CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3105 |
1.3156 |
0.0051 |
0.4% |
1.3090 |
| High |
1.3105 |
1.3206 |
0.0101 |
0.8% |
1.3250 |
| Low |
1.3105 |
1.3156 |
0.0051 |
0.4% |
1.3070 |
| Close |
1.3105 |
1.3178 |
0.0073 |
0.6% |
1.3132 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0180 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.8% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
122 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3330 |
1.3304 |
1.3206 |
|
| R3 |
1.3280 |
1.3254 |
1.3192 |
|
| R2 |
1.3230 |
1.3230 |
1.3187 |
|
| R1 |
1.3204 |
1.3204 |
1.3183 |
1.3217 |
| PP |
1.3180 |
1.3180 |
1.3180 |
1.3187 |
| S1 |
1.3154 |
1.3154 |
1.3173 |
1.3167 |
| S2 |
1.3130 |
1.3130 |
1.3169 |
|
| S3 |
1.3080 |
1.3104 |
1.3164 |
|
| S4 |
1.3030 |
1.3054 |
1.3151 |
|
|
| 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 |
1.3234 |
1.3070 |
0.0164 |
1.2% |
0.0056 |
0.4% |
66% |
False |
False |
24 |
| 10 |
1.3250 |
1.3025 |
0.0225 |
1.7% |
0.0058 |
0.4% |
68% |
False |
False |
18 |
| 20 |
1.3250 |
1.3014 |
0.0236 |
1.8% |
0.0064 |
0.5% |
69% |
False |
False |
19 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.6% |
0.0068 |
0.5% |
85% |
False |
False |
17 |
| 60 |
1.3488 |
1.2775 |
0.0713 |
5.4% |
0.0062 |
0.5% |
57% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3419 |
|
2.618 |
1.3337 |
|
1.618 |
1.3287 |
|
1.000 |
1.3256 |
|
0.618 |
1.3237 |
|
HIGH |
1.3206 |
|
0.618 |
1.3187 |
|
0.500 |
1.3181 |
|
0.382 |
1.3175 |
|
LOW |
1.3156 |
|
0.618 |
1.3125 |
|
1.000 |
1.3106 |
|
1.618 |
1.3075 |
|
2.618 |
1.3025 |
|
4.250 |
1.2944 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3181 |
1.3170 |
| PP |
1.3180 |
1.3161 |
| S1 |
1.3179 |
1.3153 |
|