CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2862 |
1.2951 |
0.0089 |
0.7% |
1.2849 |
| High |
1.2986 |
1.3070 |
0.0084 |
0.6% |
1.3002 |
| Low |
1.2848 |
1.2943 |
0.0095 |
0.7% |
1.2831 |
| Close |
1.2943 |
1.3053 |
0.0110 |
0.8% |
1.2926 |
| Range |
0.0138 |
0.0127 |
-0.0011 |
-8.0% |
0.0171 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
1.6% |
0.0000 |
| Volume |
3,037 |
10,400 |
7,363 |
242.4% |
5,355 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3403 |
1.3355 |
1.3123 |
|
| R3 |
1.3276 |
1.3228 |
1.3088 |
|
| R2 |
1.3149 |
1.3149 |
1.3076 |
|
| R1 |
1.3101 |
1.3101 |
1.3065 |
1.3125 |
| PP |
1.3022 |
1.3022 |
1.3022 |
1.3034 |
| S1 |
1.2974 |
1.2974 |
1.3041 |
1.2998 |
| S2 |
1.2895 |
1.2895 |
1.3030 |
|
| S3 |
1.2768 |
1.2847 |
1.3018 |
|
| S4 |
1.2641 |
1.2720 |
1.2983 |
|
|
| 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 |
1.3070 |
1.2833 |
0.0237 |
1.8% |
0.0116 |
0.9% |
93% |
True |
False |
3,478 |
| 10 |
1.3070 |
1.2810 |
0.0260 |
2.0% |
0.0107 |
0.8% |
93% |
True |
False |
2,237 |
| 20 |
1.3224 |
1.2810 |
0.0414 |
3.2% |
0.0106 |
0.8% |
59% |
False |
False |
1,396 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0100 |
0.8% |
59% |
False |
False |
829 |
| 60 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0098 |
0.7% |
59% |
False |
False |
592 |
| 80 |
1.3599 |
1.2770 |
0.0829 |
6.4% |
0.0089 |
0.7% |
34% |
False |
False |
449 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0077 |
0.6% |
30% |
False |
False |
361 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0069 |
0.5% |
30% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3610 |
|
2.618 |
1.3402 |
|
1.618 |
1.3275 |
|
1.000 |
1.3197 |
|
0.618 |
1.3148 |
|
HIGH |
1.3070 |
|
0.618 |
1.3021 |
|
0.500 |
1.3007 |
|
0.382 |
1.2992 |
|
LOW |
1.2943 |
|
0.618 |
1.2865 |
|
1.000 |
1.2816 |
|
1.618 |
1.2738 |
|
2.618 |
1.2611 |
|
4.250 |
1.2403 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3038 |
1.3022 |
| PP |
1.3022 |
1.2990 |
| S1 |
1.3007 |
1.2959 |
|