CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3367 |
1.3368 |
0.0001 |
0.0% |
1.3221 |
| High |
1.3398 |
1.3368 |
-0.0030 |
-0.2% |
1.3398 |
| Low |
1.3301 |
1.3316 |
0.0015 |
0.1% |
1.3198 |
| Close |
1.3359 |
1.3354 |
-0.0005 |
0.0% |
1.3354 |
| Range |
0.0097 |
0.0052 |
-0.0045 |
-46.4% |
0.0200 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
204 |
118 |
-86 |
-42.2% |
737 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3502 |
1.3480 |
1.3383 |
|
| R3 |
1.3450 |
1.3428 |
1.3368 |
|
| R2 |
1.3398 |
1.3398 |
1.3364 |
|
| R1 |
1.3376 |
1.3376 |
1.3359 |
1.3361 |
| PP |
1.3346 |
1.3346 |
1.3346 |
1.3339 |
| S1 |
1.3324 |
1.3324 |
1.3349 |
1.3309 |
| S2 |
1.3294 |
1.3294 |
1.3344 |
|
| S3 |
1.3242 |
1.3272 |
1.3340 |
|
| S4 |
1.3190 |
1.3220 |
1.3325 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3917 |
1.3835 |
1.3464 |
|
| R3 |
1.3717 |
1.3635 |
1.3409 |
|
| R2 |
1.3517 |
1.3517 |
1.3391 |
|
| R1 |
1.3435 |
1.3435 |
1.3372 |
1.3476 |
| PP |
1.3317 |
1.3317 |
1.3317 |
1.3337 |
| S1 |
1.3235 |
1.3235 |
1.3336 |
1.3276 |
| S2 |
1.3117 |
1.3117 |
1.3317 |
|
| S3 |
1.2917 |
1.3035 |
1.3299 |
|
| S4 |
1.2717 |
1.2835 |
1.3244 |
|
|
| 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% |
78% |
False |
False |
147 |
| 10 |
1.3398 |
1.2986 |
0.0412 |
3.1% |
0.0081 |
0.6% |
89% |
False |
False |
100 |
| 20 |
1.3398 |
1.2823 |
0.0575 |
4.3% |
0.0074 |
0.6% |
92% |
False |
False |
65 |
| 40 |
1.3398 |
1.2823 |
0.0575 |
4.3% |
0.0067 |
0.5% |
92% |
False |
False |
45 |
| 60 |
1.3398 |
1.2775 |
0.0623 |
4.7% |
0.0071 |
0.5% |
93% |
False |
False |
36 |
| 80 |
1.3398 |
1.2775 |
0.0623 |
4.7% |
0.0068 |
0.5% |
93% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3589 |
|
2.618 |
1.3504 |
|
1.618 |
1.3452 |
|
1.000 |
1.3420 |
|
0.618 |
1.3400 |
|
HIGH |
1.3368 |
|
0.618 |
1.3348 |
|
0.500 |
1.3342 |
|
0.382 |
1.3336 |
|
LOW |
1.3316 |
|
0.618 |
1.3284 |
|
1.000 |
1.3264 |
|
1.618 |
1.3232 |
|
2.618 |
1.3180 |
|
4.250 |
1.3095 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3350 |
1.3351 |
| PP |
1.3346 |
1.3347 |
| S1 |
1.3342 |
1.3344 |
|