CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3338 |
1.3376 |
0.0038 |
0.3% |
1.3202 |
| High |
1.3391 |
1.3376 |
-0.0015 |
-0.1% |
1.3391 |
| Low |
1.3278 |
1.3295 |
0.0017 |
0.1% |
1.3178 |
| Close |
1.3346 |
1.3341 |
-0.0005 |
0.0% |
1.3341 |
| Range |
0.0113 |
0.0081 |
-0.0032 |
-28.3% |
0.0213 |
| ATR |
0.0111 |
0.0108 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
257,137 |
63,540 |
-193,597 |
-75.3% |
1,181,190 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3580 |
1.3542 |
1.3386 |
|
| R3 |
1.3499 |
1.3461 |
1.3363 |
|
| R2 |
1.3418 |
1.3418 |
1.3356 |
|
| R1 |
1.3380 |
1.3380 |
1.3348 |
1.3359 |
| PP |
1.3337 |
1.3337 |
1.3337 |
1.3327 |
| S1 |
1.3299 |
1.3299 |
1.3334 |
1.3278 |
| S2 |
1.3256 |
1.3256 |
1.3326 |
|
| S3 |
1.3175 |
1.3218 |
1.3319 |
|
| S4 |
1.3094 |
1.3137 |
1.3296 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3942 |
1.3855 |
1.3458 |
|
| R3 |
1.3729 |
1.3642 |
1.3400 |
|
| R2 |
1.3516 |
1.3516 |
1.3380 |
|
| R1 |
1.3429 |
1.3429 |
1.3361 |
1.3473 |
| PP |
1.3303 |
1.3303 |
1.3303 |
1.3325 |
| S1 |
1.3216 |
1.3216 |
1.3321 |
1.3260 |
| S2 |
1.3090 |
1.3090 |
1.3302 |
|
| S3 |
1.2877 |
1.3003 |
1.3282 |
|
| S4 |
1.2664 |
1.2790 |
1.3224 |
|
|
| 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% |
0.0094 |
0.7% |
77% |
False |
False |
236,238 |
| 10 |
1.3391 |
1.2956 |
0.0435 |
3.3% |
0.0107 |
0.8% |
89% |
False |
False |
273,230 |
| 20 |
1.3391 |
1.2798 |
0.0593 |
4.4% |
0.0111 |
0.8% |
92% |
False |
False |
281,516 |
| 40 |
1.3391 |
1.2798 |
0.0593 |
4.4% |
0.0107 |
0.8% |
92% |
False |
False |
266,233 |
| 60 |
1.3391 |
1.2751 |
0.0640 |
4.8% |
0.0109 |
0.8% |
92% |
False |
False |
267,695 |
| 80 |
1.3391 |
1.2751 |
0.0640 |
4.8% |
0.0112 |
0.8% |
92% |
False |
False |
222,581 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.3% |
0.0110 |
0.8% |
60% |
False |
False |
178,161 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.3% |
0.0106 |
0.8% |
60% |
False |
False |
148,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3720 |
|
2.618 |
1.3588 |
|
1.618 |
1.3507 |
|
1.000 |
1.3457 |
|
0.618 |
1.3426 |
|
HIGH |
1.3376 |
|
0.618 |
1.3345 |
|
0.500 |
1.3336 |
|
0.382 |
1.3326 |
|
LOW |
1.3295 |
|
0.618 |
1.3245 |
|
1.000 |
1.3214 |
|
1.618 |
1.3164 |
|
2.618 |
1.3083 |
|
4.250 |
1.2951 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3339 |
1.3337 |
| PP |
1.3337 |
1.3332 |
| S1 |
1.3336 |
1.3328 |
|