CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3139 |
1.3089 |
-0.0050 |
-0.4% |
1.3362 |
| High |
1.3155 |
1.3089 |
-0.0066 |
-0.5% |
1.3426 |
| Low |
1.3077 |
1.2998 |
-0.0079 |
-0.6% |
1.3117 |
| Close |
1.3102 |
1.3014 |
-0.0088 |
-0.7% |
1.3153 |
| Range |
0.0078 |
0.0091 |
0.0013 |
16.7% |
0.0309 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.1% |
0.0000 |
| Volume |
372 |
218 |
-154 |
-41.4% |
1,325 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3307 |
1.3251 |
1.3064 |
|
| R3 |
1.3216 |
1.3160 |
1.3039 |
|
| R2 |
1.3125 |
1.3125 |
1.3031 |
|
| R1 |
1.3069 |
1.3069 |
1.3022 |
1.3052 |
| PP |
1.3034 |
1.3034 |
1.3034 |
1.3025 |
| S1 |
1.2978 |
1.2978 |
1.3006 |
1.2961 |
| S2 |
1.2943 |
1.2943 |
1.2997 |
|
| S3 |
1.2852 |
1.2887 |
1.2989 |
|
| S4 |
1.2761 |
1.2796 |
1.2964 |
|
|
| 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 |
1.3298 |
1.2998 |
0.0300 |
2.3% |
0.0103 |
0.8% |
5% |
False |
True |
391 |
| 10 |
1.3426 |
1.2998 |
0.0428 |
3.3% |
0.0093 |
0.7% |
4% |
False |
True |
263 |
| 20 |
1.3426 |
1.2978 |
0.0448 |
3.4% |
0.0085 |
0.7% |
8% |
False |
False |
169 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0077 |
0.6% |
32% |
False |
False |
100 |
| 60 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0076 |
0.6% |
37% |
False |
False |
72 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0072 |
0.6% |
37% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3476 |
|
2.618 |
1.3327 |
|
1.618 |
1.3236 |
|
1.000 |
1.3180 |
|
0.618 |
1.3145 |
|
HIGH |
1.3089 |
|
0.618 |
1.3054 |
|
0.500 |
1.3044 |
|
0.382 |
1.3033 |
|
LOW |
1.2998 |
|
0.618 |
1.2942 |
|
1.000 |
1.2907 |
|
1.618 |
1.2851 |
|
2.618 |
1.2760 |
|
4.250 |
1.2611 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3044 |
1.3077 |
| PP |
1.3034 |
1.3056 |
| S1 |
1.3024 |
1.3035 |
|