CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3089 |
1.3100 |
0.0011 |
0.1% |
1.2954 |
| High |
1.3126 |
1.3314 |
0.0188 |
1.4% |
1.3070 |
| Low |
1.3062 |
1.3083 |
0.0021 |
0.2% |
1.2848 |
| Close |
1.3094 |
1.3254 |
0.0160 |
1.2% |
1.2990 |
| Range |
0.0064 |
0.0231 |
0.0167 |
260.9% |
0.0222 |
| ATR |
0.0103 |
0.0112 |
0.0009 |
8.9% |
0.0000 |
| Volume |
6,782 |
26,914 |
20,132 |
296.8% |
19,665 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3910 |
1.3813 |
1.3381 |
|
| R3 |
1.3679 |
1.3582 |
1.3318 |
|
| R2 |
1.3448 |
1.3448 |
1.3296 |
|
| R1 |
1.3351 |
1.3351 |
1.3275 |
1.3400 |
| PP |
1.3217 |
1.3217 |
1.3217 |
1.3241 |
| S1 |
1.3120 |
1.3120 |
1.3233 |
1.3169 |
| S2 |
1.2986 |
1.2986 |
1.3212 |
|
| S3 |
1.2755 |
1.2889 |
1.3190 |
|
| S4 |
1.2524 |
1.2658 |
1.3127 |
|
|
| 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 |
1.3314 |
1.2953 |
0.0361 |
2.7% |
0.0124 |
0.9% |
83% |
True |
False |
10,453 |
| 10 |
1.3314 |
1.2833 |
0.0481 |
3.6% |
0.0120 |
0.9% |
88% |
True |
False |
6,965 |
| 20 |
1.3314 |
1.2810 |
0.0504 |
3.8% |
0.0111 |
0.8% |
88% |
True |
False |
3,906 |
| 40 |
1.3314 |
1.2810 |
0.0504 |
3.8% |
0.0103 |
0.8% |
88% |
True |
False |
2,107 |
| 60 |
1.3314 |
1.2770 |
0.0544 |
4.1% |
0.0101 |
0.8% |
89% |
True |
False |
1,460 |
| 80 |
1.3528 |
1.2770 |
0.0758 |
5.7% |
0.0094 |
0.7% |
64% |
False |
False |
1,102 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0083 |
0.6% |
52% |
False |
False |
883 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0073 |
0.5% |
52% |
False |
False |
737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4296 |
|
2.618 |
1.3919 |
|
1.618 |
1.3688 |
|
1.000 |
1.3545 |
|
0.618 |
1.3457 |
|
HIGH |
1.3314 |
|
0.618 |
1.3226 |
|
0.500 |
1.3199 |
|
0.382 |
1.3171 |
|
LOW |
1.3083 |
|
0.618 |
1.2940 |
|
1.000 |
1.2852 |
|
1.618 |
1.2709 |
|
2.618 |
1.2478 |
|
4.250 |
1.2101 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3236 |
1.3230 |
| PP |
1.3217 |
1.3206 |
| S1 |
1.3199 |
1.3182 |
|