CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3022 |
1.3045 |
0.0023 |
0.2% |
1.3117 |
| High |
1.3067 |
1.3113 |
0.0046 |
0.4% |
1.3155 |
| Low |
1.3014 |
1.3007 |
-0.0007 |
-0.1% |
1.2998 |
| Close |
1.3058 |
1.3029 |
-0.0029 |
-0.2% |
1.3029 |
| Range |
0.0053 |
0.0106 |
0.0053 |
100.0% |
0.0157 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.5% |
0.0000 |
| Volume |
334 |
329 |
-5 |
-1.5% |
1,655 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3368 |
1.3304 |
1.3087 |
|
| R3 |
1.3262 |
1.3198 |
1.3058 |
|
| R2 |
1.3156 |
1.3156 |
1.3048 |
|
| R1 |
1.3092 |
1.3092 |
1.3039 |
1.3071 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3039 |
| S1 |
1.2986 |
1.2986 |
1.3019 |
1.2965 |
| S2 |
1.2944 |
1.2944 |
1.3010 |
|
| S3 |
1.2838 |
1.2880 |
1.3000 |
|
| S4 |
1.2732 |
1.2774 |
1.2971 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3532 |
1.3437 |
1.3115 |
|
| R3 |
1.3375 |
1.3280 |
1.3072 |
|
| R2 |
1.3218 |
1.3218 |
1.3058 |
|
| R1 |
1.3123 |
1.3123 |
1.3043 |
1.3092 |
| PP |
1.3061 |
1.3061 |
1.3061 |
1.3045 |
| S1 |
1.2966 |
1.2966 |
1.3015 |
1.2935 |
| S2 |
1.2904 |
1.2904 |
1.3000 |
|
| S3 |
1.2747 |
1.2809 |
1.2986 |
|
| S4 |
1.2590 |
1.2652 |
1.2943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3155 |
1.2998 |
0.0157 |
1.2% |
0.0082 |
0.6% |
20% |
False |
False |
331 |
| 10 |
1.3426 |
1.2998 |
0.0428 |
3.3% |
0.0094 |
0.7% |
7% |
False |
False |
298 |
| 20 |
1.3426 |
1.2986 |
0.0440 |
3.4% |
0.0087 |
0.7% |
10% |
False |
False |
199 |
| 40 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0075 |
0.6% |
34% |
False |
False |
116 |
| 60 |
1.3426 |
1.2823 |
0.0603 |
4.6% |
0.0074 |
0.6% |
34% |
False |
False |
83 |
| 80 |
1.3426 |
1.2775 |
0.0651 |
5.0% |
0.0073 |
0.6% |
39% |
False |
False |
66 |
| 100 |
1.3595 |
1.2775 |
0.0820 |
6.3% |
0.0069 |
0.5% |
31% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3564 |
|
2.618 |
1.3391 |
|
1.618 |
1.3285 |
|
1.000 |
1.3219 |
|
0.618 |
1.3179 |
|
HIGH |
1.3113 |
|
0.618 |
1.3073 |
|
0.500 |
1.3060 |
|
0.382 |
1.3047 |
|
LOW |
1.3007 |
|
0.618 |
1.2941 |
|
1.000 |
1.2901 |
|
1.618 |
1.2835 |
|
2.618 |
1.2729 |
|
4.250 |
1.2557 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3060 |
1.3056 |
| PP |
1.3050 |
1.3047 |
| S1 |
1.3039 |
1.3038 |
|