CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2991 |
1.3073 |
0.0082 |
0.6% |
1.2938 |
| High |
1.3109 |
1.3103 |
-0.0006 |
0.0% |
1.3063 |
| Low |
1.2956 |
1.3043 |
0.0087 |
0.7% |
1.2839 |
| Close |
1.3073 |
1.3082 |
0.0009 |
0.1% |
1.2983 |
| Range |
0.0153 |
0.0060 |
-0.0093 |
-60.8% |
0.0224 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
294,332 |
225,479 |
-68,853 |
-23.4% |
1,215,805 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3256 |
1.3229 |
1.3115 |
|
| R3 |
1.3196 |
1.3169 |
1.3099 |
|
| R2 |
1.3136 |
1.3136 |
1.3093 |
|
| R1 |
1.3109 |
1.3109 |
1.3088 |
1.3123 |
| PP |
1.3076 |
1.3076 |
1.3076 |
1.3083 |
| S1 |
1.3049 |
1.3049 |
1.3077 |
1.3063 |
| S2 |
1.3016 |
1.3016 |
1.3071 |
|
| S3 |
1.2956 |
1.2989 |
1.3066 |
|
| S4 |
1.2896 |
1.2929 |
1.3049 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3634 |
1.3532 |
1.3106 |
|
| R3 |
1.3410 |
1.3308 |
1.3045 |
|
| R2 |
1.3186 |
1.3186 |
1.3024 |
|
| R1 |
1.3084 |
1.3084 |
1.3004 |
1.3135 |
| PP |
1.2962 |
1.2962 |
1.2962 |
1.2987 |
| S1 |
1.2860 |
1.2860 |
1.2962 |
1.2911 |
| S2 |
1.2738 |
1.2738 |
1.2942 |
|
| S3 |
1.2514 |
1.2636 |
1.2921 |
|
| S4 |
1.2290 |
1.2412 |
1.2860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3109 |
1.2839 |
0.0270 |
2.1% |
0.0119 |
0.9% |
90% |
False |
False |
285,382 |
| 10 |
1.3109 |
1.2823 |
0.0286 |
2.2% |
0.0118 |
0.9% |
91% |
False |
False |
295,606 |
| 20 |
1.3198 |
1.2798 |
0.0400 |
3.1% |
0.0110 |
0.8% |
71% |
False |
False |
273,478 |
| 40 |
1.3248 |
1.2798 |
0.0450 |
3.4% |
0.0108 |
0.8% |
63% |
False |
False |
263,800 |
| 60 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0110 |
0.8% |
67% |
False |
False |
258,543 |
| 80 |
1.3530 |
1.2751 |
0.0779 |
6.0% |
0.0110 |
0.8% |
42% |
False |
False |
194,986 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0110 |
0.8% |
34% |
False |
False |
156,062 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0103 |
0.8% |
34% |
False |
False |
130,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3358 |
|
2.618 |
1.3260 |
|
1.618 |
1.3200 |
|
1.000 |
1.3163 |
|
0.618 |
1.3140 |
|
HIGH |
1.3103 |
|
0.618 |
1.3080 |
|
0.500 |
1.3073 |
|
0.382 |
1.3066 |
|
LOW |
1.3043 |
|
0.618 |
1.3006 |
|
1.000 |
1.2983 |
|
1.618 |
1.2946 |
|
2.618 |
1.2886 |
|
4.250 |
1.2788 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3079 |
1.3064 |
| PP |
1.3076 |
1.3045 |
| S1 |
1.3073 |
1.3027 |
|