CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3047 |
1.2979 |
-0.0068 |
-0.5% |
1.3121 |
| High |
1.3054 |
1.3003 |
-0.0051 |
-0.4% |
1.3198 |
| Low |
1.2938 |
1.2944 |
0.0006 |
0.0% |
1.2938 |
| Close |
1.2986 |
1.2973 |
-0.0013 |
-0.1% |
1.2986 |
| Range |
0.0116 |
0.0059 |
-0.0057 |
-49.1% |
0.0260 |
| ATR |
0.0112 |
0.0108 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
302,174 |
213,180 |
-88,994 |
-29.5% |
1,136,758 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3150 |
1.3121 |
1.3005 |
|
| R3 |
1.3091 |
1.3062 |
1.2989 |
|
| R2 |
1.3032 |
1.3032 |
1.2984 |
|
| R1 |
1.3003 |
1.3003 |
1.2978 |
1.2988 |
| PP |
1.2973 |
1.2973 |
1.2973 |
1.2966 |
| S1 |
1.2944 |
1.2944 |
1.2968 |
1.2929 |
| S2 |
1.2914 |
1.2914 |
1.2962 |
|
| S3 |
1.2855 |
1.2885 |
1.2957 |
|
| S4 |
1.2796 |
1.2826 |
1.2941 |
|
|
| 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% |
0.0106 |
0.8% |
13% |
False |
False |
243,196 |
| 10 |
1.3248 |
1.2938 |
0.0310 |
2.4% |
0.0115 |
0.9% |
11% |
False |
False |
257,086 |
| 20 |
1.3248 |
1.2938 |
0.0310 |
2.4% |
0.0110 |
0.8% |
11% |
False |
False |
255,392 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0110 |
0.8% |
45% |
False |
False |
266,895 |
| 60 |
1.3444 |
1.2751 |
0.0693 |
5.3% |
0.0112 |
0.9% |
32% |
False |
False |
189,055 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0109 |
0.8% |
23% |
False |
False |
141,890 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0104 |
0.8% |
23% |
False |
False |
113,544 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0095 |
0.7% |
23% |
False |
False |
94,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3254 |
|
2.618 |
1.3157 |
|
1.618 |
1.3098 |
|
1.000 |
1.3062 |
|
0.618 |
1.3039 |
|
HIGH |
1.3003 |
|
0.618 |
1.2980 |
|
0.500 |
1.2974 |
|
0.382 |
1.2967 |
|
LOW |
1.2944 |
|
0.618 |
1.2908 |
|
1.000 |
1.2885 |
|
1.618 |
1.2849 |
|
2.618 |
1.2790 |
|
4.250 |
1.2693 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2974 |
1.3060 |
| PP |
1.2973 |
1.3031 |
| S1 |
1.2973 |
1.3002 |
|