CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2983 |
1.2932 |
-0.0051 |
-0.4% |
1.3121 |
| High |
1.3032 |
1.2945 |
-0.0087 |
-0.7% |
1.3198 |
| Low |
1.2911 |
1.2845 |
-0.0066 |
-0.5% |
1.2938 |
| Close |
1.2939 |
1.2877 |
-0.0062 |
-0.5% |
1.2986 |
| Range |
0.0121 |
0.0100 |
-0.0021 |
-17.4% |
0.0260 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
283,856 |
287,148 |
3,292 |
1.2% |
1,136,758 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3189 |
1.3133 |
1.2932 |
|
| R3 |
1.3089 |
1.3033 |
1.2905 |
|
| R2 |
1.2989 |
1.2989 |
1.2895 |
|
| R1 |
1.2933 |
1.2933 |
1.2886 |
1.2911 |
| PP |
1.2889 |
1.2889 |
1.2889 |
1.2878 |
| S1 |
1.2833 |
1.2833 |
1.2868 |
1.2811 |
| S2 |
1.2789 |
1.2789 |
1.2859 |
|
| S3 |
1.2689 |
1.2733 |
1.2850 |
|
| S4 |
1.2589 |
1.2633 |
1.2822 |
|
|
| 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 |
1.3181 |
1.2845 |
0.0336 |
2.6% |
0.0113 |
0.9% |
10% |
False |
True |
273,676 |
| 10 |
1.3222 |
1.2845 |
0.0377 |
2.9% |
0.0115 |
0.9% |
8% |
False |
True |
265,820 |
| 20 |
1.3248 |
1.2845 |
0.0403 |
3.1% |
0.0102 |
0.8% |
8% |
False |
True |
250,359 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.9% |
0.0109 |
0.8% |
25% |
False |
False |
262,156 |
| 60 |
1.3444 |
1.2751 |
0.0693 |
5.4% |
0.0113 |
0.9% |
18% |
False |
False |
198,547 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0109 |
0.8% |
13% |
False |
False |
149,017 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0105 |
0.8% |
13% |
False |
False |
119,253 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0096 |
0.7% |
13% |
False |
False |
99,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3370 |
|
2.618 |
1.3207 |
|
1.618 |
1.3107 |
|
1.000 |
1.3045 |
|
0.618 |
1.3007 |
|
HIGH |
1.2945 |
|
0.618 |
1.2907 |
|
0.500 |
1.2895 |
|
0.382 |
1.2883 |
|
LOW |
1.2845 |
|
0.618 |
1.2783 |
|
1.000 |
1.2745 |
|
1.618 |
1.2683 |
|
2.618 |
1.2583 |
|
4.250 |
1.2420 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2895 |
1.2939 |
| PP |
1.2889 |
1.2918 |
| S1 |
1.2883 |
1.2898 |
|