CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3059 |
1.3004 |
-0.0055 |
-0.4% |
1.3100 |
| High |
1.3059 |
1.3009 |
-0.0050 |
-0.4% |
1.3206 |
| Low |
1.2967 |
1.2989 |
0.0022 |
0.2% |
1.2967 |
| Close |
1.3001 |
1.2989 |
-0.0012 |
-0.1% |
1.3001 |
| Range |
0.0092 |
0.0020 |
-0.0072 |
-78.3% |
0.0239 |
| ATR |
0.0080 |
0.0076 |
-0.0004 |
-5.4% |
0.0000 |
| Volume |
18 |
92 |
74 |
411.1% |
63 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3056 |
1.3042 |
1.3000 |
|
| R3 |
1.3036 |
1.3022 |
1.2995 |
|
| R2 |
1.3016 |
1.3016 |
1.2993 |
|
| R1 |
1.3002 |
1.3002 |
1.2991 |
1.2999 |
| PP |
1.2996 |
1.2996 |
1.2996 |
1.2994 |
| S1 |
1.2982 |
1.2982 |
1.2987 |
1.2979 |
| S2 |
1.2976 |
1.2976 |
1.2985 |
|
| S3 |
1.2956 |
1.2962 |
1.2984 |
|
| S4 |
1.2936 |
1.2942 |
1.2978 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3775 |
1.3627 |
1.3132 |
|
| R3 |
1.3536 |
1.3388 |
1.3067 |
|
| R2 |
1.3297 |
1.3297 |
1.3045 |
|
| R1 |
1.3149 |
1.3149 |
1.3023 |
1.3104 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3035 |
| S1 |
1.2910 |
1.2910 |
1.2979 |
1.2865 |
| S2 |
1.2819 |
1.2819 |
1.2957 |
|
| S3 |
1.2580 |
1.2671 |
1.2935 |
|
| S4 |
1.2341 |
1.2432 |
1.2870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3206 |
1.2967 |
0.0239 |
1.8% |
0.0061 |
0.5% |
9% |
False |
False |
29 |
| 10 |
1.3250 |
1.2967 |
0.0283 |
2.2% |
0.0071 |
0.5% |
8% |
False |
False |
27 |
| 20 |
1.3250 |
1.2967 |
0.0283 |
2.2% |
0.0069 |
0.5% |
8% |
False |
False |
23 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0069 |
0.5% |
45% |
False |
False |
19 |
| 60 |
1.3443 |
1.2775 |
0.0668 |
5.1% |
0.0066 |
0.5% |
32% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3094 |
|
2.618 |
1.3061 |
|
1.618 |
1.3041 |
|
1.000 |
1.3029 |
|
0.618 |
1.3021 |
|
HIGH |
1.3009 |
|
0.618 |
1.3001 |
|
0.500 |
1.2999 |
|
0.382 |
1.2997 |
|
LOW |
1.2989 |
|
0.618 |
1.2977 |
|
1.000 |
1.2969 |
|
1.618 |
1.2957 |
|
2.618 |
1.2937 |
|
4.250 |
1.2904 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2999 |
1.3072 |
| PP |
1.2996 |
1.3044 |
| S1 |
1.2992 |
1.3017 |
|