CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3160 |
1.3047 |
-0.0113 |
-0.9% |
1.3121 |
| High |
1.3181 |
1.3054 |
-0.0127 |
-1.0% |
1.3198 |
| Low |
1.3012 |
1.2938 |
-0.0074 |
-0.6% |
1.2938 |
| Close |
1.3019 |
1.2986 |
-0.0033 |
-0.3% |
1.2986 |
| Range |
0.0169 |
0.0116 |
-0.0053 |
-31.4% |
0.0260 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
0.3% |
0.0000 |
| Volume |
282,023 |
302,174 |
20,151 |
7.1% |
1,136,758 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3341 |
1.3279 |
1.3050 |
|
| R3 |
1.3225 |
1.3163 |
1.3018 |
|
| R2 |
1.3109 |
1.3109 |
1.3007 |
|
| R1 |
1.3047 |
1.3047 |
1.2997 |
1.3020 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.2979 |
| S1 |
1.2931 |
1.2931 |
1.2975 |
1.2904 |
| S2 |
1.2877 |
1.2877 |
1.2965 |
|
| S3 |
1.2761 |
1.2815 |
1.2954 |
|
| S4 |
1.2645 |
1.2699 |
1.2922 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3821 |
1.3663 |
1.3129 |
|
| R3 |
1.3561 |
1.3403 |
1.3058 |
|
| R2 |
1.3301 |
1.3301 |
1.3034 |
|
| R1 |
1.3143 |
1.3143 |
1.3010 |
1.3092 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3015 |
| S1 |
1.2883 |
1.2883 |
1.2962 |
1.2832 |
| S2 |
1.2781 |
1.2781 |
1.2938 |
|
| S3 |
1.2521 |
1.2623 |
1.2915 |
|
| S4 |
1.2261 |
1.2363 |
1.2843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3198 |
1.2938 |
0.0260 |
2.0% |
0.0112 |
0.9% |
18% |
False |
True |
227,351 |
| 10 |
1.3248 |
1.2938 |
0.0310 |
2.4% |
0.0118 |
0.9% |
15% |
False |
True |
256,715 |
| 20 |
1.3248 |
1.2938 |
0.0310 |
2.4% |
0.0112 |
0.9% |
15% |
False |
True |
257,248 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0111 |
0.9% |
47% |
False |
False |
267,930 |
| 60 |
1.3465 |
1.2751 |
0.0714 |
5.5% |
0.0113 |
0.9% |
33% |
False |
False |
185,509 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0109 |
0.8% |
24% |
False |
False |
139,228 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0104 |
0.8% |
24% |
False |
False |
111,415 |
| 120 |
1.3731 |
1.2737 |
0.0994 |
7.7% |
0.0095 |
0.7% |
25% |
False |
False |
92,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3547 |
|
2.618 |
1.3358 |
|
1.618 |
1.3242 |
|
1.000 |
1.3170 |
|
0.618 |
1.3126 |
|
HIGH |
1.3054 |
|
0.618 |
1.3010 |
|
0.500 |
1.2996 |
|
0.382 |
1.2982 |
|
LOW |
1.2938 |
|
0.618 |
1.2866 |
|
1.000 |
1.2822 |
|
1.618 |
1.2750 |
|
2.618 |
1.2634 |
|
4.250 |
1.2445 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2996 |
1.3068 |
| PP |
1.2993 |
1.3041 |
| S1 |
1.2989 |
1.3013 |
|