CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3357 |
1.3370 |
0.0013 |
0.1% |
1.3211 |
| High |
1.3389 |
1.3423 |
0.0034 |
0.3% |
1.3398 |
| Low |
1.3325 |
1.3332 |
0.0007 |
0.1% |
1.3184 |
| Close |
1.3348 |
1.3411 |
0.0063 |
0.5% |
1.3347 |
| Range |
0.0064 |
0.0091 |
0.0027 |
42.2% |
0.0214 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
173,366 |
242,700 |
69,334 |
40.0% |
586,663 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3662 |
1.3627 |
1.3461 |
|
| R3 |
1.3571 |
1.3536 |
1.3436 |
|
| R2 |
1.3480 |
1.3480 |
1.3428 |
|
| R1 |
1.3445 |
1.3445 |
1.3419 |
1.3463 |
| PP |
1.3389 |
1.3389 |
1.3389 |
1.3397 |
| S1 |
1.3354 |
1.3354 |
1.3403 |
1.3372 |
| S2 |
1.3298 |
1.3298 |
1.3394 |
|
| S3 |
1.3207 |
1.3263 |
1.3386 |
|
| S4 |
1.3116 |
1.3172 |
1.3361 |
|
|
| 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 |
1.3423 |
1.3272 |
0.0151 |
1.1% |
0.0088 |
0.7% |
92% |
True |
False |
183,058 |
| 10 |
1.3423 |
1.3062 |
0.0361 |
2.7% |
0.0101 |
0.7% |
97% |
True |
False |
105,682 |
| 20 |
1.3423 |
1.2833 |
0.0590 |
4.4% |
0.0107 |
0.8% |
98% |
True |
False |
54,720 |
| 40 |
1.3423 |
1.2810 |
0.0613 |
4.6% |
0.0101 |
0.8% |
98% |
True |
False |
27,620 |
| 60 |
1.3423 |
1.2770 |
0.0653 |
4.9% |
0.0100 |
0.7% |
98% |
True |
False |
18,493 |
| 80 |
1.3423 |
1.2770 |
0.0653 |
4.9% |
0.0097 |
0.7% |
98% |
True |
False |
13,889 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
6.9% |
0.0088 |
0.7% |
69% |
False |
False |
11,114 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
6.9% |
0.0077 |
0.6% |
69% |
False |
False |
9,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3810 |
|
2.618 |
1.3661 |
|
1.618 |
1.3570 |
|
1.000 |
1.3514 |
|
0.618 |
1.3479 |
|
HIGH |
1.3423 |
|
0.618 |
1.3388 |
|
0.500 |
1.3378 |
|
0.382 |
1.3367 |
|
LOW |
1.3332 |
|
0.618 |
1.3276 |
|
1.000 |
1.3241 |
|
1.618 |
1.3185 |
|
2.618 |
1.3094 |
|
4.250 |
1.2945 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3400 |
1.3395 |
| PP |
1.3389 |
1.3378 |
| S1 |
1.3378 |
1.3362 |
|