CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3171 |
1.3056 |
-0.0115 |
-0.9% |
1.3150 |
| High |
1.3188 |
1.3060 |
-0.0128 |
-1.0% |
1.3205 |
| Low |
1.3023 |
1.2947 |
-0.0076 |
-0.6% |
1.2947 |
| Close |
1.3027 |
1.2994 |
-0.0033 |
-0.3% |
1.2994 |
| Range |
0.0165 |
0.0113 |
-0.0052 |
-31.5% |
0.0258 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
0.9% |
0.0000 |
| Volume |
208 |
401 |
193 |
92.8% |
1,858 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3339 |
1.3280 |
1.3056 |
|
| R3 |
1.3226 |
1.3167 |
1.3025 |
|
| R2 |
1.3113 |
1.3113 |
1.3015 |
|
| R1 |
1.3054 |
1.3054 |
1.3004 |
1.3027 |
| PP |
1.3000 |
1.3000 |
1.3000 |
1.2987 |
| S1 |
1.2941 |
1.2941 |
1.2984 |
1.2914 |
| S2 |
1.2887 |
1.2887 |
1.2973 |
|
| S3 |
1.2774 |
1.2828 |
1.2963 |
|
| S4 |
1.2661 |
1.2715 |
1.2932 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3823 |
1.3666 |
1.3136 |
|
| R3 |
1.3565 |
1.3408 |
1.3065 |
|
| R2 |
1.3307 |
1.3307 |
1.3041 |
|
| R1 |
1.3150 |
1.3150 |
1.3018 |
1.3100 |
| PP |
1.3049 |
1.3049 |
1.3049 |
1.3023 |
| S1 |
1.2892 |
1.2892 |
1.2970 |
1.2842 |
| S2 |
1.2791 |
1.2791 |
1.2947 |
|
| S3 |
1.2533 |
1.2634 |
1.2923 |
|
| S4 |
1.2275 |
1.2376 |
1.2852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3205 |
1.2947 |
0.0258 |
2.0% |
0.0104 |
0.8% |
18% |
False |
True |
371 |
| 10 |
1.3250 |
1.2947 |
0.0303 |
2.3% |
0.0107 |
0.8% |
16% |
False |
True |
339 |
| 20 |
1.3250 |
1.2947 |
0.0303 |
2.3% |
0.0101 |
0.8% |
16% |
False |
True |
294 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0097 |
0.7% |
47% |
False |
False |
249 |
| 60 |
1.3408 |
1.2770 |
0.0638 |
4.9% |
0.0091 |
0.7% |
35% |
False |
False |
177 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0079 |
0.6% |
24% |
False |
False |
135 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0067 |
0.5% |
24% |
False |
False |
109 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0061 |
0.5% |
24% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3540 |
|
2.618 |
1.3356 |
|
1.618 |
1.3243 |
|
1.000 |
1.3173 |
|
0.618 |
1.3130 |
|
HIGH |
1.3060 |
|
0.618 |
1.3017 |
|
0.500 |
1.3004 |
|
0.382 |
1.2990 |
|
LOW |
1.2947 |
|
0.618 |
1.2877 |
|
1.000 |
1.2834 |
|
1.618 |
1.2764 |
|
2.618 |
1.2651 |
|
4.250 |
1.2467 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3004 |
1.3076 |
| PP |
1.3000 |
1.3049 |
| S1 |
1.2997 |
1.3021 |
|