CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3411 |
1.3298 |
-0.0113 |
-0.8% |
1.3221 |
| High |
1.3418 |
1.3298 |
-0.0120 |
-0.9% |
1.3398 |
| Low |
1.3281 |
1.3179 |
-0.0102 |
-0.8% |
1.3198 |
| Close |
1.3281 |
1.3207 |
-0.0074 |
-0.6% |
1.3354 |
| Range |
0.0137 |
0.0119 |
-0.0018 |
-13.1% |
0.0200 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.9% |
0.0000 |
| Volume |
223 |
263 |
40 |
17.9% |
737 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3585 |
1.3515 |
1.3272 |
|
| R3 |
1.3466 |
1.3396 |
1.3240 |
|
| R2 |
1.3347 |
1.3347 |
1.3229 |
|
| R1 |
1.3277 |
1.3277 |
1.3218 |
1.3253 |
| PP |
1.3228 |
1.3228 |
1.3228 |
1.3216 |
| S1 |
1.3158 |
1.3158 |
1.3196 |
1.3134 |
| S2 |
1.3109 |
1.3109 |
1.3185 |
|
| S3 |
1.2990 |
1.3039 |
1.3174 |
|
| S4 |
1.2871 |
1.2920 |
1.3142 |
|
|
| 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 |
1.3426 |
1.3179 |
0.0247 |
1.9% |
0.0088 |
0.7% |
11% |
False |
True |
147 |
| 10 |
1.3426 |
1.3179 |
0.0247 |
1.9% |
0.0083 |
0.6% |
11% |
False |
True |
154 |
| 20 |
1.3426 |
1.2839 |
0.0587 |
4.4% |
0.0081 |
0.6% |
63% |
False |
False |
88 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0073 |
0.6% |
64% |
False |
False |
59 |
| 60 |
1.3426 |
1.2775 |
0.0651 |
4.9% |
0.0073 |
0.6% |
66% |
False |
False |
45 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
4.9% |
0.0069 |
0.5% |
66% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3804 |
|
2.618 |
1.3610 |
|
1.618 |
1.3491 |
|
1.000 |
1.3417 |
|
0.618 |
1.3372 |
|
HIGH |
1.3298 |
|
0.618 |
1.3253 |
|
0.500 |
1.3239 |
|
0.382 |
1.3224 |
|
LOW |
1.3179 |
|
0.618 |
1.3105 |
|
1.000 |
1.3060 |
|
1.618 |
1.2986 |
|
2.618 |
1.2867 |
|
4.250 |
1.2673 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3239 |
1.3303 |
| PP |
1.3228 |
1.3271 |
| S1 |
1.3218 |
1.3239 |
|