CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3150 |
1.3090 |
-0.0060 |
-0.5% |
1.3069 |
| High |
1.3150 |
1.3140 |
-0.0010 |
-0.1% |
1.3250 |
| Low |
1.3069 |
1.3084 |
0.0015 |
0.1% |
1.3050 |
| Close |
1.3090 |
1.3096 |
0.0006 |
0.0% |
1.3122 |
| Range |
0.0081 |
0.0056 |
-0.0025 |
-30.9% |
0.0200 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
937 |
237 |
-700 |
-74.7% |
1,533 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3275 |
1.3241 |
1.3127 |
|
| R3 |
1.3219 |
1.3185 |
1.3111 |
|
| R2 |
1.3163 |
1.3163 |
1.3106 |
|
| R1 |
1.3129 |
1.3129 |
1.3101 |
1.3146 |
| PP |
1.3107 |
1.3107 |
1.3107 |
1.3115 |
| S1 |
1.3073 |
1.3073 |
1.3091 |
1.3090 |
| S2 |
1.3051 |
1.3051 |
1.3086 |
|
| S3 |
1.2995 |
1.3017 |
1.3081 |
|
| S4 |
1.2939 |
1.2961 |
1.3065 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3741 |
1.3631 |
1.3232 |
|
| R3 |
1.3541 |
1.3431 |
1.3177 |
|
| R2 |
1.3341 |
1.3341 |
1.3159 |
|
| R1 |
1.3231 |
1.3231 |
1.3140 |
1.3286 |
| PP |
1.3141 |
1.3141 |
1.3141 |
1.3168 |
| S1 |
1.3031 |
1.3031 |
1.3104 |
1.3086 |
| S2 |
1.2941 |
1.2941 |
1.3085 |
|
| S3 |
1.2741 |
1.2831 |
1.3067 |
|
| S4 |
1.2541 |
1.2631 |
1.3012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3250 |
1.3050 |
0.0200 |
1.5% |
0.0099 |
0.8% |
23% |
False |
False |
484 |
| 10 |
1.3250 |
1.2981 |
0.0269 |
2.1% |
0.0090 |
0.7% |
43% |
False |
False |
335 |
| 20 |
1.3250 |
1.2981 |
0.0269 |
2.1% |
0.0093 |
0.7% |
43% |
False |
False |
318 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0094 |
0.7% |
68% |
False |
False |
236 |
| 60 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0087 |
0.7% |
43% |
False |
False |
166 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0075 |
0.6% |
35% |
False |
False |
127 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0065 |
0.5% |
35% |
False |
False |
102 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0058 |
0.4% |
36% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3378 |
|
2.618 |
1.3287 |
|
1.618 |
1.3231 |
|
1.000 |
1.3196 |
|
0.618 |
1.3175 |
|
HIGH |
1.3140 |
|
0.618 |
1.3119 |
|
0.500 |
1.3112 |
|
0.382 |
1.3105 |
|
LOW |
1.3084 |
|
0.618 |
1.3049 |
|
1.000 |
1.3028 |
|
1.618 |
1.2993 |
|
2.618 |
1.2937 |
|
4.250 |
1.2846 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3112 |
1.3110 |
| PP |
1.3107 |
1.3105 |
| S1 |
1.3101 |
1.3101 |
|