CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2853 |
1.2934 |
0.0081 |
0.6% |
1.2848 |
| High |
1.2959 |
1.2995 |
0.0036 |
0.3% |
1.2996 |
| Low |
1.2823 |
1.2906 |
0.0083 |
0.6% |
1.2822 |
| Close |
1.2933 |
1.2919 |
-0.0014 |
-0.1% |
1.2919 |
| Range |
0.0136 |
0.0089 |
-0.0047 |
-34.6% |
0.0174 |
| ATR |
0.0110 |
0.0109 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
325,451 |
238,648 |
-86,803 |
-26.7% |
1,416,507 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3207 |
1.3152 |
1.2968 |
|
| R3 |
1.3118 |
1.3063 |
1.2943 |
|
| R2 |
1.3029 |
1.3029 |
1.2935 |
|
| R1 |
1.2974 |
1.2974 |
1.2927 |
1.2957 |
| PP |
1.2940 |
1.2940 |
1.2940 |
1.2932 |
| S1 |
1.2885 |
1.2885 |
1.2911 |
1.2868 |
| S2 |
1.2851 |
1.2851 |
1.2903 |
|
| S3 |
1.2762 |
1.2796 |
1.2895 |
|
| S4 |
1.2673 |
1.2707 |
1.2870 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3434 |
1.3351 |
1.3015 |
|
| R3 |
1.3260 |
1.3177 |
1.2967 |
|
| R2 |
1.3086 |
1.3086 |
1.2951 |
|
| R1 |
1.3003 |
1.3003 |
1.2935 |
1.3045 |
| PP |
1.2912 |
1.2912 |
1.2912 |
1.2933 |
| S1 |
1.2829 |
1.2829 |
1.2903 |
1.2871 |
| S2 |
1.2738 |
1.2738 |
1.2887 |
|
| S3 |
1.2564 |
1.2655 |
1.2871 |
|
| S4 |
1.2390 |
1.2481 |
1.2823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2996 |
1.2822 |
0.0174 |
1.3% |
0.0112 |
0.9% |
56% |
False |
False |
283,301 |
| 10 |
1.3032 |
1.2798 |
0.0234 |
1.8% |
0.0104 |
0.8% |
52% |
False |
False |
273,114 |
| 20 |
1.3248 |
1.2798 |
0.0450 |
3.5% |
0.0111 |
0.9% |
27% |
False |
False |
264,915 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0107 |
0.8% |
34% |
False |
False |
256,948 |
| 60 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0110 |
0.8% |
34% |
False |
False |
230,778 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0111 |
0.9% |
17% |
False |
False |
173,329 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0108 |
0.8% |
17% |
False |
False |
138,715 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0100 |
0.8% |
17% |
False |
False |
115,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3373 |
|
2.618 |
1.3228 |
|
1.618 |
1.3139 |
|
1.000 |
1.3084 |
|
0.618 |
1.3050 |
|
HIGH |
1.2995 |
|
0.618 |
1.2961 |
|
0.500 |
1.2951 |
|
0.382 |
1.2940 |
|
LOW |
1.2906 |
|
0.618 |
1.2851 |
|
1.000 |
1.2817 |
|
1.618 |
1.2762 |
|
2.618 |
1.2673 |
|
4.250 |
1.2528 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2951 |
1.2916 |
| PP |
1.2940 |
1.2913 |
| S1 |
1.2930 |
1.2910 |
|