CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3012 |
1.3043 |
0.0031 |
0.2% |
1.3113 |
| High |
1.3062 |
1.3108 |
0.0046 |
0.4% |
1.3156 |
| Low |
1.3004 |
1.2995 |
-0.0009 |
-0.1% |
1.2988 |
| Close |
1.3052 |
1.3023 |
-0.0029 |
-0.2% |
1.3023 |
| Range |
0.0058 |
0.0113 |
0.0055 |
94.8% |
0.0168 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
0.6% |
0.0000 |
| Volume |
231,530 |
266,624 |
35,094 |
15.2% |
1,296,017 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3381 |
1.3315 |
1.3085 |
|
| R3 |
1.3268 |
1.3202 |
1.3054 |
|
| R2 |
1.3155 |
1.3155 |
1.3044 |
|
| R1 |
1.3089 |
1.3089 |
1.3033 |
1.3066 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3030 |
| S1 |
1.2976 |
1.2976 |
1.3013 |
1.2953 |
| S2 |
1.2929 |
1.2929 |
1.3002 |
|
| S3 |
1.2816 |
1.2863 |
1.2992 |
|
| S4 |
1.2703 |
1.2750 |
1.2961 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3560 |
1.3459 |
1.3115 |
|
| R3 |
1.3392 |
1.3291 |
1.3069 |
|
| R2 |
1.3224 |
1.3224 |
1.3054 |
|
| R1 |
1.3123 |
1.3123 |
1.3038 |
1.3090 |
| PP |
1.3056 |
1.3056 |
1.3056 |
1.3039 |
| S1 |
1.2955 |
1.2955 |
1.3008 |
1.2922 |
| S2 |
1.2888 |
1.2888 |
1.2992 |
|
| S3 |
1.2720 |
1.2787 |
1.2977 |
|
| S4 |
1.2552 |
1.2619 |
1.2931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3156 |
1.2988 |
0.0168 |
1.3% |
0.0090 |
0.7% |
21% |
False |
False |
259,203 |
| 10 |
1.3424 |
1.2988 |
0.0436 |
3.3% |
0.0106 |
0.8% |
8% |
False |
False |
256,973 |
| 20 |
1.3424 |
1.2963 |
0.0461 |
3.5% |
0.0106 |
0.8% |
13% |
False |
False |
161,211 |
| 40 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0105 |
0.8% |
35% |
False |
False |
81,421 |
| 60 |
1.3424 |
1.2810 |
0.0614 |
4.7% |
0.0101 |
0.8% |
35% |
False |
False |
54,365 |
| 80 |
1.3424 |
1.2770 |
0.0654 |
5.0% |
0.0100 |
0.8% |
39% |
False |
False |
40,807 |
| 100 |
1.3541 |
1.2770 |
0.0771 |
5.9% |
0.0093 |
0.7% |
33% |
False |
False |
32,650 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0083 |
0.6% |
27% |
False |
False |
27,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3588 |
|
2.618 |
1.3404 |
|
1.618 |
1.3291 |
|
1.000 |
1.3221 |
|
0.618 |
1.3178 |
|
HIGH |
1.3108 |
|
0.618 |
1.3065 |
|
0.500 |
1.3052 |
|
0.382 |
1.3038 |
|
LOW |
1.2995 |
|
0.618 |
1.2925 |
|
1.000 |
1.2882 |
|
1.618 |
1.2812 |
|
2.618 |
1.2699 |
|
4.250 |
1.2515 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3052 |
1.3048 |
| PP |
1.3042 |
1.3040 |
| S1 |
1.3033 |
1.3031 |
|