CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2884 |
1.2888 |
0.0004 |
0.0% |
1.2979 |
| High |
1.2932 |
1.2909 |
-0.0023 |
-0.2% |
1.3032 |
| Low |
1.2848 |
1.2798 |
-0.0050 |
-0.4% |
1.2798 |
| Close |
1.2909 |
1.2831 |
-0.0078 |
-0.6% |
1.2831 |
| Range |
0.0084 |
0.0111 |
0.0027 |
32.1% |
0.0234 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.3% |
0.0000 |
| Volume |
264,742 |
265,709 |
967 |
0.4% |
1,314,635 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3179 |
1.3116 |
1.2892 |
|
| R3 |
1.3068 |
1.3005 |
1.2862 |
|
| R2 |
1.2957 |
1.2957 |
1.2851 |
|
| R1 |
1.2894 |
1.2894 |
1.2841 |
1.2870 |
| PP |
1.2846 |
1.2846 |
1.2846 |
1.2834 |
| S1 |
1.2783 |
1.2783 |
1.2821 |
1.2759 |
| S2 |
1.2735 |
1.2735 |
1.2811 |
|
| S3 |
1.2624 |
1.2672 |
1.2800 |
|
| S4 |
1.2513 |
1.2561 |
1.2770 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3589 |
1.3444 |
1.2960 |
|
| R3 |
1.3355 |
1.3210 |
1.2895 |
|
| R2 |
1.3121 |
1.3121 |
1.2874 |
|
| R1 |
1.2976 |
1.2976 |
1.2852 |
1.2932 |
| PP |
1.2887 |
1.2887 |
1.2887 |
1.2865 |
| S1 |
1.2742 |
1.2742 |
1.2810 |
1.2698 |
| S2 |
1.2653 |
1.2653 |
1.2788 |
|
| S3 |
1.2419 |
1.2508 |
1.2767 |
|
| S4 |
1.2185 |
1.2274 |
1.2702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3032 |
1.2798 |
0.0234 |
1.8% |
0.0095 |
0.7% |
14% |
False |
True |
262,927 |
| 10 |
1.3198 |
1.2798 |
0.0400 |
3.1% |
0.0104 |
0.8% |
8% |
False |
True |
245,139 |
| 20 |
1.3248 |
1.2798 |
0.0450 |
3.5% |
0.0104 |
0.8% |
7% |
False |
True |
253,295 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.9% |
0.0109 |
0.8% |
16% |
False |
False |
259,560 |
| 60 |
1.3325 |
1.2751 |
0.0574 |
4.5% |
0.0111 |
0.9% |
14% |
False |
False |
207,345 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0110 |
0.9% |
8% |
False |
False |
155,640 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0105 |
0.8% |
8% |
False |
False |
124,553 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0096 |
0.7% |
8% |
False |
False |
103,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3381 |
|
2.618 |
1.3200 |
|
1.618 |
1.3089 |
|
1.000 |
1.3020 |
|
0.618 |
1.2978 |
|
HIGH |
1.2909 |
|
0.618 |
1.2867 |
|
0.500 |
1.2854 |
|
0.382 |
1.2840 |
|
LOW |
1.2798 |
|
0.618 |
1.2729 |
|
1.000 |
1.2687 |
|
1.618 |
1.2618 |
|
2.618 |
1.2507 |
|
4.250 |
1.2326 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2854 |
1.2872 |
| PP |
1.2846 |
1.2858 |
| S1 |
1.2839 |
1.2845 |
|