CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3368 |
1.3362 |
-0.0006 |
0.0% |
1.3221 |
| High |
1.3368 |
1.3388 |
0.0020 |
0.1% |
1.3398 |
| Low |
1.3316 |
1.3344 |
0.0028 |
0.2% |
1.3198 |
| Close |
1.3354 |
1.3355 |
0.0001 |
0.0% |
1.3354 |
| Range |
0.0052 |
0.0044 |
-0.0008 |
-15.4% |
0.0200 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
118 |
108 |
-10 |
-8.5% |
737 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3494 |
1.3469 |
1.3379 |
|
| R3 |
1.3450 |
1.3425 |
1.3367 |
|
| R2 |
1.3406 |
1.3406 |
1.3363 |
|
| R1 |
1.3381 |
1.3381 |
1.3359 |
1.3372 |
| PP |
1.3362 |
1.3362 |
1.3362 |
1.3358 |
| S1 |
1.3337 |
1.3337 |
1.3351 |
1.3328 |
| S2 |
1.3318 |
1.3318 |
1.3347 |
|
| S3 |
1.3274 |
1.3293 |
1.3343 |
|
| S4 |
1.3230 |
1.3249 |
1.3331 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3917 |
1.3835 |
1.3464 |
|
| R3 |
1.3717 |
1.3635 |
1.3409 |
|
| R2 |
1.3517 |
1.3517 |
1.3391 |
|
| R1 |
1.3435 |
1.3435 |
1.3372 |
1.3476 |
| PP |
1.3317 |
1.3317 |
1.3317 |
1.3337 |
| S1 |
1.3235 |
1.3235 |
1.3336 |
1.3276 |
| S2 |
1.3117 |
1.3117 |
1.3317 |
|
| S3 |
1.2917 |
1.3035 |
1.3299 |
|
| S4 |
1.2717 |
1.2835 |
1.3244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3398 |
1.3250 |
0.0148 |
1.1% |
0.0071 |
0.5% |
71% |
False |
False |
142 |
| 10 |
1.3398 |
1.3079 |
0.0319 |
2.4% |
0.0072 |
0.5% |
87% |
False |
False |
108 |
| 20 |
1.3398 |
1.2839 |
0.0559 |
4.2% |
0.0075 |
0.6% |
92% |
False |
False |
66 |
| 40 |
1.3398 |
1.2823 |
0.0575 |
4.3% |
0.0067 |
0.5% |
93% |
False |
False |
47 |
| 60 |
1.3398 |
1.2775 |
0.0623 |
4.7% |
0.0072 |
0.5% |
93% |
False |
False |
37 |
| 80 |
1.3398 |
1.2775 |
0.0623 |
4.7% |
0.0068 |
0.5% |
93% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3575 |
|
2.618 |
1.3503 |
|
1.618 |
1.3459 |
|
1.000 |
1.3432 |
|
0.618 |
1.3415 |
|
HIGH |
1.3388 |
|
0.618 |
1.3371 |
|
0.500 |
1.3366 |
|
0.382 |
1.3361 |
|
LOW |
1.3344 |
|
0.618 |
1.3317 |
|
1.000 |
1.3300 |
|
1.618 |
1.3273 |
|
2.618 |
1.3229 |
|
4.250 |
1.3157 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3366 |
1.3353 |
| PP |
1.3362 |
1.3351 |
| S1 |
1.3359 |
1.3350 |
|