CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3096 |
1.3171 |
0.0075 |
0.6% |
1.3073 |
| High |
1.3191 |
1.3248 |
0.0057 |
0.4% |
1.3098 |
| Low |
1.3057 |
1.3165 |
0.0108 |
0.8% |
1.2959 |
| Close |
1.3166 |
1.3217 |
0.0051 |
0.4% |
1.3033 |
| Range |
0.0134 |
0.0083 |
-0.0051 |
-38.1% |
0.0139 |
| ATR |
0.0105 |
0.0104 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
285,067 |
198,603 |
-86,464 |
-30.3% |
1,184,107 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3459 |
1.3421 |
1.3263 |
|
| R3 |
1.3376 |
1.3338 |
1.3240 |
|
| R2 |
1.3293 |
1.3293 |
1.3232 |
|
| R1 |
1.3255 |
1.3255 |
1.3225 |
1.3274 |
| PP |
1.3210 |
1.3210 |
1.3210 |
1.3220 |
| S1 |
1.3172 |
1.3172 |
1.3209 |
1.3191 |
| S2 |
1.3127 |
1.3127 |
1.3202 |
|
| S3 |
1.3044 |
1.3089 |
1.3194 |
|
| S4 |
1.2961 |
1.3006 |
1.3171 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3379 |
1.3109 |
|
| R3 |
1.3308 |
1.3240 |
1.3071 |
|
| R2 |
1.3169 |
1.3169 |
1.3058 |
|
| R1 |
1.3101 |
1.3101 |
1.3046 |
1.3066 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3012 |
| S1 |
1.2962 |
1.2962 |
1.3020 |
1.2927 |
| S2 |
1.2891 |
1.2891 |
1.3008 |
|
| S3 |
1.2752 |
1.2823 |
1.2995 |
|
| S4 |
1.2613 |
1.2684 |
1.2957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3248 |
1.2993 |
0.0255 |
1.9% |
0.0094 |
0.7% |
88% |
True |
False |
235,042 |
| 10 |
1.3248 |
1.2959 |
0.0289 |
2.2% |
0.0089 |
0.7% |
89% |
True |
False |
234,898 |
| 20 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0106 |
0.8% |
94% |
True |
False |
257,196 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0111 |
0.8% |
94% |
True |
False |
230,730 |
| 60 |
1.3609 |
1.2751 |
0.0858 |
6.5% |
0.0111 |
0.8% |
54% |
False |
False |
154,318 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0107 |
0.8% |
48% |
False |
False |
115,821 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0100 |
0.8% |
48% |
False |
False |
92,676 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.7% |
0.0090 |
0.7% |
50% |
False |
False |
77,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3601 |
|
2.618 |
1.3465 |
|
1.618 |
1.3382 |
|
1.000 |
1.3331 |
|
0.618 |
1.3299 |
|
HIGH |
1.3248 |
|
0.618 |
1.3216 |
|
0.500 |
1.3207 |
|
0.382 |
1.3197 |
|
LOW |
1.3165 |
|
0.618 |
1.3114 |
|
1.000 |
1.3082 |
|
1.618 |
1.3031 |
|
2.618 |
1.2948 |
|
4.250 |
1.2812 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3214 |
1.3192 |
| PP |
1.3210 |
1.3166 |
| S1 |
1.3207 |
1.3141 |
|