CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2828 |
1.2851 |
0.0023 |
0.2% |
1.2975 |
| High |
1.2871 |
1.2956 |
0.0085 |
0.7% |
1.3094 |
| Low |
1.2797 |
1.2751 |
-0.0046 |
-0.4% |
1.2758 |
| Close |
1.2853 |
1.2944 |
0.0091 |
0.7% |
1.2823 |
| Range |
0.0074 |
0.0205 |
0.0131 |
177.0% |
0.0336 |
| ATR |
0.0110 |
0.0117 |
0.0007 |
6.1% |
0.0000 |
| Volume |
215,762 |
448,553 |
232,791 |
107.9% |
1,226,053 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3499 |
1.3426 |
1.3057 |
|
| R3 |
1.3294 |
1.3221 |
1.3000 |
|
| R2 |
1.3089 |
1.3089 |
1.2982 |
|
| R1 |
1.3016 |
1.3016 |
1.2963 |
1.3053 |
| PP |
1.2884 |
1.2884 |
1.2884 |
1.2902 |
| S1 |
1.2811 |
1.2811 |
1.2925 |
1.2848 |
| S2 |
1.2679 |
1.2679 |
1.2906 |
|
| S3 |
1.2474 |
1.2606 |
1.2888 |
|
| S4 |
1.2269 |
1.2401 |
1.2831 |
|
|
| 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 |
1.2956 |
1.2751 |
0.0205 |
1.6% |
0.0107 |
0.8% |
94% |
True |
True |
249,623 |
| 10 |
1.3094 |
1.2751 |
0.0343 |
2.6% |
0.0117 |
0.9% |
56% |
False |
True |
281,308 |
| 20 |
1.3143 |
1.2751 |
0.0392 |
3.0% |
0.0120 |
0.9% |
49% |
False |
True |
225,860 |
| 40 |
1.3605 |
1.2751 |
0.0854 |
6.6% |
0.0115 |
0.9% |
23% |
False |
True |
114,084 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0109 |
0.8% |
20% |
False |
True |
76,171 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.6% |
0.0099 |
0.8% |
20% |
False |
True |
57,153 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0088 |
0.7% |
23% |
False |
False |
45,727 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0077 |
0.6% |
23% |
False |
False |
38,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3827 |
|
2.618 |
1.3493 |
|
1.618 |
1.3288 |
|
1.000 |
1.3161 |
|
0.618 |
1.3083 |
|
HIGH |
1.2956 |
|
0.618 |
1.2878 |
|
0.500 |
1.2854 |
|
0.382 |
1.2829 |
|
LOW |
1.2751 |
|
0.618 |
1.2624 |
|
1.000 |
1.2546 |
|
1.618 |
1.2419 |
|
2.618 |
1.2214 |
|
4.250 |
1.1880 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2914 |
1.2914 |
| PP |
1.2884 |
1.2884 |
| S1 |
1.2854 |
1.2854 |
|