CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2918 |
1.2865 |
-0.0053 |
-0.4% |
1.2978 |
| High |
1.3002 |
1.2964 |
-0.0038 |
-0.3% |
1.3033 |
| Low |
1.2843 |
1.2833 |
-0.0010 |
-0.1% |
1.2810 |
| Close |
1.2852 |
1.2941 |
0.0089 |
0.7% |
1.2840 |
| Range |
0.0159 |
0.0131 |
-0.0028 |
-17.6% |
0.0223 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
2.2% |
0.0000 |
| Volume |
699 |
1,118 |
419 |
59.9% |
5,070 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3306 |
1.3254 |
1.3013 |
|
| R3 |
1.3175 |
1.3123 |
1.2977 |
|
| R2 |
1.3044 |
1.3044 |
1.2965 |
|
| R1 |
1.2992 |
1.2992 |
1.2953 |
1.3018 |
| PP |
1.2913 |
1.2913 |
1.2913 |
1.2926 |
| S1 |
1.2861 |
1.2861 |
1.2929 |
1.2887 |
| S2 |
1.2782 |
1.2782 |
1.2917 |
|
| S3 |
1.2651 |
1.2730 |
1.2905 |
|
| S4 |
1.2520 |
1.2599 |
1.2869 |
|
|
| 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% |
0.0108 |
0.8% |
68% |
False |
False |
960 |
| 10 |
1.3060 |
1.2810 |
0.0250 |
1.9% |
0.0099 |
0.8% |
52% |
False |
False |
938 |
| 20 |
1.3250 |
1.2810 |
0.0440 |
3.4% |
0.0100 |
0.8% |
30% |
False |
False |
632 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0096 |
0.7% |
36% |
False |
False |
436 |
| 60 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0094 |
0.7% |
36% |
False |
False |
323 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0087 |
0.7% |
18% |
False |
False |
246 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0074 |
0.6% |
18% |
False |
False |
198 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0066 |
0.5% |
18% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3521 |
|
2.618 |
1.3307 |
|
1.618 |
1.3176 |
|
1.000 |
1.3095 |
|
0.618 |
1.3045 |
|
HIGH |
1.2964 |
|
0.618 |
1.2914 |
|
0.500 |
1.2899 |
|
0.382 |
1.2883 |
|
LOW |
1.2833 |
|
0.618 |
1.2752 |
|
1.000 |
1.2702 |
|
1.618 |
1.2621 |
|
2.618 |
1.2490 |
|
4.250 |
1.2276 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2927 |
1.2933 |
| PP |
1.2913 |
1.2925 |
| S1 |
1.2899 |
1.2918 |
|