CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3241 |
1.3202 |
-0.0039 |
-0.3% |
1.2991 |
| High |
1.3286 |
1.3270 |
-0.0016 |
-0.1% |
1.3307 |
| Low |
1.3191 |
1.3178 |
-0.0013 |
-0.1% |
1.2956 |
| Close |
1.3224 |
1.3262 |
0.0038 |
0.3% |
1.3224 |
| Range |
0.0095 |
0.0092 |
-0.0003 |
-3.2% |
0.0351 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
308,499 |
248,889 |
-59,610 |
-19.3% |
1,551,110 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3513 |
1.3479 |
1.3313 |
|
| R3 |
1.3421 |
1.3387 |
1.3287 |
|
| R2 |
1.3329 |
1.3329 |
1.3279 |
|
| R1 |
1.3295 |
1.3295 |
1.3270 |
1.3312 |
| PP |
1.3237 |
1.3237 |
1.3237 |
1.3245 |
| S1 |
1.3203 |
1.3203 |
1.3254 |
1.3220 |
| S2 |
1.3145 |
1.3145 |
1.3245 |
|
| S3 |
1.3053 |
1.3111 |
1.3237 |
|
| S4 |
1.2961 |
1.3019 |
1.3211 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4215 |
1.4071 |
1.3417 |
|
| R3 |
1.3864 |
1.3720 |
1.3321 |
|
| R2 |
1.3513 |
1.3513 |
1.3288 |
|
| R1 |
1.3369 |
1.3369 |
1.3256 |
1.3441 |
| PP |
1.3162 |
1.3162 |
1.3162 |
1.3199 |
| S1 |
1.3018 |
1.3018 |
1.3192 |
1.3090 |
| S2 |
1.2811 |
1.2811 |
1.3160 |
|
| S3 |
1.2460 |
1.2667 |
1.3127 |
|
| S4 |
1.2109 |
1.2316 |
1.3031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3307 |
1.3043 |
0.0264 |
2.0% |
0.0109 |
0.8% |
83% |
False |
False |
301,133 |
| 10 |
1.3307 |
1.2839 |
0.0468 |
3.5% |
0.0118 |
0.9% |
90% |
False |
False |
301,580 |
| 20 |
1.3307 |
1.2798 |
0.0509 |
3.8% |
0.0111 |
0.8% |
91% |
False |
False |
287,347 |
| 40 |
1.3307 |
1.2798 |
0.0509 |
3.8% |
0.0111 |
0.8% |
91% |
False |
False |
272,297 |
| 60 |
1.3307 |
1.2751 |
0.0556 |
4.2% |
0.0111 |
0.8% |
92% |
False |
False |
274,402 |
| 80 |
1.3465 |
1.2751 |
0.0714 |
5.4% |
0.0112 |
0.8% |
72% |
False |
False |
210,969 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0109 |
0.8% |
52% |
False |
False |
168,852 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0105 |
0.8% |
52% |
False |
False |
140,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3661 |
|
2.618 |
1.3511 |
|
1.618 |
1.3419 |
|
1.000 |
1.3362 |
|
0.618 |
1.3327 |
|
HIGH |
1.3270 |
|
0.618 |
1.3235 |
|
0.500 |
1.3224 |
|
0.382 |
1.3213 |
|
LOW |
1.3178 |
|
0.618 |
1.3121 |
|
1.000 |
1.3086 |
|
1.618 |
1.3029 |
|
2.618 |
1.2937 |
|
4.250 |
1.2787 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3249 |
1.3238 |
| PP |
1.3237 |
1.3215 |
| S1 |
1.3224 |
1.3191 |
|