CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3078 |
1.3083 |
0.0005 |
0.0% |
1.3061 |
| High |
1.3135 |
1.3198 |
0.0063 |
0.5% |
1.3248 |
| Low |
1.3071 |
1.3075 |
0.0004 |
0.0% |
1.3033 |
| Close |
1.3088 |
1.3162 |
0.0074 |
0.6% |
1.3113 |
| Range |
0.0064 |
0.0123 |
0.0059 |
92.2% |
0.0215 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.1% |
0.0000 |
| Volume |
183,012 |
235,593 |
52,581 |
28.7% |
1,430,401 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3514 |
1.3461 |
1.3230 |
|
| R3 |
1.3391 |
1.3338 |
1.3196 |
|
| R2 |
1.3268 |
1.3268 |
1.3185 |
|
| R1 |
1.3215 |
1.3215 |
1.3173 |
1.3242 |
| PP |
1.3145 |
1.3145 |
1.3145 |
1.3158 |
| S1 |
1.3092 |
1.3092 |
1.3151 |
1.3119 |
| S2 |
1.3022 |
1.3022 |
1.3139 |
|
| S3 |
1.2899 |
1.2969 |
1.3128 |
|
| S4 |
1.2776 |
1.2846 |
1.3094 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3776 |
1.3660 |
1.3231 |
|
| R3 |
1.3561 |
1.3445 |
1.3172 |
|
| R2 |
1.3346 |
1.3346 |
1.3152 |
|
| R1 |
1.3230 |
1.3230 |
1.3133 |
1.3288 |
| PP |
1.3131 |
1.3131 |
1.3131 |
1.3161 |
| S1 |
1.3015 |
1.3015 |
1.3093 |
1.3073 |
| S2 |
1.2916 |
1.2916 |
1.3074 |
|
| S3 |
1.2701 |
1.2800 |
1.3054 |
|
| S4 |
1.2486 |
1.2585 |
1.2995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3222 |
1.3035 |
0.0187 |
1.4% |
0.0117 |
0.9% |
68% |
False |
False |
257,964 |
| 10 |
1.3248 |
1.2993 |
0.0255 |
1.9% |
0.0106 |
0.8% |
66% |
False |
False |
246,503 |
| 20 |
1.3248 |
1.2959 |
0.0289 |
2.2% |
0.0107 |
0.8% |
70% |
False |
False |
252,092 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0110 |
0.8% |
83% |
False |
False |
259,343 |
| 60 |
1.3530 |
1.2751 |
0.0779 |
5.9% |
0.0111 |
0.8% |
53% |
False |
False |
175,783 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0108 |
0.8% |
42% |
False |
False |
131,935 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0102 |
0.8% |
42% |
False |
False |
105,573 |
| 120 |
1.3731 |
1.2737 |
0.0994 |
7.6% |
0.0093 |
0.7% |
43% |
False |
False |
87,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3721 |
|
2.618 |
1.3520 |
|
1.618 |
1.3397 |
|
1.000 |
1.3321 |
|
0.618 |
1.3274 |
|
HIGH |
1.3198 |
|
0.618 |
1.3151 |
|
0.500 |
1.3137 |
|
0.382 |
1.3122 |
|
LOW |
1.3075 |
|
0.618 |
1.2999 |
|
1.000 |
1.2952 |
|
1.618 |
1.2876 |
|
2.618 |
1.2753 |
|
4.250 |
1.2552 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3154 |
1.3150 |
| PP |
1.3145 |
1.3139 |
| S1 |
1.3137 |
1.3127 |
|