CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3056 |
1.2978 |
-0.0078 |
-0.6% |
1.3150 |
| High |
1.3060 |
1.3010 |
-0.0050 |
-0.4% |
1.3205 |
| Low |
1.2947 |
1.2956 |
0.0009 |
0.1% |
1.2947 |
| Close |
1.2994 |
1.2981 |
-0.0013 |
-0.1% |
1.2994 |
| Range |
0.0113 |
0.0054 |
-0.0059 |
-52.2% |
0.0258 |
| ATR |
0.0102 |
0.0098 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
401 |
1,587 |
1,186 |
295.8% |
1,858 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3144 |
1.3117 |
1.3011 |
|
| R3 |
1.3090 |
1.3063 |
1.2996 |
|
| R2 |
1.3036 |
1.3036 |
1.2991 |
|
| R1 |
1.3009 |
1.3009 |
1.2986 |
1.3023 |
| PP |
1.2982 |
1.2982 |
1.2982 |
1.2989 |
| S1 |
1.2955 |
1.2955 |
1.2976 |
1.2969 |
| S2 |
1.2928 |
1.2928 |
1.2971 |
|
| S3 |
1.2874 |
1.2901 |
1.2966 |
|
| S4 |
1.2820 |
1.2847 |
1.2951 |
|
|
| 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% |
0.0099 |
0.8% |
13% |
False |
False |
501 |
| 10 |
1.3250 |
1.2947 |
0.0303 |
2.3% |
0.0105 |
0.8% |
11% |
False |
False |
485 |
| 20 |
1.3250 |
1.2947 |
0.0303 |
2.3% |
0.0099 |
0.8% |
11% |
False |
False |
361 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0096 |
0.7% |
44% |
False |
False |
288 |
| 60 |
1.3406 |
1.2770 |
0.0636 |
4.9% |
0.0091 |
0.7% |
33% |
False |
False |
203 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0080 |
0.6% |
23% |
False |
False |
155 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0067 |
0.5% |
23% |
False |
False |
124 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0062 |
0.5% |
23% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3240 |
|
2.618 |
1.3151 |
|
1.618 |
1.3097 |
|
1.000 |
1.3064 |
|
0.618 |
1.3043 |
|
HIGH |
1.3010 |
|
0.618 |
1.2989 |
|
0.500 |
1.2983 |
|
0.382 |
1.2977 |
|
LOW |
1.2956 |
|
0.618 |
1.2923 |
|
1.000 |
1.2902 |
|
1.618 |
1.2869 |
|
2.618 |
1.2815 |
|
4.250 |
1.2727 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2983 |
1.3068 |
| PP |
1.2982 |
1.3039 |
| S1 |
1.2982 |
1.3010 |
|