CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2939 |
1.3047 |
0.0108 |
0.8% |
1.2938 |
| High |
1.3063 |
1.3060 |
-0.0003 |
0.0% |
1.3063 |
| Low |
1.2935 |
1.2945 |
0.0010 |
0.1% |
1.2839 |
| Close |
1.3046 |
1.2983 |
-0.0063 |
-0.5% |
1.2983 |
| Range |
0.0128 |
0.0115 |
-0.0013 |
-10.2% |
0.0224 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
0.2% |
0.0000 |
| Volume |
309,070 |
290,258 |
-18,812 |
-6.1% |
1,215,805 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3341 |
1.3277 |
1.3046 |
|
| R3 |
1.3226 |
1.3162 |
1.3015 |
|
| R2 |
1.3111 |
1.3111 |
1.3004 |
|
| R1 |
1.3047 |
1.3047 |
1.2994 |
1.3022 |
| PP |
1.2996 |
1.2996 |
1.2996 |
1.2983 |
| S1 |
1.2932 |
1.2932 |
1.2972 |
1.2907 |
| S2 |
1.2881 |
1.2881 |
1.2962 |
|
| S3 |
1.2766 |
1.2817 |
1.2951 |
|
| S4 |
1.2651 |
1.2702 |
1.2920 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3634 |
1.3532 |
1.3106 |
|
| R3 |
1.3410 |
1.3308 |
1.3045 |
|
| R2 |
1.3186 |
1.3186 |
1.3024 |
|
| R1 |
1.3084 |
1.3084 |
1.3004 |
1.3135 |
| PP |
1.2962 |
1.2962 |
1.2962 |
1.2987 |
| S1 |
1.2860 |
1.2860 |
1.2962 |
1.2911 |
| S2 |
1.2738 |
1.2738 |
1.2942 |
|
| S3 |
1.2514 |
1.2636 |
1.2921 |
|
| S4 |
1.2290 |
1.2412 |
1.2860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3063 |
1.2839 |
0.0224 |
1.7% |
0.0115 |
0.9% |
64% |
False |
False |
290,890 |
| 10 |
1.3063 |
1.2798 |
0.0265 |
2.0% |
0.0116 |
0.9% |
70% |
False |
False |
289,802 |
| 20 |
1.3198 |
1.2798 |
0.0400 |
3.1% |
0.0111 |
0.9% |
46% |
False |
False |
269,045 |
| 40 |
1.3248 |
1.2798 |
0.0450 |
3.5% |
0.0108 |
0.8% |
41% |
False |
False |
262,908 |
| 60 |
1.3248 |
1.2751 |
0.0497 |
3.8% |
0.0112 |
0.9% |
47% |
False |
False |
250,559 |
| 80 |
1.3605 |
1.2751 |
0.0854 |
6.6% |
0.0111 |
0.9% |
27% |
False |
False |
188,496 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0109 |
0.8% |
24% |
False |
False |
150,866 |
| 120 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0102 |
0.8% |
24% |
False |
False |
125,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3549 |
|
2.618 |
1.3361 |
|
1.618 |
1.3246 |
|
1.000 |
1.3175 |
|
0.618 |
1.3131 |
|
HIGH |
1.3060 |
|
0.618 |
1.3016 |
|
0.500 |
1.3003 |
|
0.382 |
1.2989 |
|
LOW |
1.2945 |
|
0.618 |
1.2874 |
|
1.000 |
1.2830 |
|
1.618 |
1.2759 |
|
2.618 |
1.2644 |
|
4.250 |
1.2456 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3003 |
1.2972 |
| PP |
1.2996 |
1.2962 |
| S1 |
1.2990 |
1.2951 |
|