CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2896 |
1.2823 |
-0.0073 |
-0.6% |
1.3004 |
| High |
1.2931 |
1.2850 |
-0.0081 |
-0.6% |
1.3042 |
| Low |
1.2888 |
1.2823 |
-0.0065 |
-0.5% |
1.2823 |
| Close |
1.2927 |
1.2850 |
-0.0077 |
-0.6% |
1.2850 |
| Range |
0.0043 |
0.0027 |
-0.0016 |
-37.2% |
0.0219 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.7% |
0.0000 |
| Volume |
32 |
72 |
40 |
125.0% |
296 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2922 |
1.2913 |
1.2865 |
|
| R3 |
1.2895 |
1.2886 |
1.2857 |
|
| R2 |
1.2868 |
1.2868 |
1.2855 |
|
| R1 |
1.2859 |
1.2859 |
1.2852 |
1.2864 |
| PP |
1.2841 |
1.2841 |
1.2841 |
1.2843 |
| S1 |
1.2832 |
1.2832 |
1.2848 |
1.2837 |
| S2 |
1.2814 |
1.2814 |
1.2845 |
|
| S3 |
1.2787 |
1.2805 |
1.2843 |
|
| S4 |
1.2760 |
1.2778 |
1.2835 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3562 |
1.3425 |
1.2970 |
|
| R3 |
1.3343 |
1.3206 |
1.2910 |
|
| R2 |
1.3124 |
1.3124 |
1.2890 |
|
| R1 |
1.2987 |
1.2987 |
1.2870 |
1.2946 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2885 |
| S1 |
1.2768 |
1.2768 |
1.2830 |
1.2727 |
| S2 |
1.2686 |
1.2686 |
1.2810 |
|
| S3 |
1.2467 |
1.2549 |
1.2790 |
|
| S4 |
1.2248 |
1.2330 |
1.2730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3042 |
1.2823 |
0.0219 |
1.7% |
0.0052 |
0.4% |
12% |
False |
True |
59 |
| 10 |
1.3206 |
1.2823 |
0.0383 |
3.0% |
0.0054 |
0.4% |
7% |
False |
True |
35 |
| 20 |
1.3250 |
1.2823 |
0.0427 |
3.3% |
0.0059 |
0.5% |
6% |
False |
True |
28 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0070 |
0.5% |
16% |
False |
False |
23 |
| 60 |
1.3320 |
1.2775 |
0.0545 |
4.2% |
0.0066 |
0.5% |
14% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2965 |
|
2.618 |
1.2921 |
|
1.618 |
1.2894 |
|
1.000 |
1.2877 |
|
0.618 |
1.2867 |
|
HIGH |
1.2850 |
|
0.618 |
1.2840 |
|
0.500 |
1.2837 |
|
0.382 |
1.2833 |
|
LOW |
1.2823 |
|
0.618 |
1.2806 |
|
1.000 |
1.2796 |
|
1.618 |
1.2779 |
|
2.618 |
1.2752 |
|
4.250 |
1.2708 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2846 |
1.2884 |
| PP |
1.2841 |
1.2873 |
| S1 |
1.2837 |
1.2861 |
|