CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2943 |
1.2954 |
0.0011 |
0.1% |
1.2849 |
| High |
1.3001 |
1.2960 |
-0.0041 |
-0.3% |
1.3002 |
| Low |
1.2919 |
1.2860 |
-0.0059 |
-0.5% |
1.2831 |
| Close |
1.2926 |
1.2884 |
-0.0042 |
-0.3% |
1.2926 |
| Range |
0.0082 |
0.0100 |
0.0018 |
22.0% |
0.0171 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,437 |
1,399 |
-38 |
-2.6% |
5,355 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3201 |
1.3143 |
1.2939 |
|
| R3 |
1.3101 |
1.3043 |
1.2912 |
|
| R2 |
1.3001 |
1.3001 |
1.2902 |
|
| R1 |
1.2943 |
1.2943 |
1.2893 |
1.2922 |
| PP |
1.2901 |
1.2901 |
1.2901 |
1.2891 |
| S1 |
1.2843 |
1.2843 |
1.2875 |
1.2822 |
| S2 |
1.2801 |
1.2801 |
1.2866 |
|
| S3 |
1.2701 |
1.2743 |
1.2857 |
|
| S4 |
1.2601 |
1.2643 |
1.2829 |
|
|
| 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 |
1.2833 |
0.0169 |
1.3% |
0.0110 |
0.9% |
30% |
False |
False |
1,114 |
| 10 |
1.3033 |
1.2810 |
0.0223 |
1.7% |
0.0100 |
0.8% |
33% |
False |
False |
1,023 |
| 20 |
1.3250 |
1.2810 |
0.0440 |
3.4% |
0.0103 |
0.8% |
17% |
False |
False |
754 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0097 |
0.8% |
24% |
False |
False |
499 |
| 60 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0095 |
0.7% |
24% |
False |
False |
370 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0088 |
0.7% |
12% |
False |
False |
281 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0076 |
0.6% |
12% |
False |
False |
227 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0068 |
0.5% |
12% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3385 |
|
2.618 |
1.3222 |
|
1.618 |
1.3122 |
|
1.000 |
1.3060 |
|
0.618 |
1.3022 |
|
HIGH |
1.2960 |
|
0.618 |
1.2922 |
|
0.500 |
1.2910 |
|
0.382 |
1.2898 |
|
LOW |
1.2860 |
|
0.618 |
1.2798 |
|
1.000 |
1.2760 |
|
1.618 |
1.2698 |
|
2.618 |
1.2598 |
|
4.250 |
1.2435 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2910 |
1.2917 |
| PP |
1.2901 |
1.2906 |
| S1 |
1.2893 |
1.2895 |
|