0067 |
0.5% |
93% |
True |
False |
42 |
| 60 |
1.3398 |
1.2775 |
0.0623 |
4.7% |
0.0072 |
0.5% |
94% |
True |
False |
34 |
| 80 |
1.3443 |
1.2775 |
0.0668 |
5.0% |
0.0069 |
0.5% |
87% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3810 |
|
2.618 |
1.3652 |
|
1.618 |
1.3555 |
|
1.000 |
1.3495 |
|
0.618 |
1.3458 |
|
HIGH |
1.3398 |
|
0.618 |
1.3361 |
|
0.500 |
1.3350 |
|
0.382 |
1.3338 |
|
LOW |
1.3301 |
|
0.618 |
1.3241 |
|
1.000 |
1.3204 |
|
1.618 |
1.3144 |
|
2.618 |
1.3047 |
|
4.250 |
1.2889 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3356 |
1.3347 |
| PP |
1.3353 |
1.3336 |
| S1 |
1.3350 |
1.3324 |
|