CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3253 |
1.3221 |
-0.0032 |
-0.2% |
1.3041 |
| High |
1.3275 |
1.3280 |
0.0005 |
0.0% |
1.3320 |
| Low |
1.3222 |
1.3198 |
-0.0024 |
-0.2% |
1.2986 |
| Close |
1.3238 |
1.3275 |
0.0037 |
0.3% |
1.3238 |
| Range |
0.0053 |
0.0082 |
0.0029 |
54.7% |
0.0334 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
183 |
133 |
-50 |
-27.3% |
268 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3497 |
1.3468 |
1.3320 |
|
| R3 |
1.3415 |
1.3386 |
1.3298 |
|
| R2 |
1.3333 |
1.3333 |
1.3290 |
|
| R1 |
1.3304 |
1.3304 |
1.3283 |
1.3319 |
| PP |
1.3251 |
1.3251 |
1.3251 |
1.3258 |
| S1 |
1.3222 |
1.3222 |
1.3267 |
1.3237 |
| S2 |
1.3169 |
1.3169 |
1.3260 |
|
| S3 |
1.3087 |
1.3140 |
1.3252 |
|
| S4 |
1.3005 |
1.3058 |
1.3230 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4183 |
1.4045 |
1.3422 |
|
| R3 |
1.3849 |
1.3711 |
1.3330 |
|
| R2 |
1.3515 |
1.3515 |
1.3299 |
|
| R1 |
1.3377 |
1.3377 |
1.3269 |
1.3446 |
| PP |
1.3181 |
1.3181 |
1.3181 |
1.3216 |
| S1 |
1.3043 |
1.3043 |
1.3207 |
1.3112 |
| S2 |
1.2847 |
1.2847 |
1.3177 |
|
| S3 |
1.2513 |
1.2709 |
1.3146 |
|
| S4 |
1.2179 |
1.2375 |
1.3054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3320 |
1.3079 |
0.0241 |
1.8% |
0.0073 |
0.6% |
81% |
False |
False |
74 |
| 10 |
1.3320 |
1.2860 |
0.0460 |
3.5% |
0.0075 |
0.6% |
90% |
False |
False |
51 |
| 20 |
1.3320 |
1.2823 |
0.0497 |
3.7% |
0.0070 |
0.5% |
91% |
False |
False |
46 |
| 40 |
1.3320 |
1.2823 |
0.0497 |
3.7% |
0.0070 |
0.5% |
91% |
False |
False |
33 |
| 60 |
1.3320 |
1.2775 |
0.0545 |
4.1% |
0.0070 |
0.5% |
92% |
False |
False |
26 |
| 80 |
1.3443 |
1.2775 |
0.0668 |
5.0% |
0.0067 |
0.5% |
75% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3629 |
|
2.618 |
1.3495 |
|
1.618 |
1.3413 |
|
1.000 |
1.3362 |
|
0.618 |
1.3331 |
|
HIGH |
1.3280 |
|
0.618 |
1.3249 |
|
0.500 |
1.3239 |
|
0.382 |
1.3229 |
|
LOW |
1.3198 |
|
0.618 |
1.3147 |
|
1.000 |
1.3116 |
|
1.618 |
1.3065 |
|
2.618 |
1.2983 |
|
4.250 |
1.2850 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3263 |
1.3257 |
| PP |
1.3251 |
1.3239 |
| S1 |
1.3239 |
1.3221 |
|