CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3090 |
1.3101 |
0.0011 |
0.1% |
1.3069 |
| High |
1.3140 |
1.3205 |
0.0065 |
0.5% |
1.3250 |
| Low |
1.3084 |
1.3100 |
0.0016 |
0.1% |
1.3050 |
| Close |
1.3096 |
1.3170 |
0.0074 |
0.6% |
1.3122 |
| Range |
0.0056 |
0.0105 |
0.0049 |
87.5% |
0.0200 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.1% |
0.0000 |
| Volume |
237 |
75 |
-162 |
-68.4% |
1,533 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3473 |
1.3427 |
1.3228 |
|
| R3 |
1.3368 |
1.3322 |
1.3199 |
|
| R2 |
1.3263 |
1.3263 |
1.3189 |
|
| R1 |
1.3217 |
1.3217 |
1.3180 |
1.3240 |
| PP |
1.3158 |
1.3158 |
1.3158 |
1.3170 |
| S1 |
1.3112 |
1.3112 |
1.3160 |
1.3135 |
| S2 |
1.3053 |
1.3053 |
1.3151 |
|
| S3 |
1.2948 |
1.3007 |
1.3141 |
|
| S4 |
1.2843 |
1.2902 |
1.3112 |
|
|
| 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 |
1.3224 |
1.3050 |
0.0174 |
1.3% |
0.0105 |
0.8% |
69% |
False |
False |
413 |
| 10 |
1.3250 |
1.3006 |
0.0244 |
1.9% |
0.0093 |
0.7% |
67% |
False |
False |
321 |
| 20 |
1.3250 |
1.2981 |
0.0269 |
2.0% |
0.0095 |
0.7% |
70% |
False |
False |
307 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.6% |
0.0096 |
0.7% |
83% |
False |
False |
237 |
| 60 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0088 |
0.7% |
53% |
False |
False |
167 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0076 |
0.6% |
43% |
False |
False |
128 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0065 |
0.5% |
43% |
False |
False |
103 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0059 |
0.4% |
43% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3651 |
|
2.618 |
1.3480 |
|
1.618 |
1.3375 |
|
1.000 |
1.3310 |
|
0.618 |
1.3270 |
|
HIGH |
1.3205 |
|
0.618 |
1.3165 |
|
0.500 |
1.3153 |
|
0.382 |
1.3140 |
|
LOW |
1.3100 |
|
0.618 |
1.3035 |
|
1.000 |
1.2995 |
|
1.618 |
1.2930 |
|
2.618 |
1.2825 |
|
4.250 |
1.2654 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3164 |
1.3159 |
| PP |
1.3158 |
1.3148 |
| S1 |
1.3153 |
1.3137 |
|