CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3041 |
1.3102 |
0.0061 |
0.5% |
1.2880 |
| High |
1.3115 |
1.3102 |
-0.0013 |
-0.1% |
1.3072 |
| Low |
1.2986 |
1.3079 |
0.0093 |
0.7% |
1.2860 |
| Close |
1.3089 |
1.3098 |
0.0009 |
0.1% |
1.2999 |
| Range |
0.0129 |
0.0023 |
-0.0106 |
-82.2% |
0.0212 |
| ATR |
0.0087 |
0.0083 |
-0.0005 |
-5.3% |
0.0000 |
| Volume |
31 |
19 |
-12 |
-38.7% |
117 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3162 |
1.3153 |
1.3111 |
|
| R3 |
1.3139 |
1.3130 |
1.3104 |
|
| R2 |
1.3116 |
1.3116 |
1.3102 |
|
| R1 |
1.3107 |
1.3107 |
1.3100 |
1.3100 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3090 |
| S1 |
1.3084 |
1.3084 |
1.3096 |
1.3077 |
| S2 |
1.3070 |
1.3070 |
1.3094 |
|
| S3 |
1.3047 |
1.3061 |
1.3092 |
|
| S4 |
1.3024 |
1.3038 |
1.3085 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3613 |
1.3518 |
1.3116 |
|
| R3 |
1.3401 |
1.3306 |
1.3057 |
|
| R2 |
1.3189 |
1.3189 |
1.3038 |
|
| R1 |
1.3094 |
1.3094 |
1.3018 |
1.3142 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.3001 |
| S1 |
1.2882 |
1.2882 |
1.2980 |
1.2930 |
| S2 |
1.2765 |
1.2765 |
1.2960 |
|
| S3 |
1.2553 |
1.2670 |
1.2941 |
|
| S4 |
1.2341 |
1.2458 |
1.2882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3115 |
1.2860 |
0.0255 |
1.9% |
0.0075 |
0.6% |
93% |
False |
False |
28 |
| 10 |
1.3115 |
1.2839 |
0.0276 |
2.1% |
0.0076 |
0.6% |
94% |
False |
False |
26 |
| 20 |
1.3206 |
1.2823 |
0.0383 |
2.9% |
0.0067 |
0.5% |
72% |
False |
False |
31 |
| 40 |
1.3250 |
1.2823 |
0.0427 |
3.3% |
0.0067 |
0.5% |
64% |
False |
False |
25 |
| 60 |
1.3250 |
1.2775 |
0.0475 |
3.6% |
0.0067 |
0.5% |
68% |
False |
False |
22 |
| 80 |
1.3488 |
1.2775 |
0.0713 |
5.4% |
0.0064 |
0.5% |
45% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3200 |
|
2.618 |
1.3162 |
|
1.618 |
1.3139 |
|
1.000 |
1.3125 |
|
0.618 |
1.3116 |
|
HIGH |
1.3102 |
|
0.618 |
1.3093 |
|
0.500 |
1.3091 |
|
0.382 |
1.3088 |
|
LOW |
1.3079 |
|
0.618 |
1.3065 |
|
1.000 |
1.3056 |
|
1.618 |
1.3042 |
|
2.618 |
1.3019 |
|
4.250 |
1.2981 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3096 |
1.3081 |
| PP |
1.3093 |
1.3064 |
| S1 |
1.3091 |
1.3047 |
|