CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3230 |
1.3113 |
-0.0117 |
-0.9% |
1.3357 |
| High |
1.3260 |
1.3150 |
-0.0110 |
-0.8% |
1.3424 |
| Low |
1.3104 |
1.3065 |
-0.0039 |
-0.3% |
1.3104 |
| Close |
1.3146 |
1.3130 |
-0.0016 |
-0.1% |
1.3146 |
| Range |
0.0156 |
0.0085 |
-0.0071 |
-45.5% |
0.0320 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
274,016 |
278,469 |
4,453 |
1.6% |
1,273,716 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3370 |
1.3335 |
1.3177 |
|
| R3 |
1.3285 |
1.3250 |
1.3153 |
|
| R2 |
1.3200 |
1.3200 |
1.3146 |
|
| R1 |
1.3165 |
1.3165 |
1.3138 |
1.3183 |
| PP |
1.3115 |
1.3115 |
1.3115 |
1.3124 |
| S1 |
1.3080 |
1.3080 |
1.3122 |
1.3098 |
| S2 |
1.3030 |
1.3030 |
1.3114 |
|
| S3 |
1.2945 |
1.2995 |
1.3107 |
|
| S4 |
1.2860 |
1.2910 |
1.3083 |
|
|
| 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 |
1.3065 |
0.0359 |
2.7% |
0.0126 |
1.0% |
18% |
False |
True |
275,763 |
| 10 |
1.3424 |
1.3065 |
0.0359 |
2.7% |
0.0106 |
0.8% |
18% |
False |
True |
211,038 |
| 20 |
1.3424 |
1.2848 |
0.0576 |
4.4% |
0.0112 |
0.9% |
49% |
False |
False |
111,317 |
| 40 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0107 |
0.8% |
52% |
False |
False |
56,004 |
| 60 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0101 |
0.8% |
55% |
False |
False |
37,418 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0099 |
0.8% |
55% |
False |
False |
28,089 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0092 |
0.7% |
39% |
False |
False |
22,474 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0081 |
0.6% |
39% |
False |
False |
18,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3511 |
|
2.618 |
1.3373 |
|
1.618 |
1.3288 |
|
1.000 |
1.3235 |
|
0.618 |
1.3203 |
|
HIGH |
1.3150 |
|
0.618 |
1.3118 |
|
0.500 |
1.3108 |
|
0.382 |
1.3097 |
|
LOW |
1.3065 |
|
0.618 |
1.3012 |
|
1.000 |
1.2980 |
|
1.618 |
1.2927 |
|
2.618 |
1.2842 |
|
4.250 |
1.2704 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3123 |
1.3187 |
| PP |
1.3115 |
1.3168 |
| S1 |
1.3108 |
1.3149 |
|