CME Euro FX (E) Future December 2013
Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.2963 |
1.2839 |
-0.0124 |
-1.0% |
1.3004 |
High |
1.3006 |
1.2949 |
-0.0057 |
-0.4% |
1.3042 |
Low |
1.2860 |
1.2839 |
-0.0021 |
-0.2% |
1.2823 |
Close |
1.2860 |
1.2949 |
0.0089 |
0.7% |
1.2850 |
Range |
0.0146 |
0.0110 |
-0.0036 |
-24.7% |
0.0219 |
ATR |
0.0079 |
0.0081 |
0.0002 |
2.8% |
0.0000 |
Volume |
14 |
19 |
5 |
35.7% |
296 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3242 |
1.3206 |
1.3010 |
|
R3 |
1.3132 |
1.3096 |
1.2979 |
|
R2 |
1.3022 |
1.3022 |
1.2969 |
|
R1 |
1.2986 |
1.2986 |
1.2959 |
1.3004 |
PP |
1.2912 |
1.2912 |
1.2912 |
1.2922 |
S1 |
1.2876 |
1.2876 |
1.2939 |
1.2894 |
S2 |
1.2802 |
1.2802 |
1.2929 |
|
S3 |
1.2692 |
1.2766 |
1.2919 |
|
S4 |
1.2582 |
1.2656 |
1.2889 |
|
|
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 |
1.3006 |
1.2823 |
0.0183 |
1.4% |
0.0071 |
0.6% |
69% |
False |
False |
32 |
10 |
1.3059 |
1.2823 |
0.0236 |
1.8% |
0.0068 |
0.5% |
53% |
False |
False |
40 |
20 |
1.3250 |
1.2823 |
0.0427 |
3.3% |
0.0067 |
0.5% |
30% |
False |
False |
30 |
40 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0069 |
0.5% |
37% |
False |
False |
24 |
60 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0066 |
0.5% |
37% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3417 |
2.618 |
1.3237 |
1.618 |
1.3127 |
1.000 |
1.3059 |
0.618 |
1.3017 |
HIGH |
1.2949 |
0.618 |
1.2907 |
0.500 |
1.2894 |
0.382 |
1.2881 |
LOW |
1.2839 |
0.618 |
1.2771 |
1.000 |
1.2729 |
1.618 |
1.2661 |
2.618 |
1.2551 |
4.250 |
1.2372 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.2931 |
1.2940 |
PP |
1.2912 |
1.2931 |
S1 |
1.2894 |
1.2923 |
|