CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2860 |
1.2984 |
0.0124 |
1.0% |
1.2873 |
| High |
1.2972 |
1.3072 |
0.0100 |
0.8% |
1.3006 |
| Low |
1.2860 |
1.2984 |
0.0124 |
1.0% |
1.2839 |
| Close |
1.2952 |
1.3062 |
0.0110 |
0.8% |
1.2934 |
| Range |
0.0112 |
0.0088 |
-0.0024 |
-21.4% |
0.0167 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.4% |
0.0000 |
| Volume |
30 |
33 |
3 |
10.0% |
109 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3303 |
1.3271 |
1.3110 |
|
| R3 |
1.3215 |
1.3183 |
1.3086 |
|
| R2 |
1.3127 |
1.3127 |
1.3078 |
|
| R1 |
1.3095 |
1.3095 |
1.3070 |
1.3111 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3048 |
| S1 |
1.3007 |
1.3007 |
1.3054 |
1.3023 |
| S2 |
1.2951 |
1.2951 |
1.3046 |
|
| S3 |
1.2863 |
1.2919 |
1.3038 |
|
| S4 |
1.2775 |
1.2831 |
1.3014 |
|
|
| 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 |
1.3072 |
1.2839 |
0.0233 |
1.8% |
0.0082 |
0.6% |
96% |
True |
False |
24 |
| 10 |
1.3072 |
1.2823 |
0.0249 |
1.9% |
0.0070 |
0.5% |
96% |
True |
False |
30 |
| 20 |
1.3234 |
1.2823 |
0.0411 |
3.1% |
0.0070 |
0.5% |
58% |
False |
False |
32 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.6% |
0.0072 |
0.6% |
60% |
False |
False |
25 |
| 60 |
1.3250 |
1.2775 |
0.0475 |
3.6% |
0.0069 |
0.5% |
60% |
False |
False |
21 |
| 80 |
1.3605 |
1.2775 |
0.0830 |
6.4% |
0.0064 |
0.5% |
35% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3446 |
|
2.618 |
1.3302 |
|
1.618 |
1.3214 |
|
1.000 |
1.3160 |
|
0.618 |
1.3126 |
|
HIGH |
1.3072 |
|
0.618 |
1.3038 |
|
0.500 |
1.3028 |
|
0.382 |
1.3018 |
|
LOW |
1.2984 |
|
0.618 |
1.2930 |
|
1.000 |
1.2896 |
|
1.618 |
1.2842 |
|
2.618 |
1.2754 |
|
4.250 |
1.2610 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3051 |
1.3030 |
| PP |
1.3039 |
1.2998 |
| S1 |
1.3028 |
1.2966 |
|