CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3087 |
1.3012 |
-0.0075 |
-0.6% |
1.3357 |
| High |
1.3096 |
1.3062 |
-0.0034 |
-0.3% |
1.3424 |
| Low |
1.2988 |
1.3004 |
0.0016 |
0.1% |
1.3104 |
| Close |
1.3008 |
1.3052 |
0.0044 |
0.3% |
1.3146 |
| Range |
0.0108 |
0.0058 |
-0.0050 |
-46.3% |
0.0320 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
273,191 |
231,530 |
-41,661 |
-15.2% |
1,273,716 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3213 |
1.3191 |
1.3084 |
|
| R3 |
1.3155 |
1.3133 |
1.3068 |
|
| R2 |
1.3097 |
1.3097 |
1.3063 |
|
| R1 |
1.3075 |
1.3075 |
1.3057 |
1.3086 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3045 |
| S1 |
1.3017 |
1.3017 |
1.3047 |
1.3028 |
| S2 |
1.2981 |
1.2981 |
1.3041 |
|
| S3 |
1.2923 |
1.2959 |
1.3036 |
|
| S4 |
1.2865 |
1.2901 |
1.3020 |
|
|
| 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 |
1.3260 |
1.2988 |
0.0272 |
2.1% |
0.0099 |
0.8% |
24% |
False |
False |
260,681 |
| 10 |
1.3424 |
1.2988 |
0.0436 |
3.3% |
0.0102 |
0.8% |
15% |
False |
False |
253,798 |
| 20 |
1.3424 |
1.2953 |
0.0471 |
3.6% |
0.0106 |
0.8% |
21% |
False |
False |
148,122 |
| 40 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0106 |
0.8% |
39% |
False |
False |
74,759 |
| 60 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0102 |
0.8% |
43% |
False |
False |
49,927 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0100 |
0.8% |
43% |
False |
False |
37,474 |
| 100 |
1.3599 |
1.2770 |
0.0829 |
6.4% |
0.0093 |
0.7% |
34% |
False |
False |
29,983 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0082 |
0.6% |
30% |
False |
False |
24,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3309 |
|
2.618 |
1.3214 |
|
1.618 |
1.3156 |
|
1.000 |
1.3120 |
|
0.618 |
1.3098 |
|
HIGH |
1.3062 |
|
0.618 |
1.3040 |
|
0.500 |
1.3033 |
|
0.382 |
1.3026 |
|
LOW |
1.3004 |
|
0.618 |
1.2968 |
|
1.000 |
1.2946 |
|
1.618 |
1.2910 |
|
2.618 |
1.2852 |
|
4.250 |
1.2758 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3046 |
1.3072 |
| PP |
1.3039 |
1.3065 |
| S1 |
1.3033 |
1.3059 |
|