CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3298 |
1.3256 |
-0.0042 |
-0.3% |
1.3362 |
| High |
1.3298 |
1.3263 |
-0.0035 |
-0.3% |
1.3426 |
| Low |
1.3179 |
1.3117 |
-0.0062 |
-0.5% |
1.3117 |
| Close |
1.3207 |
1.3153 |
-0.0054 |
-0.4% |
1.3153 |
| Range |
0.0119 |
0.0146 |
0.0027 |
22.7% |
0.0309 |
| ATR |
0.0087 |
0.0091 |
0.0004 |
4.8% |
0.0000 |
| Volume |
263 |
704 |
441 |
167.7% |
1,325 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3616 |
1.3530 |
1.3233 |
|
| R3 |
1.3470 |
1.3384 |
1.3193 |
|
| R2 |
1.3324 |
1.3324 |
1.3180 |
|
| R1 |
1.3238 |
1.3238 |
1.3166 |
1.3208 |
| PP |
1.3178 |
1.3178 |
1.3178 |
1.3163 |
| S1 |
1.3092 |
1.3092 |
1.3140 |
1.3062 |
| S2 |
1.3032 |
1.3032 |
1.3126 |
|
| S3 |
1.2886 |
1.2946 |
1.3113 |
|
| S4 |
1.2740 |
1.2800 |
1.3073 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4159 |
1.3965 |
1.3323 |
|
| R3 |
1.3850 |
1.3656 |
1.3238 |
|
| R2 |
1.3541 |
1.3541 |
1.3210 |
|
| R1 |
1.3347 |
1.3347 |
1.3181 |
1.3290 |
| PP |
1.3232 |
1.3232 |
1.3232 |
1.3203 |
| S1 |
1.3038 |
1.3038 |
1.3125 |
1.2981 |
| S2 |
1.2923 |
1.2923 |
1.3096 |
|
| S3 |
1.2614 |
1.2729 |
1.3068 |
|
| S4 |
1.2305 |
1.2420 |
1.2983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3426 |
1.3117 |
0.0309 |
2.3% |
0.0107 |
0.8% |
12% |
False |
True |
265 |
| 10 |
1.3426 |
1.3117 |
0.0309 |
2.3% |
0.0093 |
0.7% |
12% |
False |
True |
206 |
| 20 |
1.3426 |
1.2860 |
0.0566 |
4.3% |
0.0083 |
0.6% |
52% |
False |
False |
123 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0075 |
0.6% |
55% |
False |
False |
76 |
| 60 |
1.3426 |
1.2775 |
0.0651 |
4.9% |
0.0074 |
0.6% |
58% |
False |
False |
57 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
4.9% |
0.0070 |
0.5% |
58% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3884 |
|
2.618 |
1.3645 |
|
1.618 |
1.3499 |
|
1.000 |
1.3409 |
|
0.618 |
1.3353 |
|
HIGH |
1.3263 |
|
0.618 |
1.3207 |
|
0.500 |
1.3190 |
|
0.382 |
1.3173 |
|
LOW |
1.3117 |
|
0.618 |
1.3027 |
|
1.000 |
1.2971 |
|
1.618 |
1.2881 |
|
2.618 |
1.2735 |
|
4.250 |
1.2497 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3190 |
1.3268 |
| PP |
1.3178 |
1.3229 |
| S1 |
1.3165 |
1.3191 |
|