CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3400 |
1.3302 |
-0.0098 |
-0.7% |
1.3211 |
| High |
1.3424 |
1.3308 |
-0.0116 |
-0.9% |
1.3398 |
| Low |
1.3269 |
1.3167 |
-0.0102 |
-0.8% |
1.3184 |
| Close |
1.3275 |
1.3201 |
-0.0074 |
-0.6% |
1.3347 |
| Range |
0.0155 |
0.0141 |
-0.0014 |
-9.0% |
0.0214 |
| ATR |
0.0105 |
0.0108 |
0.0003 |
2.4% |
0.0000 |
| Volume |
224,135 |
359,499 |
135,364 |
60.4% |
586,663 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3648 |
1.3566 |
1.3279 |
|
| R3 |
1.3507 |
1.3425 |
1.3240 |
|
| R2 |
1.3366 |
1.3366 |
1.3227 |
|
| R1 |
1.3284 |
1.3284 |
1.3214 |
1.3255 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3211 |
| S1 |
1.3143 |
1.3143 |
1.3188 |
1.3114 |
| S2 |
1.3084 |
1.3084 |
1.3175 |
|
| S3 |
1.2943 |
1.3002 |
1.3162 |
|
| S4 |
1.2802 |
1.2861 |
1.3123 |
|
|
| 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 |
1.3424 |
1.3167 |
0.0257 |
1.9% |
0.0106 |
0.8% |
13% |
False |
True |
246,914 |
| 10 |
1.3424 |
1.3167 |
0.0257 |
1.9% |
0.0101 |
0.8% |
13% |
False |
True |
160,676 |
| 20 |
1.3424 |
1.2833 |
0.0591 |
4.5% |
0.0110 |
0.8% |
62% |
False |
False |
83,821 |
| 40 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0104 |
0.8% |
64% |
False |
False |
42,202 |
| 60 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0100 |
0.8% |
66% |
False |
False |
28,214 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0097 |
0.7% |
66% |
False |
False |
21,184 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0090 |
0.7% |
46% |
False |
False |
16,950 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0079 |
0.6% |
46% |
False |
False |
14,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3907 |
|
2.618 |
1.3677 |
|
1.618 |
1.3536 |
|
1.000 |
1.3449 |
|
0.618 |
1.3395 |
|
HIGH |
1.3308 |
|
0.618 |
1.3254 |
|
0.500 |
1.3238 |
|
0.382 |
1.3221 |
|
LOW |
1.3167 |
|
0.618 |
1.3080 |
|
1.000 |
1.3026 |
|
1.618 |
1.2939 |
|
2.618 |
1.2798 |
|
4.250 |
1.2568 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3238 |
1.3296 |
| PP |
1.3225 |
1.3264 |
| S1 |
1.3213 |
1.3233 |
|