CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2849 |
1.2896 |
0.0047 |
0.4% |
1.2978 |
| High |
1.2912 |
1.2933 |
0.0021 |
0.2% |
1.3033 |
| Low |
1.2831 |
1.2854 |
0.0023 |
0.2% |
1.2810 |
| Close |
1.2907 |
1.2911 |
0.0004 |
0.0% |
1.2840 |
| Range |
0.0081 |
0.0079 |
-0.0002 |
-2.5% |
0.0223 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1,180 |
921 |
-259 |
-21.9% |
5,070 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3136 |
1.3103 |
1.2954 |
|
| R3 |
1.3057 |
1.3024 |
1.2933 |
|
| R2 |
1.2978 |
1.2978 |
1.2925 |
|
| R1 |
1.2945 |
1.2945 |
1.2918 |
1.2962 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2908 |
| S1 |
1.2866 |
1.2866 |
1.2904 |
1.2883 |
| S2 |
1.2820 |
1.2820 |
1.2897 |
|
| S3 |
1.2741 |
1.2787 |
1.2889 |
|
| S4 |
1.2662 |
1.2708 |
1.2868 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3425 |
1.2963 |
|
| R3 |
1.3340 |
1.3202 |
1.2901 |
|
| R2 |
1.3117 |
1.3117 |
1.2881 |
|
| R1 |
1.2979 |
1.2979 |
1.2860 |
1.2937 |
| PP |
1.2894 |
1.2894 |
1.2894 |
1.2873 |
| S1 |
1.2756 |
1.2756 |
1.2820 |
1.2714 |
| S2 |
1.2671 |
1.2671 |
1.2799 |
|
| S3 |
1.2448 |
1.2533 |
1.2779 |
|
| S4 |
1.2225 |
1.2310 |
1.2717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2950 |
1.2810 |
0.0140 |
1.1% |
0.0085 |
0.7% |
72% |
False |
False |
998 |
| 10 |
1.3205 |
1.2810 |
0.0395 |
3.1% |
0.0097 |
0.8% |
26% |
False |
False |
785 |
| 20 |
1.3250 |
1.2810 |
0.0440 |
3.4% |
0.0093 |
0.7% |
23% |
False |
False |
560 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0093 |
0.7% |
29% |
False |
False |
398 |
| 60 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0092 |
0.7% |
29% |
False |
False |
294 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0084 |
0.6% |
15% |
False |
False |
223 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0071 |
0.6% |
15% |
False |
False |
180 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0065 |
0.5% |
15% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3269 |
|
2.618 |
1.3140 |
|
1.618 |
1.3061 |
|
1.000 |
1.3012 |
|
0.618 |
1.2982 |
|
HIGH |
1.2933 |
|
0.618 |
1.2903 |
|
0.500 |
1.2894 |
|
0.382 |
1.2884 |
|
LOW |
1.2854 |
|
0.618 |
1.2805 |
|
1.000 |
1.2775 |
|
1.618 |
1.2726 |
|
2.618 |
1.2647 |
|
4.250 |
1.2518 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2905 |
1.2898 |
| PP |
1.2899 |
1.2885 |
| S1 |
1.2894 |
1.2872 |
|