CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3068 |
1.3121 |
0.0053 |
0.4% |
1.3061 |
| High |
1.3164 |
1.3145 |
-0.0019 |
-0.1% |
1.3248 |
| Low |
1.3035 |
1.3056 |
0.0021 |
0.2% |
1.3033 |
| Close |
1.3113 |
1.3081 |
-0.0032 |
-0.2% |
1.3113 |
| Range |
0.0129 |
0.0089 |
-0.0040 |
-31.0% |
0.0215 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
297,214 |
133,956 |
-163,258 |
-54.9% |
1,430,401 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3361 |
1.3310 |
1.3130 |
|
| R3 |
1.3272 |
1.3221 |
1.3105 |
|
| R2 |
1.3183 |
1.3183 |
1.3097 |
|
| R1 |
1.3132 |
1.3132 |
1.3089 |
1.3113 |
| PP |
1.3094 |
1.3094 |
1.3094 |
1.3085 |
| S1 |
1.3043 |
1.3043 |
1.3073 |
1.3024 |
| S2 |
1.3005 |
1.3005 |
1.3065 |
|
| S3 |
1.2916 |
1.2954 |
1.3057 |
|
| S4 |
1.2827 |
1.2865 |
1.3032 |
|
|
| 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 |
1.3035 |
0.0213 |
1.6% |
0.0123 |
0.9% |
22% |
False |
False |
270,977 |
| 10 |
1.3248 |
1.2959 |
0.0289 |
2.2% |
0.0106 |
0.8% |
42% |
False |
False |
256,275 |
| 20 |
1.3248 |
1.2959 |
0.0289 |
2.2% |
0.0106 |
0.8% |
42% |
False |
False |
254,123 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0110 |
0.8% |
66% |
False |
False |
251,076 |
| 60 |
1.3530 |
1.2751 |
0.0779 |
6.0% |
0.0111 |
0.8% |
42% |
False |
False |
168,823 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0109 |
0.8% |
34% |
False |
False |
126,708 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0102 |
0.8% |
34% |
False |
False |
101,388 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0092 |
0.7% |
36% |
False |
False |
84,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3523 |
|
2.618 |
1.3378 |
|
1.618 |
1.3289 |
|
1.000 |
1.3234 |
|
0.618 |
1.3200 |
|
HIGH |
1.3145 |
|
0.618 |
1.3111 |
|
0.500 |
1.3101 |
|
0.382 |
1.3090 |
|
LOW |
1.3056 |
|
0.618 |
1.3001 |
|
1.000 |
1.2967 |
|
1.618 |
1.2912 |
|
2.618 |
1.2823 |
|
4.250 |
1.2678 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3101 |
1.3129 |
| PP |
1.3094 |
1.3113 |
| S1 |
1.3088 |
1.3097 |
|