CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3117 |
1.3139 |
0.0022 |
0.2% |
1.3362 |
| High |
1.3155 |
1.3155 |
0.0000 |
0.0% |
1.3426 |
| Low |
1.3075 |
1.3077 |
0.0002 |
0.0% |
1.3117 |
| Close |
1.3137 |
1.3102 |
-0.0035 |
-0.3% |
1.3153 |
| Range |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0309 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
402 |
372 |
-30 |
-7.5% |
1,325 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3345 |
1.3302 |
1.3145 |
|
| R3 |
1.3267 |
1.3224 |
1.3123 |
|
| R2 |
1.3189 |
1.3189 |
1.3116 |
|
| R1 |
1.3146 |
1.3146 |
1.3109 |
1.3129 |
| PP |
1.3111 |
1.3111 |
1.3111 |
1.3103 |
| S1 |
1.3068 |
1.3068 |
1.3095 |
1.3051 |
| S2 |
1.3033 |
1.3033 |
1.3088 |
|
| S3 |
1.2955 |
1.2990 |
1.3081 |
|
| S4 |
1.2877 |
1.2912 |
1.3059 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4159 |
1.3965 |
1.3323 |
|
| R3 |
1.3850 |
1.3656 |
1.3238 |
|
| R2 |
1.3541 |
1.3541 |
1.3210 |
|
| R1 |
1.3347 |
1.3347 |
1.3181 |
1.3290 |
| PP |
1.3232 |
1.3232 |
1.3232 |
1.3203 |
| S1 |
1.3038 |
1.3038 |
1.3125 |
1.2981 |
| S2 |
1.2923 |
1.2923 |
1.3096 |
|
| S3 |
1.2614 |
1.2729 |
1.3068 |
|
| S4 |
1.2305 |
1.2420 |
1.2983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3418 |
1.3075 |
0.0343 |
2.6% |
0.0112 |
0.9% |
8% |
False |
False |
392 |
| 10 |
1.3426 |
1.3075 |
0.0351 |
2.7% |
0.0092 |
0.7% |
8% |
False |
False |
260 |
| 20 |
1.3426 |
1.2860 |
0.0566 |
4.3% |
0.0086 |
0.7% |
43% |
False |
False |
159 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0077 |
0.6% |
46% |
False |
False |
95 |
| 60 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0074 |
0.6% |
50% |
False |
False |
69 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0071 |
0.5% |
50% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3487 |
|
2.618 |
1.3359 |
|
1.618 |
1.3281 |
|
1.000 |
1.3233 |
|
0.618 |
1.3203 |
|
HIGH |
1.3155 |
|
0.618 |
1.3125 |
|
0.500 |
1.3116 |
|
0.382 |
1.3107 |
|
LOW |
1.3077 |
|
0.618 |
1.3029 |
|
1.000 |
1.2999 |
|
1.618 |
1.2951 |
|
2.618 |
1.2873 |
|
4.250 |
1.2746 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3116 |
1.3169 |
| PP |
1.3111 |
1.3147 |
| S1 |
1.3107 |
1.3124 |
|