CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3086 |
1.3150 |
0.0064 |
0.5% |
1.3069 |
| High |
1.3170 |
1.3150 |
-0.0020 |
-0.2% |
1.3250 |
| Low |
1.3050 |
1.3069 |
0.0019 |
0.1% |
1.3050 |
| Close |
1.3122 |
1.3090 |
-0.0032 |
-0.2% |
1.3122 |
| Range |
0.0120 |
0.0081 |
-0.0039 |
-32.5% |
0.0200 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
668 |
937 |
269 |
40.3% |
1,533 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3346 |
1.3299 |
1.3135 |
|
| R3 |
1.3265 |
1.3218 |
1.3112 |
|
| R2 |
1.3184 |
1.3184 |
1.3105 |
|
| R1 |
1.3137 |
1.3137 |
1.3097 |
1.3120 |
| PP |
1.3103 |
1.3103 |
1.3103 |
1.3095 |
| S1 |
1.3056 |
1.3056 |
1.3083 |
1.3039 |
| S2 |
1.3022 |
1.3022 |
1.3075 |
|
| S3 |
1.2941 |
1.2975 |
1.3068 |
|
| S4 |
1.2860 |
1.2894 |
1.3045 |
|
|
| 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% |
0.0112 |
0.9% |
20% |
False |
False |
468 |
| 10 |
1.3250 |
1.2981 |
0.0269 |
2.1% |
0.0094 |
0.7% |
41% |
False |
False |
325 |
| 20 |
1.3250 |
1.2981 |
0.0269 |
2.1% |
0.0094 |
0.7% |
41% |
False |
False |
310 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0094 |
0.7% |
67% |
False |
False |
232 |
| 60 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0087 |
0.7% |
42% |
False |
False |
162 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0074 |
0.6% |
34% |
False |
False |
124 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0065 |
0.5% |
34% |
False |
False |
100 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0058 |
0.4% |
36% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3494 |
|
2.618 |
1.3362 |
|
1.618 |
1.3281 |
|
1.000 |
1.3231 |
|
0.618 |
1.3200 |
|
HIGH |
1.3150 |
|
0.618 |
1.3119 |
|
0.500 |
1.3110 |
|
0.382 |
1.3100 |
|
LOW |
1.3069 |
|
0.618 |
1.3019 |
|
1.000 |
1.2988 |
|
1.618 |
1.2938 |
|
2.618 |
1.2857 |
|
4.250 |
1.2725 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3110 |
1.3137 |
| PP |
1.3103 |
1.3121 |
| S1 |
1.3097 |
1.3106 |
|