CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2856 |
1.2939 |
0.0083 |
0.6% |
1.2848 |
| High |
1.2980 |
1.3063 |
0.0083 |
0.6% |
1.2996 |
| Low |
1.2839 |
1.2935 |
0.0096 |
0.7% |
1.2822 |
| Close |
1.2936 |
1.3046 |
0.0110 |
0.9% |
1.2919 |
| Range |
0.0141 |
0.0128 |
-0.0013 |
-9.2% |
0.0174 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
1.1% |
0.0000 |
| Volume |
307,771 |
309,070 |
1,299 |
0.4% |
1,416,507 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3399 |
1.3350 |
1.3116 |
|
| R3 |
1.3271 |
1.3222 |
1.3081 |
|
| R2 |
1.3143 |
1.3143 |
1.3069 |
|
| R1 |
1.3094 |
1.3094 |
1.3058 |
1.3119 |
| PP |
1.3015 |
1.3015 |
1.3015 |
1.3027 |
| S1 |
1.2966 |
1.2966 |
1.3034 |
1.2991 |
| S2 |
1.2887 |
1.2887 |
1.3023 |
|
| S3 |
1.2759 |
1.2838 |
1.3011 |
|
| S4 |
1.2631 |
1.2710 |
1.2976 |
|
|
| 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 |
1.3063 |
1.2823 |
0.0240 |
1.8% |
0.0119 |
0.9% |
93% |
True |
False |
297,929 |
| 10 |
1.3063 |
1.2798 |
0.0265 |
2.0% |
0.0113 |
0.9% |
94% |
True |
False |
287,250 |
| 20 |
1.3222 |
1.2798 |
0.0424 |
3.3% |
0.0114 |
0.9% |
58% |
False |
False |
276,535 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0110 |
0.8% |
59% |
False |
False |
266,865 |
| 60 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0112 |
0.9% |
59% |
False |
False |
245,998 |
| 80 |
1.3609 |
1.2751 |
0.0858 |
6.6% |
0.0112 |
0.9% |
34% |
False |
False |
184,872 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0108 |
0.8% |
30% |
False |
False |
147,963 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0102 |
0.8% |
30% |
False |
False |
123,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3607 |
|
2.618 |
1.3398 |
|
1.618 |
1.3270 |
|
1.000 |
1.3191 |
|
0.618 |
1.3142 |
|
HIGH |
1.3063 |
|
0.618 |
1.3014 |
|
0.500 |
1.2999 |
|
0.382 |
1.2984 |
|
LOW |
1.2935 |
|
0.618 |
1.2856 |
|
1.000 |
1.2807 |
|
1.618 |
1.2728 |
|
2.618 |
1.2600 |
|
4.250 |
1.2391 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3030 |
1.3014 |
| PP |
1.3015 |
1.2983 |
| S1 |
1.2999 |
1.2951 |
|