CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2909 |
1.2853 |
-0.0056 |
-0.4% |
1.2979 |
| High |
1.2996 |
1.2959 |
-0.0037 |
-0.3% |
1.3032 |
| Low |
1.2835 |
1.2823 |
-0.0012 |
-0.1% |
1.2798 |
| Close |
1.2844 |
1.2933 |
0.0089 |
0.7% |
1.2831 |
| Range |
0.0161 |
0.0136 |
-0.0025 |
-15.5% |
0.0234 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
1.8% |
0.0000 |
| Volume |
397,720 |
325,451 |
-72,269 |
-18.2% |
1,314,635 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3313 |
1.3259 |
1.3008 |
|
| R3 |
1.3177 |
1.3123 |
1.2970 |
|
| R2 |
1.3041 |
1.3041 |
1.2958 |
|
| R1 |
1.2987 |
1.2987 |
1.2945 |
1.3014 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2919 |
| S1 |
1.2851 |
1.2851 |
1.2921 |
1.2878 |
| S2 |
1.2769 |
1.2769 |
1.2908 |
|
| S3 |
1.2633 |
1.2715 |
1.2896 |
|
| S4 |
1.2497 |
1.2579 |
1.2858 |
|
|
| 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% |
0.0116 |
0.9% |
68% |
False |
False |
288,713 |
| 10 |
1.3054 |
1.2798 |
0.0256 |
2.0% |
0.0106 |
0.8% |
53% |
False |
False |
279,466 |
| 20 |
1.3248 |
1.2798 |
0.0450 |
3.5% |
0.0109 |
0.8% |
30% |
False |
False |
263,513 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0107 |
0.8% |
37% |
False |
False |
257,750 |
| 60 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0110 |
0.8% |
37% |
False |
False |
226,834 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0111 |
0.9% |
19% |
False |
False |
170,349 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0107 |
0.8% |
19% |
False |
False |
136,329 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0099 |
0.8% |
19% |
False |
False |
113,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3537 |
|
2.618 |
1.3315 |
|
1.618 |
1.3179 |
|
1.000 |
1.3095 |
|
0.618 |
1.3043 |
|
HIGH |
1.2959 |
|
0.618 |
1.2907 |
|
0.500 |
1.2891 |
|
0.382 |
1.2875 |
|
LOW |
1.2823 |
|
0.618 |
1.2739 |
|
1.000 |
1.2687 |
|
1.618 |
1.2603 |
|
2.618 |
1.2467 |
|
4.250 |
1.2245 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2919 |
1.2925 |
| PP |
1.2905 |
1.2917 |
| S1 |
1.2891 |
1.2910 |
|