CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3084 |
1.3089 |
0.0005 |
0.0% |
1.2954 |
| High |
1.3110 |
1.3126 |
0.0016 |
0.1% |
1.3070 |
| Low |
1.3050 |
1.3062 |
0.0012 |
0.1% |
1.2848 |
| Close |
1.3089 |
1.3094 |
0.0005 |
0.0% |
1.2990 |
| Range |
0.0060 |
0.0064 |
0.0004 |
6.7% |
0.0222 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
4,947 |
6,782 |
1,835 |
37.1% |
19,665 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3286 |
1.3254 |
1.3129 |
|
| R3 |
1.3222 |
1.3190 |
1.3112 |
|
| R2 |
1.3158 |
1.3158 |
1.3106 |
|
| R1 |
1.3126 |
1.3126 |
1.3100 |
1.3142 |
| PP |
1.3094 |
1.3094 |
1.3094 |
1.3102 |
| S1 |
1.3062 |
1.3062 |
1.3088 |
1.3078 |
| S2 |
1.3030 |
1.3030 |
1.3082 |
|
| S3 |
1.2966 |
1.2998 |
1.3076 |
|
| S4 |
1.2902 |
1.2934 |
1.3059 |
|
|
| 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 |
1.3126 |
1.2943 |
0.0183 |
1.4% |
0.0104 |
0.8% |
83% |
True |
False |
7,150 |
| 10 |
1.3126 |
1.2833 |
0.0293 |
2.2% |
0.0113 |
0.9% |
89% |
True |
False |
4,344 |
| 20 |
1.3205 |
1.2810 |
0.0395 |
3.0% |
0.0105 |
0.8% |
72% |
False |
False |
2,564 |
| 40 |
1.3250 |
1.2810 |
0.0440 |
3.4% |
0.0099 |
0.8% |
65% |
False |
False |
1,441 |
| 60 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0098 |
0.7% |
68% |
False |
False |
1,012 |
| 80 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0091 |
0.7% |
43% |
False |
False |
765 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0081 |
0.6% |
35% |
False |
False |
614 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0071 |
0.5% |
35% |
False |
False |
512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.3294 |
|
1.618 |
1.3230 |
|
1.000 |
1.3190 |
|
0.618 |
1.3166 |
|
HIGH |
1.3126 |
|
0.618 |
1.3102 |
|
0.500 |
1.3094 |
|
0.382 |
1.3086 |
|
LOW |
1.3062 |
|
0.618 |
1.3022 |
|
1.000 |
1.2998 |
|
1.618 |
1.2958 |
|
2.618 |
1.2894 |
|
4.250 |
1.2790 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3094 |
1.3078 |
| PP |
1.3094 |
1.3061 |
| S1 |
1.3094 |
1.3045 |
|