CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2944 |
1.2880 |
-0.0064 |
-0.5% |
1.2873 |
| High |
1.3003 |
1.2897 |
-0.0106 |
-0.8% |
1.3006 |
| Low |
1.2934 |
1.2868 |
-0.0066 |
-0.5% |
1.2839 |
| Close |
1.2934 |
1.2893 |
-0.0041 |
-0.3% |
1.2934 |
| Range |
0.0069 |
0.0029 |
-0.0040 |
-58.0% |
0.0167 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
17 |
25 |
8 |
47.1% |
109 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2973 |
1.2962 |
1.2909 |
|
| R3 |
1.2944 |
1.2933 |
1.2901 |
|
| R2 |
1.2915 |
1.2915 |
1.2898 |
|
| R1 |
1.2904 |
1.2904 |
1.2896 |
1.2910 |
| PP |
1.2886 |
1.2886 |
1.2886 |
1.2889 |
| S1 |
1.2875 |
1.2875 |
1.2890 |
1.2881 |
| S2 |
1.2857 |
1.2857 |
1.2888 |
|
| S3 |
1.2828 |
1.2846 |
1.2885 |
|
| S4 |
1.2799 |
1.2817 |
1.2877 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3427 |
1.3348 |
1.3026 |
|
| R3 |
1.3260 |
1.3181 |
1.2980 |
|
| R2 |
1.3093 |
1.3093 |
1.2965 |
|
| R1 |
1.3014 |
1.3014 |
1.2949 |
1.3054 |
| PP |
1.2926 |
1.2926 |
1.2926 |
1.2946 |
| S1 |
1.2847 |
1.2847 |
1.2919 |
1.2887 |
| S2 |
1.2759 |
1.2759 |
1.2903 |
|
| S3 |
1.2592 |
1.2680 |
1.2888 |
|
| S4 |
1.2425 |
1.2513 |
1.2842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3006 |
1.2839 |
0.0167 |
1.3% |
0.0077 |
0.6% |
32% |
False |
False |
25 |
| 10 |
1.3042 |
1.2823 |
0.0219 |
1.7% |
0.0067 |
0.5% |
32% |
False |
False |
33 |
| 20 |
1.3250 |
1.2823 |
0.0427 |
3.3% |
0.0069 |
0.5% |
16% |
False |
False |
30 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0069 |
0.5% |
25% |
False |
False |
23 |
| 60 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0067 |
0.5% |
25% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3020 |
|
2.618 |
1.2973 |
|
1.618 |
1.2944 |
|
1.000 |
1.2926 |
|
0.618 |
1.2915 |
|
HIGH |
1.2897 |
|
0.618 |
1.2886 |
|
0.500 |
1.2883 |
|
0.382 |
1.2879 |
|
LOW |
1.2868 |
|
0.618 |
1.2850 |
|
1.000 |
1.2839 |
|
1.618 |
1.2821 |
|
2.618 |
1.2792 |
|
4.250 |
1.2745 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2890 |
1.2921 |
| PP |
1.2886 |
1.2912 |
| S1 |
1.2883 |
1.2902 |
|