CME Euro FX (E) Future December 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 |
1.3172 |
1.3094 |
-0.0078 |
-0.6% |
1.3090 |
| High |
1.3234 |
1.3156 |
-0.0078 |
-0.6% |
1.3250 |
| Low |
1.3070 |
1.3089 |
0.0019 |
0.1% |
1.3070 |
| Close |
1.3081 |
1.3132 |
0.0051 |
0.4% |
1.3132 |
| Range |
0.0164 |
0.0067 |
-0.0097 |
-59.1% |
0.0180 |
| ATR |
0.0082 |
0.0081 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
10 |
86 |
76 |
760.0% |
122 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3296 |
1.3169 |
|
| R3 |
1.3260 |
1.3229 |
1.3150 |
|
| R2 |
1.3193 |
1.3193 |
1.3144 |
|
| R1 |
1.3162 |
1.3162 |
1.3138 |
1.3178 |
| PP |
1.3126 |
1.3126 |
1.3126 |
1.3133 |
| S1 |
1.3095 |
1.3095 |
1.3126 |
1.3111 |
| S2 |
1.3059 |
1.3059 |
1.3120 |
|
| S3 |
1.2992 |
1.3028 |
1.3114 |
|
| S4 |
1.2925 |
1.2961 |
1.3095 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3691 |
1.3591 |
1.3231 |
|
| R3 |
1.3511 |
1.3411 |
1.3182 |
|
| R2 |
1.3331 |
1.3331 |
1.3165 |
|
| R1 |
1.3231 |
1.3231 |
1.3149 |
1.3281 |
| PP |
1.3151 |
1.3151 |
1.3151 |
1.3176 |
| S1 |
1.3051 |
1.3051 |
1.3116 |
1.3101 |
| S2 |
1.2971 |
1.2971 |
1.3099 |
|
| S3 |
1.2791 |
1.2871 |
1.3083 |
|
| S4 |
1.2611 |
1.2691 |
1.3033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3250 |
1.3070 |
0.0180 |
1.4% |
0.0088 |
0.7% |
34% |
False |
False |
24 |
| 10 |
1.3250 |
1.3014 |
0.0236 |
1.8% |
0.0064 |
0.5% |
50% |
False |
False |
21 |
| 20 |
1.3250 |
1.3009 |
0.0241 |
1.8% |
0.0070 |
0.5% |
51% |
False |
False |
21 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.6% |
0.0071 |
0.5% |
75% |
False |
False |
18 |
| 60 |
1.3595 |
1.2775 |
0.0820 |
6.2% |
0.0065 |
0.5% |
44% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3441 |
|
2.618 |
1.3331 |
|
1.618 |
1.3264 |
|
1.000 |
1.3223 |
|
0.618 |
1.3197 |
|
HIGH |
1.3156 |
|
0.618 |
1.3130 |
|
0.500 |
1.3123 |
|
0.382 |
1.3115 |
|
LOW |
1.3089 |
|
0.618 |
1.3048 |
|
1.000 |
1.3022 |
|
1.618 |
1.2981 |
|
2.618 |
1.2914 |
|
4.250 |
1.2804 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3129 |
1.3160 |
| PP |
1.3126 |
1.3151 |
| S1 |
1.3123 |
1.3141 |
|