CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3211 |
1.3265 |
0.0054 |
0.4% |
1.2996 |
| High |
1.3276 |
1.3324 |
0.0048 |
0.4% |
1.3314 |
| Low |
1.3184 |
1.3240 |
0.0056 |
0.4% |
1.2963 |
| Close |
1.3268 |
1.3314 |
0.0046 |
0.3% |
1.3231 |
| Range |
0.0092 |
0.0084 |
-0.0008 |
-8.7% |
0.0351 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
28,462 |
58,974 |
30,512 |
107.2% |
67,839 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3545 |
1.3513 |
1.3360 |
|
| R3 |
1.3461 |
1.3429 |
1.3337 |
|
| R2 |
1.3377 |
1.3377 |
1.3329 |
|
| R1 |
1.3345 |
1.3345 |
1.3322 |
1.3361 |
| PP |
1.3293 |
1.3293 |
1.3293 |
1.3301 |
| S1 |
1.3261 |
1.3261 |
1.3306 |
1.3277 |
| S2 |
1.3209 |
1.3209 |
1.3299 |
|
| S3 |
1.3125 |
1.3177 |
1.3291 |
|
| S4 |
1.3041 |
1.3093 |
1.3268 |
|
|
| 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 |
1.3324 |
1.3062 |
0.0262 |
2.0% |
0.0113 |
0.8% |
96% |
True |
False |
28,306 |
| 10 |
1.3324 |
1.2848 |
0.0476 |
3.6% |
0.0116 |
0.9% |
98% |
True |
False |
17,354 |
| 20 |
1.3324 |
1.2810 |
0.0514 |
3.9% |
0.0108 |
0.8% |
98% |
True |
False |
9,188 |
| 40 |
1.3324 |
1.2810 |
0.0514 |
3.9% |
0.0104 |
0.8% |
98% |
True |
False |
4,775 |
| 60 |
1.3324 |
1.2770 |
0.0554 |
4.2% |
0.0100 |
0.8% |
98% |
True |
False |
3,255 |
| 80 |
1.3406 |
1.2770 |
0.0636 |
4.8% |
0.0095 |
0.7% |
86% |
False |
False |
2,450 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0085 |
0.6% |
58% |
False |
False |
1,961 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0074 |
0.6% |
58% |
False |
False |
1,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3681 |
|
2.618 |
1.3544 |
|
1.618 |
1.3460 |
|
1.000 |
1.3408 |
|
0.618 |
1.3376 |
|
HIGH |
1.3324 |
|
0.618 |
1.3292 |
|
0.500 |
1.3282 |
|
0.382 |
1.3272 |
|
LOW |
1.3240 |
|
0.618 |
1.3188 |
|
1.000 |
1.3156 |
|
1.618 |
1.3104 |
|
2.618 |
1.3020 |
|
4.250 |
1.2883 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3303 |
1.3294 |
| PP |
1.3293 |
1.3274 |
| S1 |
1.3282 |
1.3254 |
|