CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3171 |
1.3187 |
0.0016 |
0.1% |
1.3073 |
| High |
1.3248 |
1.3222 |
-0.0026 |
-0.2% |
1.3098 |
| Low |
1.3165 |
1.3040 |
-0.0125 |
-0.9% |
1.2959 |
| Close |
1.3217 |
1.3061 |
-0.0156 |
-1.2% |
1.3033 |
| Range |
0.0083 |
0.0182 |
0.0099 |
119.3% |
0.0139 |
| ATR |
0.0104 |
0.0109 |
0.0006 |
5.4% |
0.0000 |
| Volume |
198,603 |
440,047 |
241,444 |
121.6% |
1,184,107 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3654 |
1.3539 |
1.3161 |
|
| R3 |
1.3472 |
1.3357 |
1.3111 |
|
| R2 |
1.3290 |
1.3290 |
1.3094 |
|
| R1 |
1.3175 |
1.3175 |
1.3078 |
1.3142 |
| PP |
1.3108 |
1.3108 |
1.3108 |
1.3091 |
| S1 |
1.2993 |
1.2993 |
1.3044 |
1.2960 |
| S2 |
1.2926 |
1.2926 |
1.3028 |
|
| S3 |
1.2744 |
1.2811 |
1.3011 |
|
| S4 |
1.2562 |
1.2629 |
1.2961 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3379 |
1.3109 |
|
| R3 |
1.3308 |
1.3240 |
1.3071 |
|
| R2 |
1.3169 |
1.3169 |
1.3058 |
|
| R1 |
1.3101 |
1.3101 |
1.3046 |
1.3066 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3012 |
| S1 |
1.2962 |
1.2962 |
1.3020 |
1.2927 |
| S2 |
1.2891 |
1.2891 |
1.3008 |
|
| S3 |
1.2752 |
1.2823 |
1.2995 |
|
| S4 |
1.2613 |
1.2684 |
1.2957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3248 |
1.2994 |
0.0254 |
1.9% |
0.0109 |
0.8% |
26% |
False |
False |
268,762 |
| 10 |
1.3248 |
1.2959 |
0.0289 |
2.2% |
0.0100 |
0.8% |
35% |
False |
False |
253,614 |
| 20 |
1.3248 |
1.2907 |
0.0341 |
2.6% |
0.0105 |
0.8% |
45% |
False |
False |
256,770 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0112 |
0.9% |
62% |
False |
False |
241,315 |
| 60 |
1.3605 |
1.2751 |
0.0854 |
6.5% |
0.0112 |
0.9% |
36% |
False |
False |
161,646 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0108 |
0.8% |
32% |
False |
False |
121,321 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0100 |
0.8% |
32% |
False |
False |
97,077 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0091 |
0.7% |
34% |
False |
False |
80,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3996 |
|
2.618 |
1.3698 |
|
1.618 |
1.3516 |
|
1.000 |
1.3404 |
|
0.618 |
1.3334 |
|
HIGH |
1.3222 |
|
0.618 |
1.3152 |
|
0.500 |
1.3131 |
|
0.382 |
1.3110 |
|
LOW |
1.3040 |
|
0.618 |
1.2928 |
|
1.000 |
1.2858 |
|
1.618 |
1.2746 |
|
2.618 |
1.2564 |
|
4.250 |
1.2267 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3131 |
1.3144 |
| PP |
1.3108 |
1.3116 |
| S1 |
1.3084 |
1.3089 |
|