CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2945 |
1.2896 |
-0.0049 |
-0.4% |
1.3100 |
| High |
1.2945 |
1.2931 |
-0.0014 |
-0.1% |
1.3206 |
| Low |
1.2869 |
1.2888 |
0.0019 |
0.1% |
1.2967 |
| Close |
1.2893 |
1.2927 |
0.0034 |
0.3% |
1.3001 |
| Range |
0.0076 |
0.0043 |
-0.0033 |
-43.4% |
0.0239 |
| ATR |
0.0078 |
0.0075 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
85 |
32 |
-53 |
-62.4% |
63 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3044 |
1.3029 |
1.2951 |
|
| R3 |
1.3001 |
1.2986 |
1.2939 |
|
| R2 |
1.2958 |
1.2958 |
1.2935 |
|
| R1 |
1.2943 |
1.2943 |
1.2931 |
1.2951 |
| PP |
1.2915 |
1.2915 |
1.2915 |
1.2919 |
| S1 |
1.2900 |
1.2900 |
1.2923 |
1.2908 |
| S2 |
1.2872 |
1.2872 |
1.2919 |
|
| S3 |
1.2829 |
1.2857 |
1.2915 |
|
| S4 |
1.2786 |
1.2814 |
1.2903 |
|
|
| 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 |
1.3059 |
1.2869 |
0.0190 |
1.5% |
0.0065 |
0.5% |
31% |
False |
False |
48 |
| 10 |
1.3206 |
1.2869 |
0.0337 |
2.6% |
0.0058 |
0.5% |
17% |
False |
False |
37 |
| 20 |
1.3250 |
1.2869 |
0.0381 |
2.9% |
0.0060 |
0.5% |
15% |
False |
False |
25 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0070 |
0.5% |
32% |
False |
False |
22 |
| 60 |
1.3320 |
1.2775 |
0.0545 |
4.2% |
0.0066 |
0.5% |
28% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3114 |
|
2.618 |
1.3044 |
|
1.618 |
1.3001 |
|
1.000 |
1.2974 |
|
0.618 |
1.2958 |
|
HIGH |
1.2931 |
|
0.618 |
1.2915 |
|
0.500 |
1.2910 |
|
0.382 |
1.2904 |
|
LOW |
1.2888 |
|
0.618 |
1.2861 |
|
1.000 |
1.2845 |
|
1.618 |
1.2818 |
|
2.618 |
1.2775 |
|
4.250 |
1.2705 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2921 |
1.2956 |
| PP |
1.2915 |
1.2946 |
| S1 |
1.2910 |
1.2937 |
|