CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3190 |
1.3086 |
-0.0104 |
-0.8% |
1.3069 |
| High |
1.3224 |
1.3170 |
-0.0054 |
-0.4% |
1.3250 |
| Low |
1.3060 |
1.3050 |
-0.0010 |
-0.1% |
1.3050 |
| Close |
1.3071 |
1.3122 |
0.0051 |
0.4% |
1.3122 |
| Range |
0.0164 |
0.0120 |
-0.0044 |
-26.8% |
0.0200 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
1.7% |
0.0000 |
| Volume |
150 |
668 |
518 |
345.3% |
1,533 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3474 |
1.3418 |
1.3188 |
|
| R3 |
1.3354 |
1.3298 |
1.3155 |
|
| R2 |
1.3234 |
1.3234 |
1.3144 |
|
| R1 |
1.3178 |
1.3178 |
1.3133 |
1.3206 |
| PP |
1.3114 |
1.3114 |
1.3114 |
1.3128 |
| S1 |
1.3058 |
1.3058 |
1.3111 |
1.3086 |
| S2 |
1.2994 |
1.2994 |
1.3100 |
|
| S3 |
1.2874 |
1.2938 |
1.3089 |
|
| S4 |
1.2754 |
1.2818 |
1.3056 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3741 |
1.3631 |
1.3232 |
|
| R3 |
1.3541 |
1.3431 |
1.3177 |
|
| R2 |
1.3341 |
1.3341 |
1.3159 |
|
| R1 |
1.3231 |
1.3231 |
1.3140 |
1.3286 |
| PP |
1.3141 |
1.3141 |
1.3141 |
1.3168 |
| S1 |
1.3031 |
1.3031 |
1.3104 |
1.3086 |
| S2 |
1.2941 |
1.2941 |
1.3085 |
|
| S3 |
1.2741 |
1.2831 |
1.3067 |
|
| S4 |
1.2541 |
1.2631 |
1.3012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3250 |
1.3050 |
0.0200 |
1.5% |
0.0110 |
0.8% |
36% |
False |
True |
306 |
| 10 |
1.3250 |
1.2981 |
0.0269 |
2.0% |
0.0092 |
0.7% |
52% |
False |
False |
241 |
| 20 |
1.3250 |
1.2981 |
0.0269 |
2.0% |
0.0093 |
0.7% |
52% |
False |
False |
280 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0096 |
0.7% |
73% |
False |
False |
209 |
| 60 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0086 |
0.7% |
46% |
False |
False |
146 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0073 |
0.6% |
38% |
False |
False |
112 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0064 |
0.5% |
38% |
False |
False |
90 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0057 |
0.4% |
39% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3680 |
|
2.618 |
1.3484 |
|
1.618 |
1.3364 |
|
1.000 |
1.3290 |
|
0.618 |
1.3244 |
|
HIGH |
1.3170 |
|
0.618 |
1.3124 |
|
0.500 |
1.3110 |
|
0.382 |
1.3096 |
|
LOW |
1.3050 |
|
0.618 |
1.2976 |
|
1.000 |
1.2930 |
|
1.618 |
1.2856 |
|
2.618 |
1.2736 |
|
4.250 |
1.2540 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3150 |
| PP |
1.3114 |
1.3141 |
| S1 |
1.3110 |
1.3131 |
|