CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2946 |
1.2885 |
-0.0061 |
-0.5% |
1.3150 |
| High |
1.2950 |
1.2941 |
-0.0009 |
-0.1% |
1.3205 |
| Low |
1.2855 |
1.2859 |
0.0004 |
0.0% |
1.2947 |
| Close |
1.2885 |
1.2917 |
0.0032 |
0.2% |
1.2994 |
| Range |
0.0095 |
0.0082 |
-0.0013 |
-13.7% |
0.0258 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
708 |
1,295 |
587 |
82.9% |
1,858 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3152 |
1.3116 |
1.2962 |
|
| R3 |
1.3070 |
1.3034 |
1.2940 |
|
| R2 |
1.2988 |
1.2988 |
1.2932 |
|
| R1 |
1.2952 |
1.2952 |
1.2925 |
1.2970 |
| PP |
1.2906 |
1.2906 |
1.2906 |
1.2915 |
| S1 |
1.2870 |
1.2870 |
1.2909 |
1.2888 |
| S2 |
1.2824 |
1.2824 |
1.2902 |
|
| S3 |
1.2742 |
1.2788 |
1.2894 |
|
| S4 |
1.2660 |
1.2706 |
1.2872 |
|
|
| 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 |
1.3060 |
1.2855 |
0.0205 |
1.6% |
0.0090 |
0.7% |
30% |
False |
False |
917 |
| 10 |
1.3205 |
1.2855 |
0.0350 |
2.7% |
0.0098 |
0.8% |
18% |
False |
False |
671 |
| 20 |
1.3250 |
1.2855 |
0.0395 |
3.1% |
0.0093 |
0.7% |
16% |
False |
False |
444 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0096 |
0.7% |
31% |
False |
False |
340 |
| 60 |
1.3307 |
1.2770 |
0.0537 |
4.2% |
0.0093 |
0.7% |
27% |
False |
False |
246 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0082 |
0.6% |
16% |
False |
False |
186 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0069 |
0.5% |
16% |
False |
False |
150 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0063 |
0.5% |
16% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3290 |
|
2.618 |
1.3156 |
|
1.618 |
1.3074 |
|
1.000 |
1.3023 |
|
0.618 |
1.2992 |
|
HIGH |
1.2941 |
|
0.618 |
1.2910 |
|
0.500 |
1.2900 |
|
0.382 |
1.2890 |
|
LOW |
1.2859 |
|
0.618 |
1.2808 |
|
1.000 |
1.2777 |
|
1.618 |
1.2726 |
|
2.618 |
1.2644 |
|
4.250 |
1.2511 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2911 |
1.2944 |
| PP |
1.2906 |
1.2935 |
| S1 |
1.2900 |
1.2926 |
|