CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3313 |
1.3338 |
0.0025 |
0.2% |
1.2991 |
| High |
1.3361 |
1.3391 |
0.0030 |
0.2% |
1.3307 |
| Low |
1.3265 |
1.3278 |
0.0013 |
0.1% |
1.2956 |
| Close |
1.3330 |
1.3346 |
0.0016 |
0.1% |
1.3224 |
| Range |
0.0096 |
0.0113 |
0.0017 |
17.7% |
0.0351 |
| ATR |
0.0110 |
0.0111 |
0.0000 |
0.2% |
0.0000 |
| Volume |
287,078 |
257,137 |
-29,941 |
-10.4% |
1,551,110 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3677 |
1.3625 |
1.3408 |
|
| R3 |
1.3564 |
1.3512 |
1.3377 |
|
| R2 |
1.3451 |
1.3451 |
1.3367 |
|
| R1 |
1.3399 |
1.3399 |
1.3356 |
1.3425 |
| PP |
1.3338 |
1.3338 |
1.3338 |
1.3352 |
| S1 |
1.3286 |
1.3286 |
1.3336 |
1.3312 |
| S2 |
1.3225 |
1.3225 |
1.3325 |
|
| S3 |
1.3112 |
1.3173 |
1.3315 |
|
| S4 |
1.2999 |
1.3060 |
1.3284 |
|
|
| 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 |
1.3391 |
1.3178 |
0.0213 |
1.6% |
0.0096 |
0.7% |
79% |
True |
False |
285,229 |
| 10 |
1.3391 |
1.2945 |
0.0446 |
3.3% |
0.0111 |
0.8% |
90% |
True |
False |
295,901 |
| 20 |
1.3391 |
1.2798 |
0.0593 |
4.4% |
0.0112 |
0.8% |
92% |
True |
False |
291,576 |
| 40 |
1.3391 |
1.2798 |
0.0593 |
4.4% |
0.0107 |
0.8% |
92% |
True |
False |
270,967 |
| 60 |
1.3391 |
1.2751 |
0.0640 |
4.8% |
0.0110 |
0.8% |
93% |
True |
False |
271,962 |
| 80 |
1.3444 |
1.2751 |
0.0693 |
5.2% |
0.0113 |
0.8% |
86% |
False |
False |
221,804 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.3% |
0.0110 |
0.8% |
61% |
False |
False |
177,529 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.3% |
0.0106 |
0.8% |
61% |
False |
False |
147,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3871 |
|
2.618 |
1.3687 |
|
1.618 |
1.3574 |
|
1.000 |
1.3504 |
|
0.618 |
1.3461 |
|
HIGH |
1.3391 |
|
0.618 |
1.3348 |
|
0.500 |
1.3335 |
|
0.382 |
1.3321 |
|
LOW |
1.3278 |
|
0.618 |
1.3208 |
|
1.000 |
1.3165 |
|
1.618 |
1.3095 |
|
2.618 |
1.2982 |
|
4.250 |
1.2798 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3342 |
1.3335 |
| PP |
1.3338 |
1.3323 |
| S1 |
1.3335 |
1.3312 |
|