CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3089 |
1.3022 |
-0.0067 |
-0.5% |
1.3362 |
| High |
1.3089 |
1.3067 |
-0.0022 |
-0.2% |
1.3426 |
| Low |
1.2998 |
1.3014 |
0.0016 |
0.1% |
1.3117 |
| Close |
1.3014 |
1.3058 |
0.0044 |
0.3% |
1.3153 |
| Range |
0.0091 |
0.0053 |
-0.0038 |
-41.8% |
0.0309 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
218 |
334 |
116 |
53.2% |
1,325 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3205 |
1.3185 |
1.3087 |
|
| R3 |
1.3152 |
1.3132 |
1.3073 |
|
| R2 |
1.3099 |
1.3099 |
1.3068 |
|
| R1 |
1.3079 |
1.3079 |
1.3063 |
1.3089 |
| PP |
1.3046 |
1.3046 |
1.3046 |
1.3052 |
| S1 |
1.3026 |
1.3026 |
1.3053 |
1.3036 |
| S2 |
1.2993 |
1.2993 |
1.3048 |
|
| S3 |
1.2940 |
1.2973 |
1.3043 |
|
| S4 |
1.2887 |
1.2920 |
1.3029 |
|
|
| 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 |
1.3263 |
1.2998 |
0.0265 |
2.0% |
0.0090 |
0.7% |
23% |
False |
False |
406 |
| 10 |
1.3426 |
1.2998 |
0.0428 |
3.3% |
0.0089 |
0.7% |
14% |
False |
False |
276 |
| 20 |
1.3426 |
1.2978 |
0.0448 |
3.4% |
0.0083 |
0.6% |
18% |
False |
False |
184 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0077 |
0.6% |
39% |
False |
False |
108 |
| 60 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0076 |
0.6% |
43% |
False |
False |
78 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0072 |
0.6% |
43% |
False |
False |
62 |
| 100 |
1.3605 |
1.2775 |
0.0830 |
6.4% |
0.0068 |
0.5% |
34% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3292 |
|
2.618 |
1.3206 |
|
1.618 |
1.3153 |
|
1.000 |
1.3120 |
|
0.618 |
1.3100 |
|
HIGH |
1.3067 |
|
0.618 |
1.3047 |
|
0.500 |
1.3041 |
|
0.382 |
1.3034 |
|
LOW |
1.3014 |
|
0.618 |
1.2981 |
|
1.000 |
1.2961 |
|
1.618 |
1.2928 |
|
2.618 |
1.2875 |
|
4.250 |
1.2789 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3052 |
1.3077 |
| PP |
1.3046 |
1.3070 |
| S1 |
1.3041 |
1.3064 |
|