CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2887 |
1.2909 |
0.0022 |
0.2% |
1.2979 |
| High |
1.2936 |
1.2996 |
0.0060 |
0.5% |
1.3032 |
| Low |
1.2843 |
1.2835 |
-0.0008 |
-0.1% |
1.2798 |
| Close |
1.2903 |
1.2844 |
-0.0059 |
-0.5% |
1.2831 |
| Range |
0.0093 |
0.0161 |
0.0068 |
73.1% |
0.0234 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
3.9% |
0.0000 |
| Volume |
258,625 |
397,720 |
139,095 |
53.8% |
1,314,635 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3375 |
1.3270 |
1.2933 |
|
| R3 |
1.3214 |
1.3109 |
1.2888 |
|
| R2 |
1.3053 |
1.3053 |
1.2874 |
|
| R1 |
1.2948 |
1.2948 |
1.2859 |
1.2920 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2878 |
| S1 |
1.2787 |
1.2787 |
1.2829 |
1.2759 |
| S2 |
1.2731 |
1.2731 |
1.2814 |
|
| S3 |
1.2570 |
1.2626 |
1.2800 |
|
| S4 |
1.2409 |
1.2465 |
1.2755 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3589 |
1.3444 |
1.2960 |
|
| R3 |
1.3355 |
1.3210 |
1.2895 |
|
| R2 |
1.3121 |
1.3121 |
1.2874 |
|
| R1 |
1.2976 |
1.2976 |
1.2852 |
1.2932 |
| PP |
1.2887 |
1.2887 |
1.2887 |
1.2865 |
| S1 |
1.2742 |
1.2742 |
1.2810 |
1.2698 |
| S2 |
1.2653 |
1.2653 |
1.2788 |
|
| S3 |
1.2419 |
1.2508 |
1.2767 |
|
| S4 |
1.2185 |
1.2274 |
1.2702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2996 |
1.2798 |
0.0198 |
1.5% |
0.0106 |
0.8% |
23% |
True |
False |
276,571 |
| 10 |
1.3181 |
1.2798 |
0.0383 |
3.0% |
0.0110 |
0.9% |
12% |
False |
False |
275,124 |
| 20 |
1.3248 |
1.2798 |
0.0450 |
3.5% |
0.0108 |
0.8% |
10% |
False |
False |
260,813 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.9% |
0.0106 |
0.8% |
19% |
False |
False |
256,849 |
| 60 |
1.3248 |
1.2751 |
0.0497 |
3.9% |
0.0109 |
0.9% |
19% |
False |
False |
221,458 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0111 |
0.9% |
9% |
False |
False |
166,286 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0107 |
0.8% |
9% |
False |
False |
133,076 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0098 |
0.8% |
9% |
False |
False |
110,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3680 |
|
2.618 |
1.3417 |
|
1.618 |
1.3256 |
|
1.000 |
1.3157 |
|
0.618 |
1.3095 |
|
HIGH |
1.2996 |
|
0.618 |
1.2934 |
|
0.500 |
1.2916 |
|
0.382 |
1.2897 |
|
LOW |
1.2835 |
|
0.618 |
1.2736 |
|
1.000 |
1.2674 |
|
1.618 |
1.2575 |
|
2.618 |
1.2414 |
|
4.250 |
1.2151 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2916 |
1.2909 |
| PP |
1.2892 |
1.2887 |
| S1 |
1.2868 |
1.2866 |
|