CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3376 |
1.3349 |
-0.0027 |
-0.2% |
1.3202 |
| High |
1.3376 |
1.3359 |
-0.0017 |
-0.1% |
1.3391 |
| Low |
1.3295 |
1.3319 |
0.0024 |
0.2% |
1.3178 |
| Close |
1.3341 |
1.3342 |
0.0001 |
0.0% |
1.3341 |
| Range |
0.0081 |
0.0040 |
-0.0041 |
-50.6% |
0.0213 |
| ATR |
0.0108 |
0.0104 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
63,540 |
10,011 |
-53,529 |
-84.2% |
1,181,190 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3460 |
1.3441 |
1.3364 |
|
| R3 |
1.3420 |
1.3401 |
1.3353 |
|
| R2 |
1.3380 |
1.3380 |
1.3349 |
|
| R1 |
1.3361 |
1.3361 |
1.3346 |
1.3351 |
| PP |
1.3340 |
1.3340 |
1.3340 |
1.3335 |
| S1 |
1.3321 |
1.3321 |
1.3338 |
1.3311 |
| S2 |
1.3300 |
1.3300 |
1.3335 |
|
| S3 |
1.3260 |
1.3281 |
1.3331 |
|
| S4 |
1.3220 |
1.3241 |
1.3320 |
|
|
| 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 |
1.3232 |
0.0159 |
1.2% |
0.0083 |
0.6% |
69% |
False |
False |
188,462 |
| 10 |
1.3391 |
1.3043 |
0.0348 |
2.6% |
0.0096 |
0.7% |
86% |
False |
False |
244,797 |
| 20 |
1.3391 |
1.2822 |
0.0569 |
4.3% |
0.0108 |
0.8% |
91% |
False |
False |
268,731 |
| 40 |
1.3391 |
1.2798 |
0.0593 |
4.4% |
0.0106 |
0.8% |
92% |
False |
False |
261,013 |
| 60 |
1.3391 |
1.2751 |
0.0640 |
4.8% |
0.0109 |
0.8% |
92% |
False |
False |
262,617 |
| 80 |
1.3391 |
1.2751 |
0.0640 |
4.8% |
0.0111 |
0.8% |
92% |
False |
False |
222,691 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.3% |
0.0109 |
0.8% |
60% |
False |
False |
178,258 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.3% |
0.0106 |
0.8% |
60% |
False |
False |
148,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3529 |
|
2.618 |
1.3464 |
|
1.618 |
1.3424 |
|
1.000 |
1.3399 |
|
0.618 |
1.3384 |
|
HIGH |
1.3359 |
|
0.618 |
1.3344 |
|
0.500 |
1.3339 |
|
0.382 |
1.3334 |
|
LOW |
1.3319 |
|
0.618 |
1.3294 |
|
1.000 |
1.3279 |
|
1.618 |
1.3254 |
|
2.618 |
1.3214 |
|
4.250 |
1.3149 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3341 |
1.3340 |
| PP |
1.3340 |
1.3337 |
| S1 |
1.3339 |
1.3335 |
|