CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2951 |
1.3054 |
0.0103 |
0.8% |
1.2954 |
| High |
1.3070 |
1.3067 |
-0.0003 |
0.0% |
1.3070 |
| Low |
1.2943 |
1.2953 |
0.0010 |
0.1% |
1.2848 |
| Close |
1.3053 |
1.2990 |
-0.0063 |
-0.5% |
1.2990 |
| Range |
0.0127 |
0.0114 |
-0.0013 |
-10.2% |
0.0222 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.6% |
0.0000 |
| Volume |
10,400 |
4,829 |
-5,571 |
-53.6% |
19,665 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3345 |
1.3282 |
1.3053 |
|
| R3 |
1.3231 |
1.3168 |
1.3021 |
|
| R2 |
1.3117 |
1.3117 |
1.3011 |
|
| R1 |
1.3054 |
1.3054 |
1.3000 |
1.3029 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.2991 |
| S1 |
1.2940 |
1.2940 |
1.2980 |
1.2915 |
| S2 |
1.2889 |
1.2889 |
1.2969 |
|
| S3 |
1.2775 |
1.2826 |
1.2959 |
|
| S4 |
1.2661 |
1.2712 |
1.2927 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3635 |
1.3535 |
1.3112 |
|
| R3 |
1.3413 |
1.3313 |
1.3051 |
|
| R2 |
1.3191 |
1.3191 |
1.3031 |
|
| R1 |
1.3091 |
1.3091 |
1.3010 |
1.3141 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2995 |
| S1 |
1.2869 |
1.2869 |
1.2970 |
1.2919 |
| S2 |
1.2747 |
1.2747 |
1.2949 |
|
| S3 |
1.2525 |
1.2647 |
1.2929 |
|
| S4 |
1.2303 |
1.2425 |
1.2868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3070 |
1.2848 |
0.0222 |
1.7% |
0.0112 |
0.9% |
64% |
False |
False |
4,220 |
| 10 |
1.3070 |
1.2810 |
0.0260 |
2.0% |
0.0110 |
0.8% |
69% |
False |
False |
2,590 |
| 20 |
1.3205 |
1.2810 |
0.0395 |
3.0% |
0.0104 |
0.8% |
46% |
False |
False |
1,630 |
| 40 |
1.3250 |
1.2810 |
0.0440 |
3.4% |
0.0098 |
0.8% |
41% |
False |
False |
942 |
| 60 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0098 |
0.8% |
46% |
False |
False |
672 |
| 80 |
1.3541 |
1.2770 |
0.0771 |
5.9% |
0.0089 |
0.7% |
29% |
False |
False |
509 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0078 |
0.6% |
24% |
False |
False |
409 |
| 120 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0070 |
0.5% |
24% |
False |
False |
341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3552 |
|
2.618 |
1.3365 |
|
1.618 |
1.3251 |
|
1.000 |
1.3181 |
|
0.618 |
1.3137 |
|
HIGH |
1.3067 |
|
0.618 |
1.3023 |
|
0.500 |
1.3010 |
|
0.382 |
1.2997 |
|
LOW |
1.2953 |
|
0.618 |
1.2883 |
|
1.000 |
1.2839 |
|
1.618 |
1.2769 |
|
2.618 |
1.2655 |
|
4.250 |
1.2469 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3010 |
1.2980 |
| PP |
1.3003 |
1.2969 |
| S1 |
1.2997 |
1.2959 |
|