CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2979 |
1.2983 |
0.0004 |
0.0% |
1.3121 |
| High |
1.3003 |
1.3032 |
0.0029 |
0.2% |
1.3198 |
| Low |
1.2944 |
1.2911 |
-0.0033 |
-0.3% |
1.2938 |
| Close |
1.2973 |
1.2939 |
-0.0034 |
-0.3% |
1.2986 |
| Range |
0.0059 |
0.0121 |
0.0062 |
105.1% |
0.0260 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.8% |
0.0000 |
| Volume |
213,180 |
283,856 |
70,676 |
33.2% |
1,136,758 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3324 |
1.3252 |
1.3006 |
|
| R3 |
1.3203 |
1.3131 |
1.2972 |
|
| R2 |
1.3082 |
1.3082 |
1.2961 |
|
| R1 |
1.3010 |
1.3010 |
1.2950 |
1.2986 |
| PP |
1.2961 |
1.2961 |
1.2961 |
1.2948 |
| S1 |
1.2889 |
1.2889 |
1.2928 |
1.2865 |
| S2 |
1.2840 |
1.2840 |
1.2917 |
|
| S3 |
1.2719 |
1.2768 |
1.2906 |
|
| S4 |
1.2598 |
1.2647 |
1.2872 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3821 |
1.3663 |
1.3129 |
|
| R3 |
1.3561 |
1.3403 |
1.3058 |
|
| R2 |
1.3301 |
1.3301 |
1.3034 |
|
| R1 |
1.3143 |
1.3143 |
1.3010 |
1.3092 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3015 |
| S1 |
1.2883 |
1.2883 |
1.2962 |
1.2832 |
| S2 |
1.2781 |
1.2781 |
1.2938 |
|
| S3 |
1.2521 |
1.2623 |
1.2915 |
|
| S4 |
1.2261 |
1.2363 |
1.2843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3198 |
1.2911 |
0.0287 |
2.2% |
0.0118 |
0.9% |
10% |
False |
True |
263,365 |
| 10 |
1.3248 |
1.2911 |
0.0337 |
2.6% |
0.0114 |
0.9% |
8% |
False |
True |
256,965 |
| 20 |
1.3248 |
1.2911 |
0.0337 |
2.6% |
0.0107 |
0.8% |
8% |
False |
True |
253,708 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0110 |
0.8% |
38% |
False |
False |
265,249 |
| 60 |
1.3444 |
1.2751 |
0.0693 |
5.4% |
0.0112 |
0.9% |
27% |
False |
False |
193,778 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0109 |
0.8% |
19% |
False |
False |
145,436 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0105 |
0.8% |
19% |
False |
False |
116,383 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0095 |
0.7% |
19% |
False |
False |
96,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3546 |
|
2.618 |
1.3349 |
|
1.618 |
1.3228 |
|
1.000 |
1.3153 |
|
0.618 |
1.3107 |
|
HIGH |
1.3032 |
|
0.618 |
1.2986 |
|
0.500 |
1.2972 |
|
0.382 |
1.2957 |
|
LOW |
1.2911 |
|
0.618 |
1.2836 |
|
1.000 |
1.2790 |
|
1.618 |
1.2715 |
|
2.618 |
1.2594 |
|
4.250 |
1.2397 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2972 |
1.2983 |
| PP |
1.2961 |
1.2968 |
| S1 |
1.2950 |
1.2954 |
|