CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2932 |
1.2884 |
-0.0048 |
-0.4% |
1.3121 |
| High |
1.2945 |
1.2932 |
-0.0013 |
-0.1% |
1.3198 |
| Low |
1.2845 |
1.2848 |
0.0003 |
0.0% |
1.2938 |
| Close |
1.2877 |
1.2909 |
0.0032 |
0.2% |
1.2986 |
| Range |
0.0100 |
0.0084 |
-0.0016 |
-16.0% |
0.0260 |
| ATR |
0.0108 |
0.0107 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
287,148 |
264,742 |
-22,406 |
-7.8% |
1,136,758 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3148 |
1.3113 |
1.2955 |
|
| R3 |
1.3064 |
1.3029 |
1.2932 |
|
| R2 |
1.2980 |
1.2980 |
1.2924 |
|
| R1 |
1.2945 |
1.2945 |
1.2917 |
1.2963 |
| PP |
1.2896 |
1.2896 |
1.2896 |
1.2905 |
| S1 |
1.2861 |
1.2861 |
1.2901 |
1.2879 |
| S2 |
1.2812 |
1.2812 |
1.2894 |
|
| S3 |
1.2728 |
1.2777 |
1.2886 |
|
| S4 |
1.2644 |
1.2693 |
1.2863 |
|
|
| 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 |
1.3054 |
1.2845 |
0.0209 |
1.6% |
0.0096 |
0.7% |
31% |
False |
False |
270,220 |
| 10 |
1.3198 |
1.2845 |
0.0353 |
2.7% |
0.0105 |
0.8% |
18% |
False |
False |
248,289 |
| 20 |
1.3248 |
1.2845 |
0.0403 |
3.1% |
0.0102 |
0.8% |
16% |
False |
False |
250,951 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.9% |
0.0108 |
0.8% |
32% |
False |
False |
260,784 |
| 60 |
1.3325 |
1.2751 |
0.0574 |
4.4% |
0.0112 |
0.9% |
28% |
False |
False |
202,936 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0109 |
0.8% |
16% |
False |
False |
152,322 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0105 |
0.8% |
16% |
False |
False |
121,897 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0096 |
0.7% |
16% |
False |
False |
101,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3289 |
|
2.618 |
1.3152 |
|
1.618 |
1.3068 |
|
1.000 |
1.3016 |
|
0.618 |
1.2984 |
|
HIGH |
1.2932 |
|
0.618 |
1.2900 |
|
0.500 |
1.2890 |
|
0.382 |
1.2880 |
|
LOW |
1.2848 |
|
0.618 |
1.2796 |
|
1.000 |
1.2764 |
|
1.618 |
1.2712 |
|
2.618 |
1.2628 |
|
4.250 |
1.2491 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2903 |
1.2939 |
| PP |
1.2896 |
1.2929 |
| S1 |
1.2890 |
1.2919 |
|