CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3274 |
1.3317 |
0.0043 |
0.3% |
1.3041 |
| High |
1.3334 |
1.3366 |
0.0032 |
0.2% |
1.3320 |
| Low |
1.3250 |
1.3290 |
0.0040 |
0.3% |
1.2986 |
| Close |
1.3321 |
1.3343 |
0.0022 |
0.2% |
1.3238 |
| Range |
0.0084 |
0.0076 |
-0.0008 |
-9.5% |
0.0334 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
97 |
185 |
88 |
90.7% |
268 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3561 |
1.3528 |
1.3385 |
|
| R3 |
1.3485 |
1.3452 |
1.3364 |
|
| R2 |
1.3409 |
1.3409 |
1.3357 |
|
| R1 |
1.3376 |
1.3376 |
1.3350 |
1.3393 |
| PP |
1.3333 |
1.3333 |
1.3333 |
1.3341 |
| S1 |
1.3300 |
1.3300 |
1.3336 |
1.3317 |
| S2 |
1.3257 |
1.3257 |
1.3329 |
|
| S3 |
1.3181 |
1.3224 |
1.3322 |
|
| S4 |
1.3105 |
1.3148 |
1.3301 |
|
|
| 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 |
1.3366 |
1.3122 |
0.0244 |
1.8% |
0.0099 |
0.7% |
91% |
True |
False |
125 |
| 10 |
1.3366 |
1.2978 |
0.0388 |
2.9% |
0.0077 |
0.6% |
94% |
True |
False |
74 |
| 20 |
1.3366 |
1.2823 |
0.0543 |
4.1% |
0.0073 |
0.5% |
96% |
True |
False |
54 |
| 40 |
1.3366 |
1.2823 |
0.0543 |
4.1% |
0.0069 |
0.5% |
96% |
True |
False |
39 |
| 60 |
1.3366 |
1.2775 |
0.0591 |
4.4% |
0.0071 |
0.5% |
96% |
True |
False |
31 |
| 80 |
1.3443 |
1.2775 |
0.0668 |
5.0% |
0.0069 |
0.5% |
85% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3689 |
|
2.618 |
1.3565 |
|
1.618 |
1.3489 |
|
1.000 |
1.3442 |
|
0.618 |
1.3413 |
|
HIGH |
1.3366 |
|
0.618 |
1.3337 |
|
0.500 |
1.3328 |
|
0.382 |
1.3319 |
|
LOW |
1.3290 |
|
0.618 |
1.3243 |
|
1.000 |
1.3214 |
|
1.618 |
1.3167 |
|
2.618 |
1.3091 |
|
4.250 |
1.2967 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3338 |
1.3323 |
| PP |
1.3333 |
1.3302 |
| S1 |
1.3328 |
1.3282 |
|