CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2839 |
1.2944 |
0.0105 |
0.8% |
1.2873 |
| High |
1.2949 |
1.3003 |
0.0054 |
0.4% |
1.3006 |
| Low |
1.2839 |
1.2934 |
0.0095 |
0.7% |
1.2839 |
| Close |
1.2949 |
1.2934 |
-0.0015 |
-0.1% |
1.2934 |
| Range |
0.0110 |
0.0069 |
-0.0041 |
-37.3% |
0.0167 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
19 |
17 |
-2 |
-10.5% |
109 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3164 |
1.3118 |
1.2972 |
|
| R3 |
1.3095 |
1.3049 |
1.2953 |
|
| R2 |
1.3026 |
1.3026 |
1.2947 |
|
| R1 |
1.2980 |
1.2980 |
1.2940 |
1.2969 |
| PP |
1.2957 |
1.2957 |
1.2957 |
1.2951 |
| S1 |
1.2911 |
1.2911 |
1.2928 |
1.2900 |
| S2 |
1.2888 |
1.2888 |
1.2921 |
|
| S3 |
1.2819 |
1.2842 |
1.2915 |
|
| S4 |
1.2750 |
1.2773 |
1.2896 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3427 |
1.3348 |
1.3026 |
|
| R3 |
1.3260 |
1.3181 |
1.2980 |
|
| R2 |
1.3093 |
1.3093 |
1.2965 |
|
| R1 |
1.3014 |
1.3014 |
1.2949 |
1.3054 |
| PP |
1.2926 |
1.2926 |
1.2926 |
1.2946 |
| S1 |
1.2847 |
1.2847 |
1.2919 |
1.2887 |
| S2 |
1.2759 |
1.2759 |
1.2903 |
|
| S3 |
1.2592 |
1.2680 |
1.2888 |
|
| S4 |
1.2425 |
1.2513 |
1.2842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3006 |
1.2839 |
0.0167 |
1.3% |
0.0080 |
0.6% |
57% |
False |
False |
21 |
| 10 |
1.3042 |
1.2823 |
0.0219 |
1.7% |
0.0066 |
0.5% |
51% |
False |
False |
40 |
| 20 |
1.3250 |
1.2823 |
0.0427 |
3.3% |
0.0069 |
0.5% |
26% |
False |
False |
29 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0070 |
0.5% |
33% |
False |
False |
24 |
| 60 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0066 |
0.5% |
33% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3296 |
|
2.618 |
1.3184 |
|
1.618 |
1.3115 |
|
1.000 |
1.3072 |
|
0.618 |
1.3046 |
|
HIGH |
1.3003 |
|
0.618 |
1.2977 |
|
0.500 |
1.2969 |
|
0.382 |
1.2960 |
|
LOW |
1.2934 |
|
0.618 |
1.2891 |
|
1.000 |
1.2865 |
|
1.618 |
1.2822 |
|
2.618 |
1.2753 |
|
4.250 |
1.2641 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2969 |
1.2930 |
| PP |
1.2957 |
1.2926 |
| S1 |
1.2946 |
1.2923 |
|