CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2852 |
1.2828 |
-0.0024 |
-0.2% |
1.2975 |
| High |
1.2885 |
1.2871 |
-0.0014 |
-0.1% |
1.3094 |
| Low |
1.2816 |
1.2797 |
-0.0019 |
-0.1% |
1.2758 |
| Close |
1.2822 |
1.2853 |
0.0031 |
0.2% |
1.2823 |
| Range |
0.0069 |
0.0074 |
0.0005 |
7.2% |
0.0336 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
217,356 |
215,762 |
-1,594 |
-0.7% |
1,226,053 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3062 |
1.3032 |
1.2894 |
|
| R3 |
1.2988 |
1.2958 |
1.2873 |
|
| R2 |
1.2914 |
1.2914 |
1.2867 |
|
| R1 |
1.2884 |
1.2884 |
1.2860 |
1.2899 |
| PP |
1.2840 |
1.2840 |
1.2840 |
1.2848 |
| S1 |
1.2810 |
1.2810 |
1.2846 |
1.2825 |
| S2 |
1.2766 |
1.2766 |
1.2839 |
|
| S3 |
1.2692 |
1.2736 |
1.2833 |
|
| S4 |
1.2618 |
1.2662 |
1.2812 |
|
|
| 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 |
1.2885 |
1.2758 |
0.0127 |
1.0% |
0.0089 |
0.7% |
75% |
False |
False |
217,802 |
| 10 |
1.3094 |
1.2758 |
0.0336 |
2.6% |
0.0109 |
0.8% |
28% |
False |
False |
268,412 |
| 20 |
1.3143 |
1.2758 |
0.0385 |
3.0% |
0.0115 |
0.9% |
25% |
False |
False |
204,264 |
| 40 |
1.3609 |
1.2758 |
0.0851 |
6.6% |
0.0113 |
0.9% |
11% |
False |
False |
102,879 |
| 60 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0107 |
0.8% |
10% |
False |
False |
68,696 |
| 80 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0098 |
0.8% |
10% |
False |
False |
51,547 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0087 |
0.7% |
14% |
False |
False |
41,242 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0076 |
0.6% |
14% |
False |
False |
34,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3186 |
|
2.618 |
1.3065 |
|
1.618 |
1.2991 |
|
1.000 |
1.2945 |
|
0.618 |
1.2917 |
|
HIGH |
1.2871 |
|
0.618 |
1.2843 |
|
0.500 |
1.2834 |
|
0.382 |
1.2825 |
|
LOW |
1.2797 |
|
0.618 |
1.2751 |
|
1.000 |
1.2723 |
|
1.618 |
1.2677 |
|
2.618 |
1.2603 |
|
4.250 |
1.2483 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2847 |
1.2846 |
| PP |
1.2840 |
1.2839 |
| S1 |
1.2834 |
1.2832 |
|