CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2935 |
1.2963 |
0.0028 |
0.2% |
1.3004 |
| High |
1.2950 |
1.3006 |
0.0056 |
0.4% |
1.3042 |
| Low |
1.2920 |
1.2860 |
-0.0060 |
-0.5% |
1.2823 |
| Close |
1.2920 |
1.2860 |
-0.0060 |
-0.5% |
1.2850 |
| Range |
0.0030 |
0.0146 |
0.0116 |
386.7% |
0.0219 |
| ATR |
0.0074 |
0.0079 |
0.0005 |
7.0% |
0.0000 |
| Volume |
51 |
14 |
-37 |
-72.5% |
296 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3347 |
1.3249 |
1.2940 |
|
| R3 |
1.3201 |
1.3103 |
1.2900 |
|
| R2 |
1.3055 |
1.3055 |
1.2887 |
|
| R1 |
1.2957 |
1.2957 |
1.2873 |
1.2933 |
| PP |
1.2909 |
1.2909 |
1.2909 |
1.2897 |
| S1 |
1.2811 |
1.2811 |
1.2847 |
1.2787 |
| S2 |
1.2763 |
1.2763 |
1.2833 |
|
| S3 |
1.2617 |
1.2665 |
1.2820 |
|
| S4 |
1.2471 |
1.2519 |
1.2780 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3562 |
1.3425 |
1.2970 |
|
| R3 |
1.3343 |
1.3206 |
1.2910 |
|
| R2 |
1.3124 |
1.3124 |
1.2890 |
|
| R1 |
1.2987 |
1.2987 |
1.2870 |
1.2946 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2885 |
| S1 |
1.2768 |
1.2768 |
1.2830 |
1.2727 |
| S2 |
1.2686 |
1.2686 |
1.2810 |
|
| S3 |
1.2467 |
1.2549 |
1.2790 |
|
| S4 |
1.2248 |
1.2330 |
1.2730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3006 |
1.2823 |
0.0183 |
1.4% |
0.0058 |
0.5% |
20% |
True |
False |
35 |
| 10 |
1.3177 |
1.2823 |
0.0354 |
2.8% |
0.0071 |
0.6% |
10% |
False |
False |
40 |
| 20 |
1.3250 |
1.2823 |
0.0427 |
3.3% |
0.0065 |
0.5% |
9% |
False |
False |
29 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0069 |
0.5% |
18% |
False |
False |
24 |
| 60 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0065 |
0.5% |
18% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3627 |
|
2.618 |
1.3388 |
|
1.618 |
1.3242 |
|
1.000 |
1.3152 |
|
0.618 |
1.3096 |
|
HIGH |
1.3006 |
|
0.618 |
1.2950 |
|
0.500 |
1.2933 |
|
0.382 |
1.2916 |
|
LOW |
1.2860 |
|
0.618 |
1.2770 |
|
1.000 |
1.2714 |
|
1.618 |
1.2624 |
|
2.618 |
1.2478 |
|
4.250 |
1.2240 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2933 |
1.2933 |
| PP |
1.2909 |
1.2909 |
| S1 |
1.2884 |
1.2884 |
|