CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3362 |
1.3376 |
0.0014 |
0.1% |
1.3221 |
| High |
1.3388 |
1.3426 |
0.0038 |
0.3% |
1.3398 |
| Low |
1.3344 |
1.3337 |
-0.0007 |
-0.1% |
1.3198 |
| Close |
1.3355 |
1.3417 |
0.0062 |
0.5% |
1.3354 |
| Range |
0.0044 |
0.0089 |
0.0045 |
102.3% |
0.0200 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.8% |
0.0000 |
| Volume |
108 |
27 |
-81 |
-75.0% |
737 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3660 |
1.3628 |
1.3466 |
|
| R3 |
1.3571 |
1.3539 |
1.3441 |
|
| R2 |
1.3482 |
1.3482 |
1.3433 |
|
| R1 |
1.3450 |
1.3450 |
1.3425 |
1.3466 |
| PP |
1.3393 |
1.3393 |
1.3393 |
1.3402 |
| S1 |
1.3361 |
1.3361 |
1.3409 |
1.3377 |
| S2 |
1.3304 |
1.3304 |
1.3401 |
|
| S3 |
1.3215 |
1.3272 |
1.3393 |
|
| S4 |
1.3126 |
1.3183 |
1.3368 |
|
|
| 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 |
1.3426 |
1.3290 |
0.0136 |
1.0% |
0.0072 |
0.5% |
93% |
True |
False |
128 |
| 10 |
1.3426 |
1.3102 |
0.0324 |
2.4% |
0.0079 |
0.6% |
97% |
True |
False |
109 |
| 20 |
1.3426 |
1.2839 |
0.0587 |
4.4% |
0.0077 |
0.6% |
98% |
True |
False |
67 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.5% |
0.0069 |
0.5% |
99% |
True |
False |
48 |
| 60 |
1.3426 |
1.2775 |
0.0651 |
4.9% |
0.0072 |
0.5% |
99% |
True |
False |
38 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
4.9% |
0.0068 |
0.5% |
99% |
True |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3804 |
|
2.618 |
1.3659 |
|
1.618 |
1.3570 |
|
1.000 |
1.3515 |
|
0.618 |
1.3481 |
|
HIGH |
1.3426 |
|
0.618 |
1.3392 |
|
0.500 |
1.3382 |
|
0.382 |
1.3371 |
|
LOW |
1.3337 |
|
0.618 |
1.3282 |
|
1.000 |
1.3248 |
|
1.618 |
1.3193 |
|
2.618 |
1.3104 |
|
4.250 |
1.2959 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3405 |
1.3402 |
| PP |
1.3393 |
1.3386 |
| S1 |
1.3382 |
1.3371 |
|