CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2819 |
1.2852 |
0.0033 |
0.3% |
1.2975 |
| High |
1.2875 |
1.2885 |
0.0010 |
0.1% |
1.3094 |
| Low |
1.2778 |
1.2816 |
0.0038 |
0.3% |
1.2758 |
| Close |
1.2856 |
1.2822 |
-0.0034 |
-0.3% |
1.2823 |
| Range |
0.0097 |
0.0069 |
-0.0028 |
-28.9% |
0.0336 |
| ATR |
0.0117 |
0.0113 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
95,747 |
217,356 |
121,609 |
127.0% |
1,226,053 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3048 |
1.3004 |
1.2860 |
|
| R3 |
1.2979 |
1.2935 |
1.2841 |
|
| R2 |
1.2910 |
1.2910 |
1.2835 |
|
| R1 |
1.2866 |
1.2866 |
1.2828 |
1.2854 |
| PP |
1.2841 |
1.2841 |
1.2841 |
1.2835 |
| S1 |
1.2797 |
1.2797 |
1.2816 |
1.2785 |
| S2 |
1.2772 |
1.2772 |
1.2809 |
|
| S3 |
1.2703 |
1.2728 |
1.2803 |
|
| S4 |
1.2634 |
1.2659 |
1.2784 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3900 |
1.3697 |
1.3008 |
|
| R3 |
1.3564 |
1.3361 |
1.2915 |
|
| R2 |
1.3228 |
1.3228 |
1.2885 |
|
| R1 |
1.3025 |
1.3025 |
1.2854 |
1.2959 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2858 |
| S1 |
1.2689 |
1.2689 |
1.2792 |
1.2623 |
| S2 |
1.2556 |
1.2556 |
1.2761 |
|
| S3 |
1.2220 |
1.2353 |
1.2731 |
|
| S4 |
1.1884 |
1.2017 |
1.2638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2899 |
1.2758 |
0.0141 |
1.1% |
0.0087 |
0.7% |
45% |
False |
False |
227,783 |
| 10 |
1.3094 |
1.2758 |
0.0336 |
2.6% |
0.0114 |
0.9% |
19% |
False |
False |
287,923 |
| 20 |
1.3143 |
1.2758 |
0.0385 |
3.0% |
0.0114 |
0.9% |
17% |
False |
False |
193,686 |
| 40 |
1.3659 |
1.2758 |
0.0901 |
7.0% |
0.0115 |
0.9% |
7% |
False |
False |
97,514 |
| 60 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0107 |
0.8% |
7% |
False |
False |
65,103 |
| 80 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0097 |
0.8% |
7% |
False |
False |
48,850 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
8.0% |
0.0087 |
0.7% |
11% |
False |
False |
39,084 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
8.0% |
0.0075 |
0.6% |
11% |
False |
False |
32,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3178 |
|
2.618 |
1.3066 |
|
1.618 |
1.2997 |
|
1.000 |
1.2954 |
|
0.618 |
1.2928 |
|
HIGH |
1.2885 |
|
0.618 |
1.2859 |
|
0.500 |
1.2851 |
|
0.382 |
1.2842 |
|
LOW |
1.2816 |
|
0.618 |
1.2773 |
|
1.000 |
1.2747 |
|
1.618 |
1.2704 |
|
2.618 |
1.2635 |
|
4.250 |
1.2523 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2851 |
1.2824 |
| PP |
1.2841 |
1.2823 |
| S1 |
1.2832 |
1.2823 |
|