CME Euro FX (E) Future December 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 |
1.3094 |
1.3100 |
0.0006 |
0.0% |
1.3090 |
High |
1.3156 |
1.3100 |
-0.0056 |
-0.4% |
1.3250 |
Low |
1.3089 |
1.3100 |
0.0011 |
0.1% |
1.3070 |
Close |
1.3132 |
1.3100 |
-0.0032 |
-0.2% |
1.3132 |
Range |
0.0067 |
0.0000 |
-0.0067 |
-100.0% |
0.0180 |
ATR |
0.0081 |
0.0078 |
-0.0004 |
-4.3% |
0.0000 |
Volume |
86 |
9 |
-77 |
-89.5% |
122 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3100 |
1.3100 |
1.3100 |
|
R3 |
1.3100 |
1.3100 |
1.3100 |
|
R2 |
1.3100 |
1.3100 |
1.3100 |
|
R1 |
1.3100 |
1.3100 |
1.3100 |
1.3100 |
PP |
1.3100 |
1.3100 |
1.3100 |
1.3100 |
S1 |
1.3100 |
1.3100 |
1.3100 |
1.3100 |
S2 |
1.3100 |
1.3100 |
1.3100 |
|
S3 |
1.3100 |
1.3100 |
1.3100 |
|
S4 |
1.3100 |
1.3100 |
1.3100 |
|
|
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% |
0.0081 |
0.6% |
17% |
False |
False |
26 |
10 |
1.3250 |
1.3014 |
0.0236 |
1.8% |
0.0064 |
0.5% |
36% |
False |
False |
21 |
20 |
1.3250 |
1.3014 |
0.0236 |
1.8% |
0.0067 |
0.5% |
36% |
False |
False |
19 |
40 |
1.3250 |
1.2775 |
0.0475 |
3.6% |
0.0067 |
0.5% |
68% |
False |
False |
18 |
60 |
1.3488 |
1.2775 |
0.0713 |
5.4% |
0.0062 |
0.5% |
46% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3100 |
2.618 |
1.3100 |
1.618 |
1.3100 |
1.000 |
1.3100 |
0.618 |
1.3100 |
HIGH |
1.3100 |
0.618 |
1.3100 |
0.500 |
1.3100 |
0.382 |
1.3100 |
LOW |
1.3100 |
0.618 |
1.3100 |
1.000 |
1.3100 |
1.618 |
1.3100 |
2.618 |
1.3100 |
4.250 |
1.3100 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3100 |
1.3152 |
PP |
1.3100 |
1.3135 |
S1 |
1.3100 |
1.3117 |
|