CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3073 |
1.3084 |
0.0011 |
0.1% |
1.2938 |
| High |
1.3103 |
1.3118 |
0.0015 |
0.1% |
1.3063 |
| Low |
1.3043 |
1.3054 |
0.0011 |
0.1% |
1.2839 |
| Close |
1.3082 |
1.3087 |
0.0005 |
0.0% |
1.2983 |
| Range |
0.0060 |
0.0064 |
0.0004 |
6.7% |
0.0224 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
225,479 |
250,417 |
24,938 |
11.1% |
1,215,805 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3278 |
1.3247 |
1.3122 |
|
| R3 |
1.3214 |
1.3183 |
1.3105 |
|
| R2 |
1.3150 |
1.3150 |
1.3099 |
|
| R1 |
1.3119 |
1.3119 |
1.3093 |
1.3135 |
| PP |
1.3086 |
1.3086 |
1.3086 |
1.3094 |
| S1 |
1.3055 |
1.3055 |
1.3081 |
1.3071 |
| S2 |
1.3022 |
1.3022 |
1.3075 |
|
| S3 |
1.2958 |
1.2991 |
1.3069 |
|
| S4 |
1.2894 |
1.2927 |
1.3052 |
|
|
| 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 |
1.3118 |
1.2935 |
0.0183 |
1.4% |
0.0104 |
0.8% |
83% |
True |
False |
273,911 |
| 10 |
1.3118 |
1.2823 |
0.0295 |
2.3% |
0.0115 |
0.9% |
89% |
True |
False |
294,785 |
| 20 |
1.3198 |
1.2798 |
0.0400 |
3.1% |
0.0110 |
0.8% |
72% |
False |
False |
276,848 |
| 40 |
1.3248 |
1.2798 |
0.0450 |
3.4% |
0.0107 |
0.8% |
64% |
False |
False |
263,928 |
| 60 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0110 |
0.8% |
68% |
False |
False |
262,128 |
| 80 |
1.3530 |
1.2751 |
0.0779 |
6.0% |
0.0110 |
0.8% |
43% |
False |
False |
198,110 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0108 |
0.8% |
34% |
False |
False |
158,565 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0103 |
0.8% |
34% |
False |
False |
132,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3390 |
|
2.618 |
1.3286 |
|
1.618 |
1.3222 |
|
1.000 |
1.3182 |
|
0.618 |
1.3158 |
|
HIGH |
1.3118 |
|
0.618 |
1.3094 |
|
0.500 |
1.3086 |
|
0.382 |
1.3078 |
|
LOW |
1.3054 |
|
0.618 |
1.3014 |
|
1.000 |
1.2990 |
|
1.618 |
1.2950 |
|
2.618 |
1.2886 |
|
4.250 |
1.2782 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3087 |
1.3070 |
| PP |
1.3086 |
1.3054 |
| S1 |
1.3086 |
1.3037 |
|