CME Euro FX (E) Future December 2013
Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.3177 |
1.3059 |
-0.0118 |
-0.9% |
1.3100 |
High |
1.3177 |
1.3059 |
-0.0118 |
-0.9% |
1.3206 |
Low |
1.3035 |
1.2967 |
-0.0068 |
-0.5% |
1.2967 |
Close |
1.3035 |
1.3001 |
-0.0034 |
-0.3% |
1.3001 |
Range |
0.0142 |
0.0092 |
-0.0050 |
-35.2% |
0.0239 |
ATR |
0.0079 |
0.0080 |
0.0001 |
1.1% |
0.0000 |
Volume |
18 |
18 |
0 |
0.0% |
63 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3285 |
1.3235 |
1.3052 |
|
R3 |
1.3193 |
1.3143 |
1.3026 |
|
R2 |
1.3101 |
1.3101 |
1.3018 |
|
R1 |
1.3051 |
1.3051 |
1.3009 |
1.3030 |
PP |
1.3009 |
1.3009 |
1.3009 |
1.2999 |
S1 |
1.2959 |
1.2959 |
1.2993 |
1.2938 |
S2 |
1.2917 |
1.2917 |
1.2984 |
|
S3 |
1.2825 |
1.2867 |
1.2976 |
|
S4 |
1.2733 |
1.2775 |
1.2950 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3775 |
1.3627 |
1.3132 |
|
R3 |
1.3536 |
1.3388 |
1.3067 |
|
R2 |
1.3297 |
1.3297 |
1.3045 |
|
R1 |
1.3149 |
1.3149 |
1.3023 |
1.3104 |
PP |
1.3058 |
1.3058 |
1.3058 |
1.3035 |
S1 |
1.2910 |
1.2910 |
1.2979 |
1.2865 |
S2 |
1.2819 |
1.2819 |
1.2957 |
|
S3 |
1.2580 |
1.2671 |
1.2935 |
|
S4 |
1.2341 |
1.2432 |
1.2870 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3206 |
1.2967 |
0.0239 |
1.8% |
0.0057 |
0.4% |
14% |
False |
True |
12 |
10 |
1.3250 |
1.2967 |
0.0283 |
2.2% |
0.0072 |
0.6% |
12% |
False |
True |
18 |
20 |
1.3250 |
1.2967 |
0.0283 |
2.2% |
0.0070 |
0.5% |
12% |
False |
True |
20 |
40 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0070 |
0.5% |
48% |
False |
False |
17 |
60 |
1.3443 |
1.2775 |
0.0668 |
5.1% |
0.0065 |
0.5% |
34% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3450 |
2.618 |
1.3300 |
1.618 |
1.3208 |
1.000 |
1.3151 |
0.618 |
1.3116 |
HIGH |
1.3059 |
0.618 |
1.3024 |
0.500 |
1.3013 |
0.382 |
1.3002 |
LOW |
1.2967 |
0.618 |
1.2910 |
1.000 |
1.2875 |
1.618 |
1.2818 |
2.618 |
1.2726 |
4.250 |
1.2576 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3013 |
1.3087 |
PP |
1.3009 |
1.3058 |
S1 |
1.3005 |
1.3030 |
|