CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3083 |
1.3160 |
0.0077 |
0.6% |
1.3061 |
| High |
1.3198 |
1.3181 |
-0.0017 |
-0.1% |
1.3248 |
| Low |
1.3075 |
1.3012 |
-0.0063 |
-0.5% |
1.3033 |
| Close |
1.3162 |
1.3019 |
-0.0143 |
-1.1% |
1.3113 |
| Range |
0.0123 |
0.0169 |
0.0046 |
37.4% |
0.0215 |
| ATR |
0.0107 |
0.0112 |
0.0004 |
4.1% |
0.0000 |
| Volume |
235,593 |
282,023 |
46,430 |
19.7% |
1,430,401 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3578 |
1.3467 |
1.3112 |
|
| R3 |
1.3409 |
1.3298 |
1.3065 |
|
| R2 |
1.3240 |
1.3240 |
1.3050 |
|
| R1 |
1.3129 |
1.3129 |
1.3034 |
1.3100 |
| PP |
1.3071 |
1.3071 |
1.3071 |
1.3056 |
| S1 |
1.2960 |
1.2960 |
1.3004 |
1.2931 |
| S2 |
1.2902 |
1.2902 |
1.2988 |
|
| S3 |
1.2733 |
1.2791 |
1.2973 |
|
| S4 |
1.2564 |
1.2622 |
1.2926 |
|
|
| 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 |
1.3198 |
1.3012 |
0.0186 |
1.4% |
0.0115 |
0.9% |
4% |
False |
True |
226,359 |
| 10 |
1.3248 |
1.2994 |
0.0254 |
2.0% |
0.0112 |
0.9% |
10% |
False |
False |
247,561 |
| 20 |
1.3248 |
1.2959 |
0.0289 |
2.2% |
0.0110 |
0.8% |
21% |
False |
False |
254,295 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0111 |
0.9% |
54% |
False |
False |
264,048 |
| 60 |
1.3530 |
1.2751 |
0.0779 |
6.0% |
0.0113 |
0.9% |
34% |
False |
False |
180,477 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0109 |
0.8% |
27% |
False |
False |
135,453 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0104 |
0.8% |
27% |
False |
False |
108,393 |
| 120 |
1.3731 |
1.2737 |
0.0994 |
7.6% |
0.0094 |
0.7% |
28% |
False |
False |
90,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3899 |
|
2.618 |
1.3623 |
|
1.618 |
1.3454 |
|
1.000 |
1.3350 |
|
0.618 |
1.3285 |
|
HIGH |
1.3181 |
|
0.618 |
1.3116 |
|
0.500 |
1.3097 |
|
0.382 |
1.3077 |
|
LOW |
1.3012 |
|
0.618 |
1.2908 |
|
1.000 |
1.2843 |
|
1.618 |
1.2739 |
|
2.618 |
1.2570 |
|
4.250 |
1.2294 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3097 |
1.3105 |
| PP |
1.3071 |
1.3076 |
| S1 |
1.3045 |
1.3048 |
|