CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2896 |
1.2849 |
-0.0047 |
-0.4% |
1.2978 |
| High |
1.2898 |
1.2912 |
0.0014 |
0.1% |
1.3033 |
| Low |
1.2810 |
1.2831 |
0.0021 |
0.2% |
1.2810 |
| Close |
1.2840 |
1.2907 |
0.0067 |
0.5% |
1.2840 |
| Range |
0.0088 |
0.0081 |
-0.0007 |
-8.0% |
0.0223 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
886 |
1,180 |
294 |
33.2% |
5,070 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3126 |
1.3098 |
1.2952 |
|
| R3 |
1.3045 |
1.3017 |
1.2929 |
|
| R2 |
1.2964 |
1.2964 |
1.2922 |
|
| R1 |
1.2936 |
1.2936 |
1.2914 |
1.2950 |
| PP |
1.2883 |
1.2883 |
1.2883 |
1.2891 |
| S1 |
1.2855 |
1.2855 |
1.2900 |
1.2869 |
| S2 |
1.2802 |
1.2802 |
1.2892 |
|
| S3 |
1.2721 |
1.2774 |
1.2885 |
|
| S4 |
1.2640 |
1.2693 |
1.2862 |
|
|
| 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% |
0.0091 |
0.7% |
43% |
False |
False |
932 |
| 10 |
1.3205 |
1.2810 |
0.0395 |
3.1% |
0.0095 |
0.7% |
25% |
False |
False |
717 |
| 20 |
1.3250 |
1.2810 |
0.0440 |
3.4% |
0.0094 |
0.7% |
22% |
False |
False |
521 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0096 |
0.7% |
29% |
False |
False |
379 |
| 60 |
1.3307 |
1.2770 |
0.0537 |
4.2% |
0.0094 |
0.7% |
26% |
False |
False |
279 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0083 |
0.6% |
15% |
False |
False |
212 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0070 |
0.5% |
15% |
False |
False |
171 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0064 |
0.5% |
15% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3256 |
|
2.618 |
1.3124 |
|
1.618 |
1.3043 |
|
1.000 |
1.2993 |
|
0.618 |
1.2962 |
|
HIGH |
1.2912 |
|
0.618 |
1.2881 |
|
0.500 |
1.2872 |
|
0.382 |
1.2862 |
|
LOW |
1.2831 |
|
0.618 |
1.2781 |
|
1.000 |
1.2750 |
|
1.618 |
1.2700 |
|
2.618 |
1.2619 |
|
4.250 |
1.2487 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2895 |
1.2897 |
| PP |
1.2883 |
1.2886 |
| S1 |
1.2872 |
1.2876 |
|