CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3121 |
1.3078 |
-0.0043 |
-0.3% |
1.3061 |
| High |
1.3145 |
1.3135 |
-0.0010 |
-0.1% |
1.3248 |
| Low |
1.3056 |
1.3071 |
0.0015 |
0.1% |
1.3033 |
| Close |
1.3081 |
1.3088 |
0.0007 |
0.1% |
1.3113 |
| Range |
0.0089 |
0.0064 |
-0.0025 |
-28.1% |
0.0215 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
133,956 |
183,012 |
49,056 |
36.6% |
1,430,401 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3290 |
1.3253 |
1.3123 |
|
| R3 |
1.3226 |
1.3189 |
1.3106 |
|
| R2 |
1.3162 |
1.3162 |
1.3100 |
|
| R1 |
1.3125 |
1.3125 |
1.3094 |
1.3144 |
| PP |
1.3098 |
1.3098 |
1.3098 |
1.3107 |
| S1 |
1.3061 |
1.3061 |
1.3082 |
1.3080 |
| S2 |
1.3034 |
1.3034 |
1.3076 |
|
| S3 |
1.2970 |
1.2997 |
1.3070 |
|
| S4 |
1.2906 |
1.2933 |
1.3053 |
|
|
| 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% |
0.0109 |
0.8% |
25% |
False |
False |
250,566 |
| 10 |
1.3248 |
1.2959 |
0.0289 |
2.2% |
0.0101 |
0.8% |
45% |
False |
False |
247,129 |
| 20 |
1.3248 |
1.2959 |
0.0289 |
2.2% |
0.0104 |
0.8% |
45% |
False |
False |
251,008 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0109 |
0.8% |
68% |
False |
False |
254,768 |
| 60 |
1.3530 |
1.2751 |
0.0779 |
6.0% |
0.0110 |
0.8% |
43% |
False |
False |
171,864 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0108 |
0.8% |
34% |
False |
False |
128,995 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0102 |
0.8% |
34% |
False |
False |
103,218 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0092 |
0.7% |
37% |
False |
False |
86,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3407 |
|
2.618 |
1.3303 |
|
1.618 |
1.3239 |
|
1.000 |
1.3199 |
|
0.618 |
1.3175 |
|
HIGH |
1.3135 |
|
0.618 |
1.3111 |
|
0.500 |
1.3103 |
|
0.382 |
1.3095 |
|
LOW |
1.3071 |
|
0.618 |
1.3031 |
|
1.000 |
1.3007 |
|
1.618 |
1.2967 |
|
2.618 |
1.2903 |
|
4.250 |
1.2799 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3103 |
1.3100 |
| PP |
1.3098 |
1.3096 |
| S1 |
1.3093 |
1.3092 |
|