CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3156 |
1.3177 |
0.0021 |
0.2% |
1.3090 |
| High |
1.3206 |
1.3177 |
-0.0029 |
-0.2% |
1.3250 |
| Low |
1.3156 |
1.3035 |
-0.0121 |
-0.9% |
1.3070 |
| Close |
1.3178 |
1.3035 |
-0.0143 |
-1.1% |
1.3132 |
| Range |
0.0050 |
0.0142 |
0.0092 |
184.0% |
0.0180 |
| ATR |
0.0075 |
0.0079 |
0.0005 |
6.6% |
0.0000 |
| Volume |
9 |
18 |
9 |
100.0% |
122 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3508 |
1.3414 |
1.3113 |
|
| R3 |
1.3366 |
1.3272 |
1.3074 |
|
| R2 |
1.3224 |
1.3224 |
1.3061 |
|
| R1 |
1.3130 |
1.3130 |
1.3048 |
1.3106 |
| PP |
1.3082 |
1.3082 |
1.3082 |
1.3071 |
| S1 |
1.2988 |
1.2988 |
1.3022 |
1.2964 |
| S2 |
1.2940 |
1.2940 |
1.3009 |
|
| S3 |
1.2798 |
1.2846 |
1.2996 |
|
| S4 |
1.2656 |
1.2704 |
1.2957 |
|
|
| 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 |
1.3206 |
1.3035 |
0.0171 |
1.3% |
0.0052 |
0.4% |
0% |
False |
True |
26 |
| 10 |
1.3250 |
1.3030 |
0.0220 |
1.7% |
0.0065 |
0.5% |
2% |
False |
False |
19 |
| 20 |
1.3250 |
1.3014 |
0.0236 |
1.8% |
0.0068 |
0.5% |
9% |
False |
False |
20 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.6% |
0.0068 |
0.5% |
55% |
False |
False |
17 |
| 60 |
1.3472 |
1.2775 |
0.0697 |
5.3% |
0.0064 |
0.5% |
37% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3781 |
|
2.618 |
1.3549 |
|
1.618 |
1.3407 |
|
1.000 |
1.3319 |
|
0.618 |
1.3265 |
|
HIGH |
1.3177 |
|
0.618 |
1.3123 |
|
0.500 |
1.3106 |
|
0.382 |
1.3089 |
|
LOW |
1.3035 |
|
0.618 |
1.2947 |
|
1.000 |
1.2893 |
|
1.618 |
1.2805 |
|
2.618 |
1.2663 |
|
4.250 |
1.2432 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3121 |
| PP |
1.3082 |
1.3092 |
| S1 |
1.3059 |
1.3064 |
|