CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3004 |
1.3032 |
0.0028 |
0.2% |
1.3100 |
| High |
1.3009 |
1.3042 |
0.0033 |
0.3% |
1.3206 |
| Low |
1.2989 |
1.2950 |
-0.0039 |
-0.3% |
1.2967 |
| Close |
1.2989 |
1.2955 |
-0.0034 |
-0.3% |
1.3001 |
| Range |
0.0020 |
0.0092 |
0.0072 |
360.0% |
0.0239 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.5% |
0.0000 |
| Volume |
92 |
15 |
-77 |
-83.7% |
63 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3258 |
1.3199 |
1.3006 |
|
| R3 |
1.3166 |
1.3107 |
1.2980 |
|
| R2 |
1.3074 |
1.3074 |
1.2972 |
|
| R1 |
1.3015 |
1.3015 |
1.2963 |
1.2999 |
| PP |
1.2982 |
1.2982 |
1.2982 |
1.2974 |
| S1 |
1.2923 |
1.2923 |
1.2947 |
1.2907 |
| S2 |
1.2890 |
1.2890 |
1.2938 |
|
| S3 |
1.2798 |
1.2831 |
1.2930 |
|
| S4 |
1.2706 |
1.2739 |
1.2904 |
|
|
| 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 |
1.2950 |
0.0256 |
2.0% |
0.0079 |
0.6% |
2% |
False |
True |
30 |
| 10 |
1.3250 |
1.2950 |
0.0300 |
2.3% |
0.0069 |
0.5% |
2% |
False |
True |
27 |
| 20 |
1.3250 |
1.2950 |
0.0300 |
2.3% |
0.0066 |
0.5% |
2% |
False |
True |
23 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0070 |
0.5% |
38% |
False |
False |
19 |
| 60 |
1.3443 |
1.2775 |
0.0668 |
5.2% |
0.0067 |
0.5% |
27% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3433 |
|
2.618 |
1.3283 |
|
1.618 |
1.3191 |
|
1.000 |
1.3134 |
|
0.618 |
1.3099 |
|
HIGH |
1.3042 |
|
0.618 |
1.3007 |
|
0.500 |
1.2996 |
|
0.382 |
1.2985 |
|
LOW |
1.2950 |
|
0.618 |
1.2893 |
|
1.000 |
1.2858 |
|
1.618 |
1.2801 |
|
2.618 |
1.2709 |
|
4.250 |
1.2559 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2996 |
1.3005 |
| PP |
1.2982 |
1.2988 |
| S1 |
1.2969 |
1.2972 |
|