CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3101 |
1.3171 |
0.0070 |
0.5% |
1.3069 |
| High |
1.3205 |
1.3188 |
-0.0017 |
-0.1% |
1.3250 |
| Low |
1.3100 |
1.3023 |
-0.0077 |
-0.6% |
1.3050 |
| Close |
1.3170 |
1.3027 |
-0.0143 |
-1.1% |
1.3122 |
| Range |
0.0105 |
0.0165 |
0.0060 |
57.1% |
0.0200 |
| ATR |
0.0096 |
0.0101 |
0.0005 |
5.2% |
0.0000 |
| Volume |
75 |
208 |
133 |
177.3% |
1,533 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3574 |
1.3466 |
1.3118 |
|
| R3 |
1.3409 |
1.3301 |
1.3072 |
|
| R2 |
1.3244 |
1.3244 |
1.3057 |
|
| R1 |
1.3136 |
1.3136 |
1.3042 |
1.3108 |
| PP |
1.3079 |
1.3079 |
1.3079 |
1.3065 |
| S1 |
1.2971 |
1.2971 |
1.3012 |
1.2943 |
| S2 |
1.2914 |
1.2914 |
1.2997 |
|
| S3 |
1.2749 |
1.2806 |
1.2982 |
|
| S4 |
1.2584 |
1.2641 |
1.2936 |
|
|
| 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 |
1.3205 |
1.3023 |
0.0182 |
1.4% |
0.0105 |
0.8% |
2% |
False |
True |
425 |
| 10 |
1.3250 |
1.3006 |
0.0244 |
1.9% |
0.0101 |
0.8% |
9% |
False |
False |
326 |
| 20 |
1.3250 |
1.2981 |
0.0269 |
2.1% |
0.0099 |
0.8% |
17% |
False |
False |
278 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0097 |
0.7% |
54% |
False |
False |
240 |
| 60 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0091 |
0.7% |
34% |
False |
False |
170 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0078 |
0.6% |
28% |
False |
False |
130 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0067 |
0.5% |
28% |
False |
False |
105 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0060 |
0.5% |
28% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3889 |
|
2.618 |
1.3620 |
|
1.618 |
1.3455 |
|
1.000 |
1.3353 |
|
0.618 |
1.3290 |
|
HIGH |
1.3188 |
|
0.618 |
1.3125 |
|
0.500 |
1.3106 |
|
0.382 |
1.3086 |
|
LOW |
1.3023 |
|
0.618 |
1.2921 |
|
1.000 |
1.2858 |
|
1.618 |
1.2756 |
|
2.618 |
1.2591 |
|
4.250 |
1.2322 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3114 |
| PP |
1.3079 |
1.3085 |
| S1 |
1.3053 |
1.3056 |
|