CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2954 |
1.2862 |
-0.0092 |
-0.7% |
1.2849 |
| High |
1.2960 |
1.2986 |
0.0026 |
0.2% |
1.3002 |
| Low |
1.2860 |
1.2848 |
-0.0012 |
-0.1% |
1.2831 |
| Close |
1.2884 |
1.2943 |
0.0059 |
0.5% |
1.2926 |
| Range |
0.0100 |
0.0138 |
0.0038 |
38.0% |
0.0171 |
| ATR |
0.0101 |
0.0103 |
0.0003 |
2.6% |
0.0000 |
| Volume |
1,399 |
3,037 |
1,638 |
117.1% |
5,355 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3340 |
1.3279 |
1.3019 |
|
| R3 |
1.3202 |
1.3141 |
1.2981 |
|
| R2 |
1.3064 |
1.3064 |
1.2968 |
|
| R1 |
1.3003 |
1.3003 |
1.2956 |
1.3034 |
| PP |
1.2926 |
1.2926 |
1.2926 |
1.2941 |
| S1 |
1.2865 |
1.2865 |
1.2930 |
1.2896 |
| S2 |
1.2788 |
1.2788 |
1.2918 |
|
| S3 |
1.2650 |
1.2727 |
1.2905 |
|
| S4 |
1.2512 |
1.2589 |
1.2867 |
|
|
| 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% |
0.0122 |
0.9% |
65% |
False |
False |
1,538 |
| 10 |
1.3002 |
1.2810 |
0.0192 |
1.5% |
0.0104 |
0.8% |
69% |
False |
False |
1,268 |
| 20 |
1.3250 |
1.2810 |
0.0440 |
3.4% |
0.0104 |
0.8% |
30% |
False |
False |
898 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0099 |
0.8% |
36% |
False |
False |
574 |
| 60 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0097 |
0.7% |
36% |
False |
False |
419 |
| 80 |
1.3641 |
1.2770 |
0.0871 |
6.7% |
0.0089 |
0.7% |
20% |
False |
False |
319 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0077 |
0.6% |
19% |
False |
False |
257 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0068 |
0.5% |
19% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3573 |
|
2.618 |
1.3347 |
|
1.618 |
1.3209 |
|
1.000 |
1.3124 |
|
0.618 |
1.3071 |
|
HIGH |
1.2986 |
|
0.618 |
1.2933 |
|
0.500 |
1.2917 |
|
0.382 |
1.2901 |
|
LOW |
1.2848 |
|
0.618 |
1.2763 |
|
1.000 |
1.2710 |
|
1.618 |
1.2625 |
|
2.618 |
1.2487 |
|
4.250 |
1.2262 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2934 |
1.2937 |
| PP |
1.2926 |
1.2931 |
| S1 |
1.2917 |
1.2925 |
|