CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3321 |
1.3347 |
0.0026 |
0.2% |
1.2996 |
| High |
1.3367 |
1.3398 |
0.0031 |
0.2% |
1.3314 |
| Low |
1.3272 |
1.3285 |
0.0013 |
0.1% |
1.2963 |
| Close |
1.3336 |
1.3352 |
0.0016 |
0.1% |
1.3231 |
| Range |
0.0095 |
0.0113 |
0.0018 |
18.9% |
0.0351 |
| ATR |
0.0106 |
0.0107 |
0.0000 |
0.4% |
0.0000 |
| Volume |
116,050 |
148,303 |
32,253 |
27.8% |
67,839 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3684 |
1.3631 |
1.3414 |
|
| R3 |
1.3571 |
1.3518 |
1.3383 |
|
| R2 |
1.3458 |
1.3458 |
1.3373 |
|
| R1 |
1.3405 |
1.3405 |
1.3362 |
1.3432 |
| PP |
1.3345 |
1.3345 |
1.3345 |
1.3358 |
| S1 |
1.3292 |
1.3292 |
1.3342 |
1.3319 |
| S2 |
1.3232 |
1.3232 |
1.3331 |
|
| S3 |
1.3119 |
1.3179 |
1.3321 |
|
| S4 |
1.3006 |
1.3066 |
1.3290 |
|
|
| 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 |
1.3398 |
1.3184 |
0.0214 |
1.6% |
0.0095 |
0.7% |
79% |
True |
False |
74,437 |
| 10 |
1.3398 |
1.2953 |
0.0445 |
3.3% |
0.0110 |
0.8% |
90% |
True |
False |
42,445 |
| 20 |
1.3398 |
1.2810 |
0.0588 |
4.4% |
0.0108 |
0.8% |
92% |
True |
False |
22,341 |
| 40 |
1.3398 |
1.2810 |
0.0588 |
4.4% |
0.0100 |
0.8% |
92% |
True |
False |
11,369 |
| 60 |
1.3398 |
1.2770 |
0.0628 |
4.7% |
0.0101 |
0.8% |
93% |
True |
False |
7,657 |
| 80 |
1.3398 |
1.2770 |
0.0628 |
4.7% |
0.0097 |
0.7% |
93% |
True |
False |
5,754 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0087 |
0.6% |
63% |
False |
False |
4,604 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0075 |
0.6% |
63% |
False |
False |
3,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3878 |
|
2.618 |
1.3694 |
|
1.618 |
1.3581 |
|
1.000 |
1.3511 |
|
0.618 |
1.3468 |
|
HIGH |
1.3398 |
|
0.618 |
1.3355 |
|
0.500 |
1.3342 |
|
0.382 |
1.3328 |
|
LOW |
1.3285 |
|
0.618 |
1.3215 |
|
1.000 |
1.3172 |
|
1.618 |
1.3102 |
|
2.618 |
1.2989 |
|
4.250 |
1.2805 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3349 |
1.3341 |
| PP |
1.3345 |
1.3330 |
| S1 |
1.3342 |
1.3319 |
|