CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2990 |
1.2946 |
-0.0044 |
-0.3% |
1.3150 |
| High |
1.3033 |
1.2950 |
-0.0083 |
-0.6% |
1.3205 |
| Low |
1.2926 |
1.2855 |
-0.0071 |
-0.5% |
1.2947 |
| Close |
1.2947 |
1.2885 |
-0.0062 |
-0.5% |
1.2994 |
| Range |
0.0107 |
0.0095 |
-0.0012 |
-11.2% |
0.0258 |
| ATR |
0.0099 |
0.0098 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
594 |
708 |
114 |
19.2% |
1,858 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3182 |
1.3128 |
1.2937 |
|
| R3 |
1.3087 |
1.3033 |
1.2911 |
|
| R2 |
1.2992 |
1.2992 |
1.2902 |
|
| R1 |
1.2938 |
1.2938 |
1.2894 |
1.2918 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2886 |
| S1 |
1.2843 |
1.2843 |
1.2876 |
1.2823 |
| S2 |
1.2802 |
1.2802 |
1.2868 |
|
| S3 |
1.2707 |
1.2748 |
1.2859 |
|
| S4 |
1.2612 |
1.2653 |
1.2833 |
|
|
| 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 |
1.3188 |
1.2855 |
0.0333 |
2.6% |
0.0107 |
0.8% |
9% |
False |
True |
699 |
| 10 |
1.3224 |
1.2855 |
0.0369 |
2.9% |
0.0106 |
0.8% |
8% |
False |
True |
556 |
| 20 |
1.3250 |
1.2855 |
0.0395 |
3.1% |
0.0092 |
0.7% |
8% |
False |
True |
398 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0097 |
0.8% |
24% |
False |
False |
315 |
| 60 |
1.3365 |
1.2770 |
0.0595 |
4.6% |
0.0093 |
0.7% |
19% |
False |
False |
225 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0081 |
0.6% |
12% |
False |
False |
170 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0068 |
0.5% |
12% |
False |
False |
137 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0063 |
0.5% |
12% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3354 |
|
2.618 |
1.3199 |
|
1.618 |
1.3104 |
|
1.000 |
1.3045 |
|
0.618 |
1.3009 |
|
HIGH |
1.2950 |
|
0.618 |
1.2914 |
|
0.500 |
1.2903 |
|
0.382 |
1.2891 |
|
LOW |
1.2855 |
|
0.618 |
1.2796 |
|
1.000 |
1.2760 |
|
1.618 |
1.2701 |
|
2.618 |
1.2606 |
|
4.250 |
1.2451 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2903 |
1.2944 |
| PP |
1.2897 |
1.2924 |
| S1 |
1.2891 |
1.2905 |
|