CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2888 |
1.2848 |
-0.0040 |
-0.3% |
1.2979 |
| High |
1.2909 |
1.2903 |
-0.0006 |
0.0% |
1.3032 |
| Low |
1.2798 |
1.2822 |
0.0024 |
0.2% |
1.2798 |
| Close |
1.2831 |
1.2899 |
0.0068 |
0.5% |
1.2831 |
| Range |
0.0111 |
0.0081 |
-0.0030 |
-27.0% |
0.0234 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
265,709 |
196,063 |
-69,646 |
-26.2% |
1,314,635 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3118 |
1.3089 |
1.2944 |
|
| R3 |
1.3037 |
1.3008 |
1.2921 |
|
| R2 |
1.2956 |
1.2956 |
1.2914 |
|
| R1 |
1.2927 |
1.2927 |
1.2906 |
1.2942 |
| PP |
1.2875 |
1.2875 |
1.2875 |
1.2882 |
| S1 |
1.2846 |
1.2846 |
1.2892 |
1.2861 |
| S2 |
1.2794 |
1.2794 |
1.2884 |
|
| S3 |
1.2713 |
1.2765 |
1.2877 |
|
| S4 |
1.2632 |
1.2684 |
1.2854 |
|
|
| 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% |
0.0099 |
0.8% |
43% |
False |
False |
259,503 |
| 10 |
1.3198 |
1.2798 |
0.0400 |
3.1% |
0.0103 |
0.8% |
25% |
False |
False |
251,350 |
| 20 |
1.3248 |
1.2798 |
0.0450 |
3.5% |
0.0104 |
0.8% |
22% |
False |
False |
253,812 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.9% |
0.0108 |
0.8% |
30% |
False |
False |
257,088 |
| 60 |
1.3325 |
1.2751 |
0.0574 |
4.4% |
0.0111 |
0.9% |
26% |
False |
False |
210,584 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0109 |
0.8% |
15% |
False |
False |
158,088 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0105 |
0.8% |
15% |
False |
False |
126,513 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0096 |
0.7% |
15% |
False |
False |
105,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3247 |
|
2.618 |
1.3115 |
|
1.618 |
1.3034 |
|
1.000 |
1.2984 |
|
0.618 |
1.2953 |
|
HIGH |
1.2903 |
|
0.618 |
1.2872 |
|
0.500 |
1.2863 |
|
0.382 |
1.2853 |
|
LOW |
1.2822 |
|
0.618 |
1.2772 |
|
1.000 |
1.2741 |
|
1.618 |
1.2691 |
|
2.618 |
1.2610 |
|
4.250 |
1.2478 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2887 |
1.2888 |
| PP |
1.2875 |
1.2876 |
| S1 |
1.2863 |
1.2865 |
|