CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2938 |
1.2856 |
-0.0082 |
-0.6% |
1.2848 |
| High |
1.2952 |
1.2980 |
0.0028 |
0.2% |
1.2996 |
| Low |
1.2851 |
1.2839 |
-0.0012 |
-0.1% |
1.2822 |
| Close |
1.2876 |
1.2936 |
0.0060 |
0.5% |
1.2919 |
| Range |
0.0101 |
0.0141 |
0.0040 |
39.6% |
0.0174 |
| ATR |
0.0108 |
0.0111 |
0.0002 |
2.2% |
0.0000 |
| Volume |
308,706 |
307,771 |
-935 |
-0.3% |
1,416,507 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3341 |
1.3280 |
1.3014 |
|
| R3 |
1.3200 |
1.3139 |
1.2975 |
|
| R2 |
1.3059 |
1.3059 |
1.2962 |
|
| R1 |
1.2998 |
1.2998 |
1.2949 |
1.3029 |
| PP |
1.2918 |
1.2918 |
1.2918 |
1.2934 |
| S1 |
1.2857 |
1.2857 |
1.2923 |
1.2888 |
| S2 |
1.2777 |
1.2777 |
1.2910 |
|
| S3 |
1.2636 |
1.2716 |
1.2897 |
|
| S4 |
1.2495 |
1.2575 |
1.2858 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3434 |
1.3351 |
1.3015 |
|
| R3 |
1.3260 |
1.3177 |
1.2967 |
|
| R2 |
1.3086 |
1.3086 |
1.2951 |
|
| R1 |
1.3003 |
1.3003 |
1.2935 |
1.3045 |
| PP |
1.2912 |
1.2912 |
1.2912 |
1.2933 |
| S1 |
1.2829 |
1.2829 |
1.2903 |
1.2871 |
| S2 |
1.2738 |
1.2738 |
1.2887 |
|
| S3 |
1.2564 |
1.2655 |
1.2871 |
|
| S4 |
1.2390 |
1.2481 |
1.2823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2996 |
1.2823 |
0.0173 |
1.3% |
0.0126 |
1.0% |
65% |
False |
False |
315,659 |
| 10 |
1.2996 |
1.2798 |
0.0198 |
1.5% |
0.0110 |
0.8% |
70% |
False |
False |
285,058 |
| 20 |
1.3248 |
1.2798 |
0.0450 |
3.5% |
0.0112 |
0.9% |
31% |
False |
False |
271,012 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0109 |
0.8% |
37% |
False |
False |
264,533 |
| 60 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0111 |
0.9% |
37% |
False |
False |
240,917 |
| 80 |
1.3659 |
1.2751 |
0.0908 |
7.0% |
0.0112 |
0.9% |
20% |
False |
False |
181,023 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0108 |
0.8% |
19% |
False |
False |
144,875 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0101 |
0.8% |
19% |
False |
False |
120,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3579 |
|
2.618 |
1.3349 |
|
1.618 |
1.3208 |
|
1.000 |
1.3121 |
|
0.618 |
1.3067 |
|
HIGH |
1.2980 |
|
0.618 |
1.2926 |
|
0.500 |
1.2910 |
|
0.382 |
1.2893 |
|
LOW |
1.2839 |
|
0.618 |
1.2752 |
|
1.000 |
1.2698 |
|
1.618 |
1.2611 |
|
2.618 |
1.2470 |
|
4.250 |
1.2240 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2927 |
1.2930 |
| PP |
1.2918 |
1.2923 |
| S1 |
1.2910 |
1.2917 |
|