CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3347 |
1.3378 |
0.0031 |
0.2% |
1.3211 |
| High |
1.3398 |
1.3380 |
-0.0018 |
-0.1% |
1.3398 |
| Low |
1.3285 |
1.3301 |
0.0016 |
0.1% |
1.3184 |
| Close |
1.3352 |
1.3347 |
-0.0005 |
0.0% |
1.3347 |
| Range |
0.0113 |
0.0079 |
-0.0034 |
-30.1% |
0.0214 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
148,303 |
234,874 |
86,571 |
58.4% |
586,663 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3580 |
1.3542 |
1.3390 |
|
| R3 |
1.3501 |
1.3463 |
1.3369 |
|
| R2 |
1.3422 |
1.3422 |
1.3361 |
|
| R1 |
1.3384 |
1.3384 |
1.3354 |
1.3364 |
| PP |
1.3343 |
1.3343 |
1.3343 |
1.3332 |
| S1 |
1.3305 |
1.3305 |
1.3340 |
1.3285 |
| S2 |
1.3264 |
1.3264 |
1.3333 |
|
| S3 |
1.3185 |
1.3226 |
1.3325 |
|
| S4 |
1.3106 |
1.3147 |
1.3304 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3952 |
1.3863 |
1.3465 |
|
| R3 |
1.3738 |
1.3649 |
1.3406 |
|
| R2 |
1.3524 |
1.3524 |
1.3386 |
|
| R1 |
1.3435 |
1.3435 |
1.3367 |
1.3480 |
| PP |
1.3310 |
1.3310 |
1.3310 |
1.3332 |
| S1 |
1.3221 |
1.3221 |
1.3327 |
1.3266 |
| S2 |
1.3096 |
1.3096 |
1.3308 |
|
| S3 |
1.2882 |
1.3007 |
1.3288 |
|
| S4 |
1.2668 |
1.2793 |
1.3229 |
|
|
| 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% |
0.0093 |
0.7% |
76% |
False |
False |
117,332 |
| 10 |
1.3398 |
1.2963 |
0.0435 |
3.3% |
0.0106 |
0.8% |
88% |
False |
False |
65,450 |
| 20 |
1.3398 |
1.2810 |
0.0588 |
4.4% |
0.0108 |
0.8% |
91% |
False |
False |
34,020 |
| 40 |
1.3398 |
1.2810 |
0.0588 |
4.4% |
0.0101 |
0.8% |
91% |
False |
False |
17,232 |
| 60 |
1.3398 |
1.2770 |
0.0628 |
4.7% |
0.0100 |
0.7% |
92% |
False |
False |
11,567 |
| 80 |
1.3398 |
1.2770 |
0.0628 |
4.7% |
0.0097 |
0.7% |
92% |
False |
False |
8,690 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0087 |
0.7% |
62% |
False |
False |
6,953 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0076 |
0.6% |
62% |
False |
False |
5,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3716 |
|
2.618 |
1.3587 |
|
1.618 |
1.3508 |
|
1.000 |
1.3459 |
|
0.618 |
1.3429 |
|
HIGH |
1.3380 |
|
0.618 |
1.3350 |
|
0.500 |
1.3341 |
|
0.382 |
1.3331 |
|
LOW |
1.3301 |
|
0.618 |
1.3252 |
|
1.000 |
1.3222 |
|
1.618 |
1.3173 |
|
2.618 |
1.3094 |
|
4.250 |
1.2965 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3345 |
1.3343 |
| PP |
1.3343 |
1.3339 |
| S1 |
1.3341 |
1.3335 |
|