CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3187 |
1.3068 |
-0.0119 |
-0.9% |
1.3061 |
| High |
1.3222 |
1.3164 |
-0.0058 |
-0.4% |
1.3248 |
| Low |
1.3040 |
1.3035 |
-0.0005 |
0.0% |
1.3033 |
| Close |
1.3061 |
1.3113 |
0.0052 |
0.4% |
1.3113 |
| Range |
0.0182 |
0.0129 |
-0.0053 |
-29.1% |
0.0215 |
| ATR |
0.0109 |
0.0111 |
0.0001 |
1.3% |
0.0000 |
| Volume |
440,047 |
297,214 |
-142,833 |
-32.5% |
1,430,401 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3491 |
1.3431 |
1.3184 |
|
| R3 |
1.3362 |
1.3302 |
1.3148 |
|
| R2 |
1.3233 |
1.3233 |
1.3137 |
|
| R1 |
1.3173 |
1.3173 |
1.3125 |
1.3203 |
| PP |
1.3104 |
1.3104 |
1.3104 |
1.3119 |
| S1 |
1.3044 |
1.3044 |
1.3101 |
1.3074 |
| S2 |
1.2975 |
1.2975 |
1.3089 |
|
| S3 |
1.2846 |
1.2915 |
1.3078 |
|
| S4 |
1.2717 |
1.2786 |
1.3042 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3776 |
1.3660 |
1.3231 |
|
| R3 |
1.3561 |
1.3445 |
1.3172 |
|
| R2 |
1.3346 |
1.3346 |
1.3152 |
|
| R1 |
1.3230 |
1.3230 |
1.3133 |
1.3288 |
| PP |
1.3131 |
1.3131 |
1.3131 |
1.3161 |
| S1 |
1.3015 |
1.3015 |
1.3093 |
1.3073 |
| S2 |
1.2916 |
1.2916 |
1.3074 |
|
| S3 |
1.2701 |
1.2800 |
1.3054 |
|
| S4 |
1.2486 |
1.2585 |
1.2995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3248 |
1.3033 |
0.0215 |
1.6% |
0.0123 |
0.9% |
37% |
False |
False |
286,080 |
| 10 |
1.3248 |
1.2959 |
0.0289 |
2.2% |
0.0104 |
0.8% |
53% |
False |
False |
261,450 |
| 20 |
1.3248 |
1.2959 |
0.0289 |
2.2% |
0.0105 |
0.8% |
53% |
False |
False |
256,717 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0112 |
0.9% |
73% |
False |
False |
248,250 |
| 60 |
1.3582 |
1.2751 |
0.0831 |
6.3% |
0.0112 |
0.9% |
44% |
False |
False |
166,595 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0109 |
0.8% |
37% |
False |
False |
125,036 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0101 |
0.8% |
37% |
False |
False |
100,049 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0092 |
0.7% |
39% |
False |
False |
83,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3712 |
|
2.618 |
1.3502 |
|
1.618 |
1.3373 |
|
1.000 |
1.3293 |
|
0.618 |
1.3244 |
|
HIGH |
1.3164 |
|
0.618 |
1.3115 |
|
0.500 |
1.3100 |
|
0.382 |
1.3084 |
|
LOW |
1.3035 |
|
0.618 |
1.2955 |
|
1.000 |
1.2906 |
|
1.618 |
1.2826 |
|
2.618 |
1.2697 |
|
4.250 |
1.2487 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3109 |
1.3142 |
| PP |
1.3104 |
1.3132 |
| S1 |
1.3100 |
1.3123 |
|