CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3113 |
1.3128 |
0.0015 |
0.1% |
1.2880 |
| High |
1.3113 |
1.3320 |
0.0207 |
1.6% |
1.3072 |
| Low |
1.3102 |
1.3122 |
0.0020 |
0.2% |
1.2860 |
| Close |
1.3102 |
1.3261 |
0.0159 |
1.2% |
1.2999 |
| Range |
0.0011 |
0.0198 |
0.0187 |
1,700.0% |
0.0212 |
| ATR |
0.0078 |
0.0088 |
0.0010 |
12.8% |
0.0000 |
| Volume |
4 |
31 |
27 |
675.0% |
117 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3828 |
1.3743 |
1.3370 |
|
| R3 |
1.3630 |
1.3545 |
1.3315 |
|
| R2 |
1.3432 |
1.3432 |
1.3297 |
|
| R1 |
1.3347 |
1.3347 |
1.3279 |
1.3390 |
| PP |
1.3234 |
1.3234 |
1.3234 |
1.3256 |
| S1 |
1.3149 |
1.3149 |
1.3243 |
1.3192 |
| S2 |
1.3036 |
1.3036 |
1.3225 |
|
| S3 |
1.2838 |
1.2951 |
1.3207 |
|
| S4 |
1.2640 |
1.2753 |
1.3152 |
|
|
| 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 |
1.3320 |
1.2978 |
0.0342 |
2.6% |
0.0076 |
0.6% |
83% |
True |
False |
22 |
| 10 |
1.3320 |
1.2839 |
0.0481 |
3.6% |
0.0079 |
0.6% |
88% |
True |
False |
23 |
| 20 |
1.3320 |
1.2823 |
0.0497 |
3.7% |
0.0075 |
0.6% |
88% |
True |
False |
32 |
| 40 |
1.3320 |
1.2823 |
0.0497 |
3.7% |
0.0070 |
0.5% |
88% |
True |
False |
25 |
| 60 |
1.3320 |
1.2775 |
0.0545 |
4.1% |
0.0070 |
0.5% |
89% |
True |
False |
22 |
| 80 |
1.3488 |
1.2775 |
0.0713 |
5.4% |
0.0065 |
0.5% |
68% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4162 |
|
2.618 |
1.3838 |
|
1.618 |
1.3640 |
|
1.000 |
1.3518 |
|
0.618 |
1.3442 |
|
HIGH |
1.3320 |
|
0.618 |
1.3244 |
|
0.500 |
1.3221 |
|
0.382 |
1.3198 |
|
LOW |
1.3122 |
|
0.618 |
1.3000 |
|
1.000 |
1.2924 |
|
1.618 |
1.2802 |
|
2.618 |
1.2604 |
|
4.250 |
1.2281 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3248 |
1.3241 |
| PP |
1.3234 |
1.3220 |
| S1 |
1.3221 |
1.3200 |
|