CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2934 |
1.2938 |
0.0004 |
0.0% |
1.2848 |
| High |
1.2995 |
1.2952 |
-0.0043 |
-0.3% |
1.2996 |
| Low |
1.2906 |
1.2851 |
-0.0055 |
-0.4% |
1.2822 |
| Close |
1.2919 |
1.2876 |
-0.0043 |
-0.3% |
1.2919 |
| Range |
0.0089 |
0.0101 |
0.0012 |
13.5% |
0.0174 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
238,648 |
308,706 |
70,058 |
29.4% |
1,416,507 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3196 |
1.3137 |
1.2932 |
|
| R3 |
1.3095 |
1.3036 |
1.2904 |
|
| R2 |
1.2994 |
1.2994 |
1.2895 |
|
| R1 |
1.2935 |
1.2935 |
1.2885 |
1.2914 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2883 |
| S1 |
1.2834 |
1.2834 |
1.2867 |
1.2813 |
| S2 |
1.2792 |
1.2792 |
1.2857 |
|
| S3 |
1.2691 |
1.2733 |
1.2848 |
|
| S4 |
1.2590 |
1.2632 |
1.2820 |
|
|
| 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 |
1.2823 |
0.0173 |
1.3% |
0.0116 |
0.9% |
31% |
False |
False |
305,830 |
| 10 |
1.3032 |
1.2798 |
0.0234 |
1.8% |
0.0108 |
0.8% |
33% |
False |
False |
282,666 |
| 20 |
1.3248 |
1.2798 |
0.0450 |
3.5% |
0.0111 |
0.9% |
17% |
False |
False |
269,876 |
| 40 |
1.3248 |
1.2751 |
0.0497 |
3.9% |
0.0107 |
0.8% |
25% |
False |
False |
262,272 |
| 60 |
1.3248 |
1.2751 |
0.0497 |
3.9% |
0.0109 |
0.8% |
25% |
False |
False |
235,861 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0112 |
0.9% |
13% |
False |
False |
177,180 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0108 |
0.8% |
13% |
False |
False |
141,801 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0100 |
0.8% |
13% |
False |
False |
118,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3381 |
|
2.618 |
1.3216 |
|
1.618 |
1.3115 |
|
1.000 |
1.3053 |
|
0.618 |
1.3014 |
|
HIGH |
1.2952 |
|
0.618 |
1.2913 |
|
0.500 |
1.2902 |
|
0.382 |
1.2890 |
|
LOW |
1.2851 |
|
0.618 |
1.2789 |
|
1.000 |
1.2750 |
|
1.618 |
1.2688 |
|
2.618 |
1.2587 |
|
4.250 |
1.2422 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2902 |
1.2909 |
| PP |
1.2893 |
1.2898 |
| S1 |
1.2885 |
1.2887 |
|