CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2984 |
1.2999 |
0.0015 |
0.1% |
1.2880 |
| High |
1.3072 |
1.2999 |
-0.0073 |
-0.6% |
1.3072 |
| Low |
1.2984 |
1.2978 |
-0.0006 |
0.0% |
1.2860 |
| Close |
1.3062 |
1.2999 |
-0.0063 |
-0.5% |
1.2999 |
| Range |
0.0088 |
0.0021 |
-0.0067 |
-76.1% |
0.0212 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.0% |
0.0000 |
| Volume |
33 |
29 |
-4 |
-12.1% |
117 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.3048 |
1.3011 |
|
| R3 |
1.3034 |
1.3027 |
1.3005 |
|
| R2 |
1.3013 |
1.3013 |
1.3003 |
|
| R1 |
1.3006 |
1.3006 |
1.3001 |
1.3010 |
| PP |
1.2992 |
1.2992 |
1.2992 |
1.2994 |
| S1 |
1.2985 |
1.2985 |
1.2997 |
1.2989 |
| S2 |
1.2971 |
1.2971 |
1.2995 |
|
| S3 |
1.2950 |
1.2964 |
1.2993 |
|
| S4 |
1.2929 |
1.2943 |
1.2987 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3613 |
1.3518 |
1.3116 |
|
| R3 |
1.3401 |
1.3306 |
1.3057 |
|
| R2 |
1.3189 |
1.3189 |
1.3038 |
|
| R1 |
1.3094 |
1.3094 |
1.3018 |
1.3142 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.3001 |
| S1 |
1.2882 |
1.2882 |
1.2980 |
1.2930 |
| S2 |
1.2765 |
1.2765 |
1.2960 |
|
| S3 |
1.2553 |
1.2670 |
1.2941 |
|
| S4 |
1.2341 |
1.2458 |
1.2882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3072 |
1.2860 |
0.0212 |
1.6% |
0.0064 |
0.5% |
66% |
False |
False |
26 |
| 10 |
1.3072 |
1.2823 |
0.0249 |
1.9% |
0.0068 |
0.5% |
71% |
False |
False |
29 |
| 20 |
1.3206 |
1.2823 |
0.0383 |
2.9% |
0.0063 |
0.5% |
46% |
False |
False |
33 |
| 40 |
1.3250 |
1.2823 |
0.0427 |
3.3% |
0.0068 |
0.5% |
41% |
False |
False |
26 |
| 60 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0068 |
0.5% |
47% |
False |
False |
22 |
| 80 |
1.3595 |
1.2775 |
0.0820 |
6.3% |
0.0064 |
0.5% |
27% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3088 |
|
2.618 |
1.3054 |
|
1.618 |
1.3033 |
|
1.000 |
1.3020 |
|
0.618 |
1.3012 |
|
HIGH |
1.2999 |
|
0.618 |
1.2991 |
|
0.500 |
1.2989 |
|
0.382 |
1.2986 |
|
LOW |
1.2978 |
|
0.618 |
1.2965 |
|
1.000 |
1.2957 |
|
1.618 |
1.2944 |
|
2.618 |
1.2923 |
|
4.250 |
1.2889 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2996 |
1.2988 |
| PP |
1.2992 |
1.2977 |
| S1 |
1.2989 |
1.2966 |
|