CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2896 |
1.2918 |
0.0022 |
0.2% |
1.2978 |
| High |
1.2933 |
1.3002 |
0.0069 |
0.5% |
1.3033 |
| Low |
1.2854 |
1.2843 |
-0.0011 |
-0.1% |
1.2810 |
| Close |
1.2911 |
1.2852 |
-0.0059 |
-0.5% |
1.2840 |
| Range |
0.0079 |
0.0159 |
0.0080 |
101.3% |
0.0223 |
| ATR |
0.0096 |
0.0100 |
0.0005 |
4.7% |
0.0000 |
| Volume |
921 |
699 |
-222 |
-24.1% |
5,070 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3376 |
1.3273 |
1.2939 |
|
| R3 |
1.3217 |
1.3114 |
1.2896 |
|
| R2 |
1.3058 |
1.3058 |
1.2881 |
|
| R1 |
1.2955 |
1.2955 |
1.2867 |
1.2927 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2885 |
| S1 |
1.2796 |
1.2796 |
1.2837 |
1.2768 |
| S2 |
1.2740 |
1.2740 |
1.2823 |
|
| S3 |
1.2581 |
1.2637 |
1.2808 |
|
| S4 |
1.2422 |
1.2478 |
1.2765 |
|
|
| 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 |
1.3002 |
1.2810 |
0.0192 |
1.5% |
0.0098 |
0.8% |
22% |
True |
False |
996 |
| 10 |
1.3188 |
1.2810 |
0.0378 |
2.9% |
0.0102 |
0.8% |
11% |
False |
False |
847 |
| 20 |
1.3250 |
1.2810 |
0.0440 |
3.4% |
0.0098 |
0.8% |
10% |
False |
False |
584 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0095 |
0.7% |
17% |
False |
False |
411 |
| 60 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0093 |
0.7% |
17% |
False |
False |
305 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0086 |
0.7% |
9% |
False |
False |
232 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0073 |
0.6% |
9% |
False |
False |
187 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0065 |
0.5% |
9% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3678 |
|
2.618 |
1.3418 |
|
1.618 |
1.3259 |
|
1.000 |
1.3161 |
|
0.618 |
1.3100 |
|
HIGH |
1.3002 |
|
0.618 |
1.2941 |
|
0.500 |
1.2923 |
|
0.382 |
1.2904 |
|
LOW |
1.2843 |
|
0.618 |
1.2745 |
|
1.000 |
1.2684 |
|
1.618 |
1.2586 |
|
2.618 |
1.2427 |
|
4.250 |
1.2167 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2923 |
1.2917 |
| PP |
1.2899 |
1.2895 |
| S1 |
1.2876 |
1.2874 |
|