CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3248 |
1.3211 |
-0.0037 |
-0.3% |
1.2996 |
| High |
1.3292 |
1.3276 |
-0.0016 |
-0.1% |
1.3314 |
| Low |
1.3200 |
1.3184 |
-0.0016 |
-0.1% |
1.2963 |
| Close |
1.3231 |
1.3268 |
0.0037 |
0.3% |
1.3231 |
| Range |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0351 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
20,400 |
28,462 |
8,062 |
39.5% |
67,839 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3519 |
1.3485 |
1.3319 |
|
| R3 |
1.3427 |
1.3393 |
1.3293 |
|
| R2 |
1.3335 |
1.3335 |
1.3285 |
|
| R1 |
1.3301 |
1.3301 |
1.3276 |
1.3318 |
| PP |
1.3243 |
1.3243 |
1.3243 |
1.3251 |
| S1 |
1.3209 |
1.3209 |
1.3260 |
1.3226 |
| S2 |
1.3151 |
1.3151 |
1.3251 |
|
| S3 |
1.3059 |
1.3117 |
1.3243 |
|
| S4 |
1.2967 |
1.3025 |
1.3217 |
|
|
| 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 |
1.3050 |
0.0264 |
2.0% |
0.0108 |
0.8% |
83% |
False |
False |
17,501 |
| 10 |
1.3314 |
1.2848 |
0.0466 |
3.5% |
0.0117 |
0.9% |
90% |
False |
False |
11,596 |
| 20 |
1.3314 |
1.2810 |
0.0504 |
3.8% |
0.0106 |
0.8% |
91% |
False |
False |
6,319 |
| 40 |
1.3314 |
1.2810 |
0.0504 |
3.8% |
0.0104 |
0.8% |
91% |
False |
False |
3,306 |
| 60 |
1.3314 |
1.2770 |
0.0544 |
4.1% |
0.0100 |
0.8% |
92% |
False |
False |
2,272 |
| 80 |
1.3408 |
1.2770 |
0.0638 |
4.8% |
0.0095 |
0.7% |
78% |
False |
False |
1,712 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0085 |
0.6% |
54% |
False |
False |
1,372 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0073 |
0.6% |
54% |
False |
False |
1,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3667 |
|
2.618 |
1.3517 |
|
1.618 |
1.3425 |
|
1.000 |
1.3368 |
|
0.618 |
1.3333 |
|
HIGH |
1.3276 |
|
0.618 |
1.3241 |
|
0.500 |
1.3230 |
|
0.382 |
1.3219 |
|
LOW |
1.3184 |
|
0.618 |
1.3127 |
|
1.000 |
1.3092 |
|
1.618 |
1.3035 |
|
2.618 |
1.2943 |
|
4.250 |
1.2793 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3255 |
1.3245 |
| PP |
1.3243 |
1.3222 |
| S1 |
1.3230 |
1.3199 |
|