CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2996 |
1.3084 |
0.0088 |
0.7% |
1.2954 |
| High |
1.3116 |
1.3110 |
-0.0006 |
0.0% |
1.3070 |
| Low |
1.2963 |
1.3050 |
0.0087 |
0.7% |
1.2848 |
| Close |
1.3080 |
1.3089 |
0.0009 |
0.1% |
1.2990 |
| Range |
0.0153 |
0.0060 |
-0.0093 |
-60.8% |
0.0222 |
| ATR |
0.0109 |
0.0106 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
8,796 |
4,947 |
-3,849 |
-43.8% |
19,665 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3263 |
1.3236 |
1.3122 |
|
| R3 |
1.3203 |
1.3176 |
1.3106 |
|
| R2 |
1.3143 |
1.3143 |
1.3100 |
|
| R1 |
1.3116 |
1.3116 |
1.3095 |
1.3130 |
| PP |
1.3083 |
1.3083 |
1.3083 |
1.3090 |
| S1 |
1.3056 |
1.3056 |
1.3084 |
1.3070 |
| S2 |
1.3023 |
1.3023 |
1.3078 |
|
| S3 |
1.2963 |
1.2996 |
1.3073 |
|
| S4 |
1.2903 |
1.2936 |
1.3056 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3635 |
1.3535 |
1.3112 |
|
| R3 |
1.3413 |
1.3313 |
1.3051 |
|
| R2 |
1.3191 |
1.3191 |
1.3031 |
|
| R1 |
1.3091 |
1.3091 |
1.3010 |
1.3141 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2995 |
| S1 |
1.2869 |
1.2869 |
1.2970 |
1.2919 |
| S2 |
1.2747 |
1.2747 |
1.2949 |
|
| S3 |
1.2525 |
1.2647 |
1.2929 |
|
| S4 |
1.2303 |
1.2425 |
1.2868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3116 |
1.2848 |
0.0268 |
2.0% |
0.0118 |
0.9% |
90% |
False |
False |
6,401 |
| 10 |
1.3116 |
1.2833 |
0.0283 |
2.2% |
0.0114 |
0.9% |
90% |
False |
False |
3,758 |
| 20 |
1.3205 |
1.2810 |
0.0395 |
3.0% |
0.0104 |
0.8% |
71% |
False |
False |
2,237 |
| 40 |
1.3250 |
1.2810 |
0.0440 |
3.4% |
0.0099 |
0.8% |
63% |
False |
False |
1,274 |
| 60 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0097 |
0.7% |
66% |
False |
False |
901 |
| 80 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0091 |
0.7% |
42% |
False |
False |
681 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0080 |
0.6% |
34% |
False |
False |
546 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0071 |
0.5% |
34% |
False |
False |
456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3365 |
|
2.618 |
1.3267 |
|
1.618 |
1.3207 |
|
1.000 |
1.3170 |
|
0.618 |
1.3147 |
|
HIGH |
1.3110 |
|
0.618 |
1.3087 |
|
0.500 |
1.3080 |
|
0.382 |
1.3073 |
|
LOW |
1.3050 |
|
0.618 |
1.3013 |
|
1.000 |
1.2990 |
|
1.618 |
1.2953 |
|
2.618 |
1.2893 |
|
4.250 |
1.2795 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3086 |
1.3071 |
| PP |
1.3083 |
1.3053 |
| S1 |
1.3080 |
1.3035 |
|