CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2978 |
1.2990 |
0.0012 |
0.1% |
1.3150 |
| High |
1.3010 |
1.3033 |
0.0023 |
0.2% |
1.3205 |
| Low |
1.2956 |
1.2926 |
-0.0030 |
-0.2% |
1.2947 |
| Close |
1.2981 |
1.2947 |
-0.0034 |
-0.3% |
1.2994 |
| Range |
0.0054 |
0.0107 |
0.0053 |
98.1% |
0.0258 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
0.6% |
0.0000 |
| Volume |
1,587 |
594 |
-993 |
-62.6% |
1,858 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3290 |
1.3225 |
1.3006 |
|
| R3 |
1.3183 |
1.3118 |
1.2976 |
|
| R2 |
1.3076 |
1.3076 |
1.2967 |
|
| R1 |
1.3011 |
1.3011 |
1.2957 |
1.2990 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2958 |
| S1 |
1.2904 |
1.2904 |
1.2937 |
1.2883 |
| S2 |
1.2862 |
1.2862 |
1.2927 |
|
| S3 |
1.2755 |
1.2797 |
1.2918 |
|
| S4 |
1.2648 |
1.2690 |
1.2888 |
|
|
| 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 |
1.2926 |
0.0279 |
2.2% |
0.0109 |
0.8% |
8% |
False |
True |
573 |
| 10 |
1.3250 |
1.2926 |
0.0324 |
2.5% |
0.0104 |
0.8% |
6% |
False |
True |
528 |
| 20 |
1.3250 |
1.2926 |
0.0324 |
2.5% |
0.0097 |
0.7% |
6% |
False |
True |
380 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0097 |
0.7% |
37% |
False |
False |
302 |
| 60 |
1.3406 |
1.2770 |
0.0636 |
4.9% |
0.0093 |
0.7% |
28% |
False |
False |
213 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0081 |
0.6% |
19% |
False |
False |
161 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0068 |
0.5% |
19% |
False |
False |
130 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0062 |
0.5% |
19% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3488 |
|
2.618 |
1.3313 |
|
1.618 |
1.3206 |
|
1.000 |
1.3140 |
|
0.618 |
1.3099 |
|
HIGH |
1.3033 |
|
0.618 |
1.2992 |
|
0.500 |
1.2980 |
|
0.382 |
1.2967 |
|
LOW |
1.2926 |
|
0.618 |
1.2860 |
|
1.000 |
1.2819 |
|
1.618 |
1.2753 |
|
2.618 |
1.2646 |
|
4.250 |
1.2471 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2980 |
1.2993 |
| PP |
1.2969 |
1.2978 |
| S1 |
1.2958 |
1.2962 |
|