CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2880 |
1.2860 |
-0.0020 |
-0.2% |
1.2873 |
| High |
1.2897 |
1.2972 |
0.0075 |
0.6% |
1.3006 |
| Low |
1.2868 |
1.2860 |
-0.0008 |
-0.1% |
1.2839 |
| Close |
1.2893 |
1.2952 |
0.0059 |
0.5% |
1.2934 |
| Range |
0.0029 |
0.0112 |
0.0083 |
286.2% |
0.0167 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
3.0% |
0.0000 |
| Volume |
25 |
30 |
5 |
20.0% |
109 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3264 |
1.3220 |
1.3014 |
|
| R3 |
1.3152 |
1.3108 |
1.2983 |
|
| R2 |
1.3040 |
1.3040 |
1.2973 |
|
| R1 |
1.2996 |
1.2996 |
1.2962 |
1.3018 |
| PP |
1.2928 |
1.2928 |
1.2928 |
1.2939 |
| S1 |
1.2884 |
1.2884 |
1.2942 |
1.2906 |
| S2 |
1.2816 |
1.2816 |
1.2931 |
|
| S3 |
1.2704 |
1.2772 |
1.2921 |
|
| S4 |
1.2592 |
1.2660 |
1.2890 |
|
|
| 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% |
0.0093 |
0.7% |
68% |
False |
False |
21 |
| 10 |
1.3006 |
1.2823 |
0.0183 |
1.4% |
0.0069 |
0.5% |
70% |
False |
False |
35 |
| 20 |
1.3250 |
1.2823 |
0.0427 |
3.3% |
0.0069 |
0.5% |
30% |
False |
False |
31 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0071 |
0.5% |
37% |
False |
False |
24 |
| 60 |
1.3250 |
1.2775 |
0.0475 |
3.7% |
0.0068 |
0.5% |
37% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3448 |
|
2.618 |
1.3265 |
|
1.618 |
1.3153 |
|
1.000 |
1.3084 |
|
0.618 |
1.3041 |
|
HIGH |
1.2972 |
|
0.618 |
1.2929 |
|
0.500 |
1.2916 |
|
0.382 |
1.2903 |
|
LOW |
1.2860 |
|
0.618 |
1.2791 |
|
1.000 |
1.2748 |
|
1.618 |
1.2679 |
|
2.618 |
1.2567 |
|
4.250 |
1.2384 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2940 |
1.2945 |
| PP |
1.2928 |
1.2938 |
| S1 |
1.2916 |
1.2932 |
|