CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3084 |
1.3092 |
0.0008 |
0.1% |
1.2938 |
| High |
1.3118 |
1.3307 |
0.0189 |
1.4% |
1.3063 |
| Low |
1.3054 |
1.3075 |
0.0021 |
0.2% |
1.2839 |
| Close |
1.3087 |
1.3247 |
0.0160 |
1.2% |
1.2983 |
| Range |
0.0064 |
0.0232 |
0.0168 |
262.5% |
0.0224 |
| ATR |
0.0108 |
0.0117 |
0.0009 |
8.2% |
0.0000 |
| Volume |
250,417 |
472,383 |
221,966 |
88.6% |
1,215,805 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3906 |
1.3808 |
1.3375 |
|
| R3 |
1.3674 |
1.3576 |
1.3311 |
|
| R2 |
1.3442 |
1.3442 |
1.3290 |
|
| R1 |
1.3344 |
1.3344 |
1.3268 |
1.3393 |
| PP |
1.3210 |
1.3210 |
1.3210 |
1.3234 |
| S1 |
1.3112 |
1.3112 |
1.3226 |
1.3161 |
| S2 |
1.2978 |
1.2978 |
1.3204 |
|
| S3 |
1.2746 |
1.2880 |
1.3183 |
|
| S4 |
1.2514 |
1.2648 |
1.3119 |
|
|
| 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 |
1.3307 |
1.2945 |
0.0362 |
2.7% |
0.0125 |
0.9% |
83% |
True |
False |
306,573 |
| 10 |
1.3307 |
1.2823 |
0.0484 |
3.7% |
0.0122 |
0.9% |
88% |
True |
False |
302,251 |
| 20 |
1.3307 |
1.2798 |
0.0509 |
3.8% |
0.0116 |
0.9% |
88% |
True |
False |
288,687 |
| 40 |
1.3307 |
1.2798 |
0.0509 |
3.8% |
0.0111 |
0.8% |
88% |
True |
False |
270,389 |
| 60 |
1.3307 |
1.2751 |
0.0556 |
4.2% |
0.0112 |
0.8% |
89% |
True |
False |
269,124 |
| 80 |
1.3530 |
1.2751 |
0.0779 |
5.9% |
0.0112 |
0.8% |
64% |
False |
False |
204,009 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0109 |
0.8% |
51% |
False |
False |
163,286 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0105 |
0.8% |
51% |
False |
False |
136,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4293 |
|
2.618 |
1.3914 |
|
1.618 |
1.3682 |
|
1.000 |
1.3539 |
|
0.618 |
1.3450 |
|
HIGH |
1.3307 |
|
0.618 |
1.3218 |
|
0.500 |
1.3191 |
|
0.382 |
1.3164 |
|
LOW |
1.3075 |
|
0.618 |
1.2932 |
|
1.000 |
1.2843 |
|
1.618 |
1.2700 |
|
2.618 |
1.2468 |
|
4.250 |
1.2089 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3228 |
1.3223 |
| PP |
1.3210 |
1.3199 |
| S1 |
1.3191 |
1.3175 |
|