CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3100 |
1.3248 |
0.0148 |
1.1% |
1.2996 |
| High |
1.3314 |
1.3292 |
-0.0022 |
-0.2% |
1.3314 |
| Low |
1.3083 |
1.3200 |
0.0117 |
0.9% |
1.2963 |
| Close |
1.3254 |
1.3231 |
-0.0023 |
-0.2% |
1.3231 |
| Range |
0.0231 |
0.0092 |
-0.0139 |
-60.2% |
0.0351 |
| ATR |
0.0112 |
0.0110 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
26,914 |
20,400 |
-6,514 |
-24.2% |
67,839 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3517 |
1.3466 |
1.3282 |
|
| R3 |
1.3425 |
1.3374 |
1.3256 |
|
| R2 |
1.3333 |
1.3333 |
1.3248 |
|
| R1 |
1.3282 |
1.3282 |
1.3239 |
1.3262 |
| PP |
1.3241 |
1.3241 |
1.3241 |
1.3231 |
| S1 |
1.3190 |
1.3190 |
1.3223 |
1.3170 |
| S2 |
1.3149 |
1.3149 |
1.3214 |
|
| S3 |
1.3057 |
1.3098 |
1.3206 |
|
| S4 |
1.2965 |
1.3006 |
1.3180 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4222 |
1.4078 |
1.3424 |
|
| R3 |
1.3871 |
1.3727 |
1.3328 |
|
| R2 |
1.3520 |
1.3520 |
1.3295 |
|
| R1 |
1.3376 |
1.3376 |
1.3263 |
1.3448 |
| PP |
1.3169 |
1.3169 |
1.3169 |
1.3206 |
| S1 |
1.3025 |
1.3025 |
1.3199 |
1.3097 |
| S2 |
1.2818 |
1.2818 |
1.3167 |
|
| S3 |
1.2467 |
1.2674 |
1.3134 |
|
| S4 |
1.2116 |
1.2323 |
1.3038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3314 |
1.2963 |
0.0351 |
2.7% |
0.0120 |
0.9% |
76% |
False |
False |
13,567 |
| 10 |
1.3314 |
1.2848 |
0.0466 |
3.5% |
0.0116 |
0.9% |
82% |
False |
False |
8,894 |
| 20 |
1.3314 |
1.2810 |
0.0504 |
3.8% |
0.0108 |
0.8% |
84% |
False |
False |
4,916 |
| 40 |
1.3314 |
1.2810 |
0.0504 |
3.8% |
0.0103 |
0.8% |
84% |
False |
False |
2,597 |
| 60 |
1.3314 |
1.2770 |
0.0544 |
4.1% |
0.0101 |
0.8% |
85% |
False |
False |
1,799 |
| 80 |
1.3528 |
1.2770 |
0.0758 |
5.7% |
0.0095 |
0.7% |
61% |
False |
False |
1,357 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0084 |
0.6% |
50% |
False |
False |
1,087 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0073 |
0.6% |
50% |
False |
False |
907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3683 |
|
2.618 |
1.3533 |
|
1.618 |
1.3441 |
|
1.000 |
1.3384 |
|
0.618 |
1.3349 |
|
HIGH |
1.3292 |
|
0.618 |
1.3257 |
|
0.500 |
1.3246 |
|
0.382 |
1.3235 |
|
LOW |
1.3200 |
|
0.618 |
1.3143 |
|
1.000 |
1.3108 |
|
1.618 |
1.3051 |
|
2.618 |
1.2959 |
|
4.250 |
1.2809 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3246 |
1.3217 |
| PP |
1.3241 |
1.3202 |
| S1 |
1.3236 |
1.3188 |
|