CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2865 |
1.2943 |
0.0078 |
0.6% |
1.2849 |
| High |
1.2964 |
1.3001 |
0.0037 |
0.3% |
1.3002 |
| Low |
1.2833 |
1.2919 |
0.0086 |
0.7% |
1.2831 |
| Close |
1.2941 |
1.2926 |
-0.0015 |
-0.1% |
1.2926 |
| Range |
0.0131 |
0.0082 |
-0.0049 |
-37.4% |
0.0171 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,118 |
1,437 |
319 |
28.5% |
5,355 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3195 |
1.3142 |
1.2971 |
|
| R3 |
1.3113 |
1.3060 |
1.2949 |
|
| R2 |
1.3031 |
1.3031 |
1.2941 |
|
| R1 |
1.2978 |
1.2978 |
1.2934 |
1.2964 |
| PP |
1.2949 |
1.2949 |
1.2949 |
1.2941 |
| S1 |
1.2896 |
1.2896 |
1.2918 |
1.2882 |
| S2 |
1.2867 |
1.2867 |
1.2911 |
|
| S3 |
1.2785 |
1.2814 |
1.2903 |
|
| S4 |
1.2703 |
1.2732 |
1.2881 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3433 |
1.3350 |
1.3020 |
|
| R3 |
1.3262 |
1.3179 |
1.2973 |
|
| R2 |
1.3091 |
1.3091 |
1.2957 |
|
| R1 |
1.3008 |
1.3008 |
1.2942 |
1.3050 |
| PP |
1.2920 |
1.2920 |
1.2920 |
1.2940 |
| S1 |
1.2837 |
1.2837 |
1.2910 |
1.2879 |
| S2 |
1.2749 |
1.2749 |
1.2895 |
|
| S3 |
1.2578 |
1.2666 |
1.2879 |
|
| S4 |
1.2407 |
1.2495 |
1.2832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3002 |
1.2831 |
0.0171 |
1.3% |
0.0106 |
0.8% |
56% |
False |
False |
1,071 |
| 10 |
1.3033 |
1.2810 |
0.0223 |
1.7% |
0.0096 |
0.7% |
52% |
False |
False |
1,042 |
| 20 |
1.3250 |
1.2810 |
0.0440 |
3.4% |
0.0101 |
0.8% |
26% |
False |
False |
690 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0096 |
0.7% |
33% |
False |
False |
469 |
| 60 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0095 |
0.7% |
33% |
False |
False |
347 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0087 |
0.7% |
17% |
False |
False |
264 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0075 |
0.6% |
17% |
False |
False |
213 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0067 |
0.5% |
17% |
False |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3350 |
|
2.618 |
1.3216 |
|
1.618 |
1.3134 |
|
1.000 |
1.3083 |
|
0.618 |
1.3052 |
|
HIGH |
1.3001 |
|
0.618 |
1.2970 |
|
0.500 |
1.2960 |
|
0.382 |
1.2950 |
|
LOW |
1.2919 |
|
0.618 |
1.2868 |
|
1.000 |
1.2837 |
|
1.618 |
1.2786 |
|
2.618 |
1.2704 |
|
4.250 |
1.2571 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2960 |
1.2923 |
| PP |
1.2949 |
1.2920 |
| S1 |
1.2937 |
1.2918 |
|