CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3128 |
1.3087 |
-0.0041 |
-0.3% |
1.3357 |
| High |
1.3156 |
1.3096 |
-0.0060 |
-0.5% |
1.3424 |
| Low |
1.3070 |
1.2988 |
-0.0082 |
-0.6% |
1.3104 |
| Close |
1.3096 |
1.3008 |
-0.0088 |
-0.7% |
1.3146 |
| Range |
0.0086 |
0.0108 |
0.0022 |
25.6% |
0.0320 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.0% |
0.0000 |
| Volume |
246,203 |
273,191 |
26,988 |
11.0% |
1,273,716 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3355 |
1.3289 |
1.3067 |
|
| R3 |
1.3247 |
1.3181 |
1.3038 |
|
| R2 |
1.3139 |
1.3139 |
1.3028 |
|
| R1 |
1.3073 |
1.3073 |
1.3018 |
1.3052 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3020 |
| S1 |
1.2965 |
1.2965 |
1.2998 |
1.2944 |
| S2 |
1.2923 |
1.2923 |
1.2988 |
|
| S3 |
1.2815 |
1.2857 |
1.2978 |
|
| S4 |
1.2707 |
1.2749 |
1.2949 |
|
|
| 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 |
1.3308 |
1.2988 |
0.0320 |
2.5% |
0.0115 |
0.9% |
6% |
False |
True |
286,275 |
| 10 |
1.3424 |
1.2988 |
0.0436 |
3.4% |
0.0108 |
0.8% |
5% |
False |
True |
245,475 |
| 20 |
1.3424 |
1.2943 |
0.0481 |
3.7% |
0.0110 |
0.8% |
14% |
False |
False |
137,065 |
| 40 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0107 |
0.8% |
32% |
False |
False |
68,981 |
| 60 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0102 |
0.8% |
36% |
False |
False |
46,071 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0100 |
0.8% |
36% |
False |
False |
34,581 |
| 100 |
1.3641 |
1.2770 |
0.0871 |
6.7% |
0.0093 |
0.7% |
27% |
False |
False |
27,668 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0082 |
0.6% |
26% |
False |
False |
23,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3555 |
|
2.618 |
1.3379 |
|
1.618 |
1.3271 |
|
1.000 |
1.3204 |
|
0.618 |
1.3163 |
|
HIGH |
1.3096 |
|
0.618 |
1.3055 |
|
0.500 |
1.3042 |
|
0.382 |
1.3029 |
|
LOW |
1.2988 |
|
0.618 |
1.2921 |
|
1.000 |
1.2880 |
|
1.618 |
1.2813 |
|
2.618 |
1.2705 |
|
4.250 |
1.2529 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3042 |
1.3072 |
| PP |
1.3031 |
1.3051 |
| S1 |
1.3019 |
1.3029 |
|