CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2885 |
1.2896 |
0.0011 |
0.1% |
1.2978 |
| High |
1.2941 |
1.2898 |
-0.0043 |
-0.3% |
1.3033 |
| Low |
1.2859 |
1.2810 |
-0.0049 |
-0.4% |
1.2810 |
| Close |
1.2917 |
1.2840 |
-0.0077 |
-0.6% |
1.2840 |
| Range |
0.0082 |
0.0088 |
0.0006 |
7.3% |
0.0223 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.7% |
0.0000 |
| Volume |
1,295 |
886 |
-409 |
-31.6% |
5,070 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3113 |
1.3065 |
1.2888 |
|
| R3 |
1.3025 |
1.2977 |
1.2864 |
|
| R2 |
1.2937 |
1.2937 |
1.2856 |
|
| R1 |
1.2889 |
1.2889 |
1.2848 |
1.2869 |
| PP |
1.2849 |
1.2849 |
1.2849 |
1.2840 |
| S1 |
1.2801 |
1.2801 |
1.2832 |
1.2781 |
| S2 |
1.2761 |
1.2761 |
1.2824 |
|
| S3 |
1.2673 |
1.2713 |
1.2816 |
|
| S4 |
1.2585 |
1.2625 |
1.2792 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3425 |
1.2963 |
|
| R3 |
1.3340 |
1.3202 |
1.2901 |
|
| R2 |
1.3117 |
1.3117 |
1.2881 |
|
| R1 |
1.2979 |
1.2979 |
1.2860 |
1.2937 |
| PP |
1.2894 |
1.2894 |
1.2894 |
1.2873 |
| S1 |
1.2756 |
1.2756 |
1.2820 |
1.2714 |
| S2 |
1.2671 |
1.2671 |
1.2799 |
|
| S3 |
1.2448 |
1.2533 |
1.2779 |
|
| S4 |
1.2225 |
1.2310 |
1.2717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3033 |
1.2810 |
0.0223 |
1.7% |
0.0085 |
0.7% |
13% |
False |
True |
1,014 |
| 10 |
1.3205 |
1.2810 |
0.0395 |
3.1% |
0.0095 |
0.7% |
8% |
False |
True |
692 |
| 20 |
1.3250 |
1.2810 |
0.0440 |
3.4% |
0.0094 |
0.7% |
7% |
False |
True |
466 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0096 |
0.8% |
15% |
False |
False |
355 |
| 60 |
1.3307 |
1.2770 |
0.0537 |
4.2% |
0.0094 |
0.7% |
13% |
False |
False |
260 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0083 |
0.6% |
8% |
False |
False |
197 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0070 |
0.5% |
8% |
False |
False |
159 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0063 |
0.5% |
8% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3272 |
|
2.618 |
1.3128 |
|
1.618 |
1.3040 |
|
1.000 |
1.2986 |
|
0.618 |
1.2952 |
|
HIGH |
1.2898 |
|
0.618 |
1.2864 |
|
0.500 |
1.2854 |
|
0.382 |
1.2844 |
|
LOW |
1.2810 |
|
0.618 |
1.2756 |
|
1.000 |
1.2722 |
|
1.618 |
1.2668 |
|
2.618 |
1.2580 |
|
4.250 |
1.2436 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2854 |
1.2880 |
| PP |
1.2849 |
1.2867 |
| S1 |
1.2845 |
1.2853 |
|