CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3265 |
1.3321 |
0.0056 |
0.4% |
1.2996 |
| High |
1.3324 |
1.3367 |
0.0043 |
0.3% |
1.3314 |
| Low |
1.3240 |
1.3272 |
0.0032 |
0.2% |
1.2963 |
| Close |
1.3314 |
1.3336 |
0.0022 |
0.2% |
1.3231 |
| Range |
0.0084 |
0.0095 |
0.0011 |
13.1% |
0.0351 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
58,974 |
116,050 |
57,076 |
96.8% |
67,839 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3610 |
1.3568 |
1.3388 |
|
| R3 |
1.3515 |
1.3473 |
1.3362 |
|
| R2 |
1.3420 |
1.3420 |
1.3353 |
|
| R1 |
1.3378 |
1.3378 |
1.3345 |
1.3399 |
| PP |
1.3325 |
1.3325 |
1.3325 |
1.3336 |
| S1 |
1.3283 |
1.3283 |
1.3327 |
1.3304 |
| S2 |
1.3230 |
1.3230 |
1.3319 |
|
| S3 |
1.3135 |
1.3188 |
1.3310 |
|
| S4 |
1.3040 |
1.3093 |
1.3284 |
|
|
| 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 |
1.3367 |
1.3083 |
0.0284 |
2.1% |
0.0119 |
0.9% |
89% |
True |
False |
50,160 |
| 10 |
1.3367 |
1.2943 |
0.0424 |
3.2% |
0.0111 |
0.8% |
93% |
True |
False |
28,655 |
| 20 |
1.3367 |
1.2810 |
0.0557 |
4.2% |
0.0107 |
0.8% |
94% |
True |
False |
14,961 |
| 40 |
1.3367 |
1.2810 |
0.0557 |
4.2% |
0.0102 |
0.8% |
94% |
True |
False |
7,670 |
| 60 |
1.3367 |
1.2770 |
0.0597 |
4.5% |
0.0100 |
0.8% |
95% |
True |
False |
5,188 |
| 80 |
1.3406 |
1.2770 |
0.0636 |
4.8% |
0.0096 |
0.7% |
89% |
False |
False |
3,900 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0086 |
0.6% |
61% |
False |
False |
3,121 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0074 |
0.6% |
61% |
False |
False |
2,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3771 |
|
2.618 |
1.3616 |
|
1.618 |
1.3521 |
|
1.000 |
1.3462 |
|
0.618 |
1.3426 |
|
HIGH |
1.3367 |
|
0.618 |
1.3331 |
|
0.500 |
1.3320 |
|
0.382 |
1.3308 |
|
LOW |
1.3272 |
|
0.618 |
1.3213 |
|
1.000 |
1.3177 |
|
1.618 |
1.3118 |
|
2.618 |
1.3023 |
|
4.250 |
1.2868 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3331 |
1.3316 |
| PP |
1.3325 |
1.3296 |
| S1 |
1.3320 |
1.3276 |
|