CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3256 |
1.3117 |
-0.0139 |
-1.0% |
1.3362 |
| High |
1.3263 |
1.3155 |
-0.0108 |
-0.8% |
1.3426 |
| Low |
1.3117 |
1.3075 |
-0.0042 |
-0.3% |
1.3117 |
| Close |
1.3153 |
1.3137 |
-0.0016 |
-0.1% |
1.3153 |
| Range |
0.0146 |
0.0080 |
-0.0066 |
-45.2% |
0.0309 |
| ATR |
0.0091 |
0.0091 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
704 |
402 |
-302 |
-42.9% |
1,325 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3362 |
1.3330 |
1.3181 |
|
| R3 |
1.3282 |
1.3250 |
1.3159 |
|
| R2 |
1.3202 |
1.3202 |
1.3152 |
|
| R1 |
1.3170 |
1.3170 |
1.3144 |
1.3186 |
| PP |
1.3122 |
1.3122 |
1.3122 |
1.3131 |
| S1 |
1.3090 |
1.3090 |
1.3130 |
1.3106 |
| S2 |
1.3042 |
1.3042 |
1.3122 |
|
| S3 |
1.2962 |
1.3010 |
1.3115 |
|
| S4 |
1.2882 |
1.2930 |
1.3093 |
|
|
| 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 |
1.3075 |
0.0351 |
2.7% |
0.0114 |
0.9% |
18% |
False |
True |
323 |
| 10 |
1.3426 |
1.3075 |
0.0351 |
2.7% |
0.0092 |
0.7% |
18% |
False |
True |
233 |
| 20 |
1.3426 |
1.2860 |
0.0566 |
4.3% |
0.0084 |
0.6% |
49% |
False |
False |
142 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0076 |
0.6% |
52% |
False |
False |
85 |
| 60 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0074 |
0.6% |
56% |
False |
False |
63 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0070 |
0.5% |
56% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3495 |
|
2.618 |
1.3364 |
|
1.618 |
1.3284 |
|
1.000 |
1.3235 |
|
0.618 |
1.3204 |
|
HIGH |
1.3155 |
|
0.618 |
1.3124 |
|
0.500 |
1.3115 |
|
0.382 |
1.3106 |
|
LOW |
1.3075 |
|
0.618 |
1.3026 |
|
1.000 |
1.2995 |
|
1.618 |
1.2946 |
|
2.618 |
1.2866 |
|
4.250 |
1.2735 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3130 |
1.3187 |
| PP |
1.3122 |
1.3170 |
| S1 |
1.3115 |
1.3154 |
|