CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3302 |
1.3230 |
-0.0072 |
-0.5% |
1.3357 |
| High |
1.3308 |
1.3260 |
-0.0048 |
-0.4% |
1.3424 |
| Low |
1.3167 |
1.3104 |
-0.0063 |
-0.5% |
1.3104 |
| Close |
1.3201 |
1.3146 |
-0.0055 |
-0.4% |
1.3146 |
| Range |
0.0141 |
0.0156 |
0.0015 |
10.6% |
0.0320 |
| ATR |
0.0108 |
0.0111 |
0.0003 |
3.2% |
0.0000 |
| Volume |
359,499 |
274,016 |
-85,483 |
-23.8% |
1,273,716 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3638 |
1.3548 |
1.3232 |
|
| R3 |
1.3482 |
1.3392 |
1.3189 |
|
| R2 |
1.3326 |
1.3326 |
1.3175 |
|
| R1 |
1.3236 |
1.3236 |
1.3160 |
1.3203 |
| PP |
1.3170 |
1.3170 |
1.3170 |
1.3154 |
| S1 |
1.3080 |
1.3080 |
1.3132 |
1.3047 |
| S2 |
1.3014 |
1.3014 |
1.3117 |
|
| S3 |
1.2858 |
1.2924 |
1.3103 |
|
| S4 |
1.2702 |
1.2768 |
1.3060 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4185 |
1.3985 |
1.3322 |
|
| R3 |
1.3865 |
1.3665 |
1.3234 |
|
| R2 |
1.3545 |
1.3545 |
1.3205 |
|
| R1 |
1.3345 |
1.3345 |
1.3175 |
1.3285 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3195 |
| S1 |
1.3025 |
1.3025 |
1.3117 |
1.2965 |
| S2 |
1.2905 |
1.2905 |
1.3087 |
|
| S3 |
1.2585 |
1.2705 |
1.3058 |
|
| S4 |
1.2265 |
1.2385 |
1.2970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3424 |
1.3104 |
0.0320 |
2.4% |
0.0121 |
0.9% |
13% |
False |
True |
254,743 |
| 10 |
1.3424 |
1.3104 |
0.0320 |
2.4% |
0.0107 |
0.8% |
13% |
False |
True |
186,037 |
| 20 |
1.3424 |
1.2848 |
0.0576 |
4.4% |
0.0112 |
0.8% |
52% |
False |
False |
97,466 |
| 40 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0106 |
0.8% |
55% |
False |
False |
49,049 |
| 60 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0101 |
0.8% |
57% |
False |
False |
32,779 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0099 |
0.8% |
57% |
False |
False |
24,608 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0092 |
0.7% |
40% |
False |
False |
19,690 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0080 |
0.6% |
40% |
False |
False |
16,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3923 |
|
2.618 |
1.3668 |
|
1.618 |
1.3512 |
|
1.000 |
1.3416 |
|
0.618 |
1.3356 |
|
HIGH |
1.3260 |
|
0.618 |
1.3200 |
|
0.500 |
1.3182 |
|
0.382 |
1.3164 |
|
LOW |
1.3104 |
|
0.618 |
1.3008 |
|
1.000 |
1.2948 |
|
1.618 |
1.2852 |
|
2.618 |
1.2696 |
|
4.250 |
1.2441 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3182 |
1.3264 |
| PP |
1.3170 |
1.3225 |
| S1 |
1.3158 |
1.3185 |
|