CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3376 |
1.3411 |
0.0035 |
0.3% |
1.3221 |
| High |
1.3426 |
1.3418 |
-0.0008 |
-0.1% |
1.3398 |
| Low |
1.3337 |
1.3281 |
-0.0056 |
-0.4% |
1.3198 |
| Close |
1.3417 |
1.3281 |
-0.0136 |
-1.0% |
1.3354 |
| Range |
0.0089 |
0.0137 |
0.0048 |
53.9% |
0.0200 |
| ATR |
0.0081 |
0.0085 |
0.0004 |
5.0% |
0.0000 |
| Volume |
27 |
223 |
196 |
725.9% |
737 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3738 |
1.3646 |
1.3356 |
|
| R3 |
1.3601 |
1.3509 |
1.3319 |
|
| R2 |
1.3464 |
1.3464 |
1.3306 |
|
| R1 |
1.3372 |
1.3372 |
1.3294 |
1.3350 |
| PP |
1.3327 |
1.3327 |
1.3327 |
1.3315 |
| S1 |
1.3235 |
1.3235 |
1.3268 |
1.3213 |
| S2 |
1.3190 |
1.3190 |
1.3256 |
|
| S3 |
1.3053 |
1.3098 |
1.3243 |
|
| S4 |
1.2916 |
1.2961 |
1.3206 |
|
|
| 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 |
1.3281 |
0.0145 |
1.1% |
0.0084 |
0.6% |
0% |
False |
True |
136 |
| 10 |
1.3426 |
1.3122 |
0.0304 |
2.3% |
0.0091 |
0.7% |
52% |
False |
False |
130 |
| 20 |
1.3426 |
1.2839 |
0.0587 |
4.4% |
0.0083 |
0.6% |
75% |
False |
False |
76 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.5% |
0.0070 |
0.5% |
76% |
False |
False |
53 |
| 60 |
1.3426 |
1.2775 |
0.0651 |
4.9% |
0.0071 |
0.5% |
78% |
False |
False |
41 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
4.9% |
0.0068 |
0.5% |
78% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4000 |
|
2.618 |
1.3777 |
|
1.618 |
1.3640 |
|
1.000 |
1.3555 |
|
0.618 |
1.3503 |
|
HIGH |
1.3418 |
|
0.618 |
1.3366 |
|
0.500 |
1.3350 |
|
0.382 |
1.3333 |
|
LOW |
1.3281 |
|
0.618 |
1.3196 |
|
1.000 |
1.3144 |
|
1.618 |
1.3059 |
|
2.618 |
1.2922 |
|
4.250 |
1.2699 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3350 |
1.3354 |
| PP |
1.3327 |
1.3329 |
| S1 |
1.3304 |
1.3305 |
|