CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2848 |
1.2887 |
0.0039 |
0.3% |
1.2979 |
| High |
1.2903 |
1.2936 |
0.0033 |
0.3% |
1.3032 |
| Low |
1.2822 |
1.2843 |
0.0021 |
0.2% |
1.2798 |
| Close |
1.2899 |
1.2903 |
0.0004 |
0.0% |
1.2831 |
| Range |
0.0081 |
0.0093 |
0.0012 |
14.8% |
0.0234 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
196,063 |
258,625 |
62,562 |
31.9% |
1,314,635 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3173 |
1.3131 |
1.2954 |
|
| R3 |
1.3080 |
1.3038 |
1.2929 |
|
| R2 |
1.2987 |
1.2987 |
1.2920 |
|
| R1 |
1.2945 |
1.2945 |
1.2912 |
1.2966 |
| PP |
1.2894 |
1.2894 |
1.2894 |
1.2905 |
| S1 |
1.2852 |
1.2852 |
1.2894 |
1.2873 |
| S2 |
1.2801 |
1.2801 |
1.2886 |
|
| S3 |
1.2708 |
1.2759 |
1.2877 |
|
| S4 |
1.2615 |
1.2666 |
1.2852 |
|
|
| 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 |
1.2945 |
1.2798 |
0.0147 |
1.1% |
0.0094 |
0.7% |
71% |
False |
False |
254,457 |
| 10 |
1.3198 |
1.2798 |
0.0400 |
3.1% |
0.0106 |
0.8% |
26% |
False |
False |
258,911 |
| 20 |
1.3248 |
1.2798 |
0.0450 |
3.5% |
0.0103 |
0.8% |
23% |
False |
False |
253,020 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.9% |
0.0104 |
0.8% |
31% |
False |
False |
253,548 |
| 60 |
1.3248 |
1.2751 |
0.0497 |
3.9% |
0.0108 |
0.8% |
31% |
False |
False |
214,878 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0109 |
0.8% |
16% |
False |
False |
161,320 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0106 |
0.8% |
16% |
False |
False |
129,099 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0097 |
0.8% |
16% |
False |
False |
107,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3331 |
|
2.618 |
1.3179 |
|
1.618 |
1.3086 |
|
1.000 |
1.3029 |
|
0.618 |
1.2993 |
|
HIGH |
1.2936 |
|
0.618 |
1.2900 |
|
0.500 |
1.2890 |
|
0.382 |
1.2879 |
|
LOW |
1.2843 |
|
0.618 |
1.2786 |
|
1.000 |
1.2750 |
|
1.618 |
1.2693 |
|
2.618 |
1.2600 |
|
4.250 |
1.2448 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2899 |
1.2891 |
| PP |
1.2894 |
1.2879 |
| S1 |
1.2890 |
1.2867 |
|