CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3022 |
1.3086 |
0.0064 |
0.5% |
1.2819 |
| High |
1.3110 |
1.3128 |
0.0018 |
0.1% |
1.3047 |
| Low |
1.3010 |
1.3058 |
0.0048 |
0.4% |
1.2751 |
| Close |
1.3105 |
1.3064 |
-0.0041 |
-0.3% |
1.3019 |
| Range |
0.0100 |
0.0070 |
-0.0030 |
-30.0% |
0.0296 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
245,324 |
213,917 |
-31,407 |
-12.8% |
1,275,691 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3293 |
1.3249 |
1.3103 |
|
| R3 |
1.3223 |
1.3179 |
1.3083 |
|
| R2 |
1.3153 |
1.3153 |
1.3077 |
|
| R1 |
1.3109 |
1.3109 |
1.3070 |
1.3096 |
| PP |
1.3083 |
1.3083 |
1.3083 |
1.3077 |
| S1 |
1.3039 |
1.3039 |
1.3058 |
1.3026 |
| S2 |
1.3013 |
1.3013 |
1.3051 |
|
| S3 |
1.2943 |
1.2969 |
1.3045 |
|
| S4 |
1.2873 |
1.2899 |
1.3026 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3827 |
1.3719 |
1.3182 |
|
| R3 |
1.3531 |
1.3423 |
1.3100 |
|
| R2 |
1.3235 |
1.3235 |
1.3073 |
|
| R1 |
1.3127 |
1.3127 |
1.3046 |
1.3181 |
| PP |
1.2939 |
1.2939 |
1.2939 |
1.2966 |
| S1 |
1.2831 |
1.2831 |
1.2992 |
1.2885 |
| S2 |
1.2643 |
1.2643 |
1.2965 |
|
| S3 |
1.2347 |
1.2535 |
1.2938 |
|
| S4 |
1.2051 |
1.2239 |
1.2856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3128 |
1.2751 |
0.0377 |
2.9% |
0.0117 |
0.9% |
83% |
True |
False |
278,381 |
| 10 |
1.3128 |
1.2751 |
0.0377 |
2.9% |
0.0103 |
0.8% |
83% |
True |
False |
248,091 |
| 20 |
1.3128 |
1.2751 |
0.0377 |
2.9% |
0.0114 |
0.9% |
83% |
True |
False |
266,594 |
| 40 |
1.3530 |
1.2751 |
0.0779 |
6.0% |
0.0114 |
0.9% |
40% |
False |
False |
137,628 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0108 |
0.8% |
32% |
False |
False |
91,883 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0101 |
0.8% |
32% |
False |
False |
68,944 |
| 100 |
1.3731 |
1.2737 |
0.0994 |
7.6% |
0.0090 |
0.7% |
33% |
False |
False |
55,159 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0080 |
0.6% |
35% |
False |
False |
45,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3426 |
|
2.618 |
1.3311 |
|
1.618 |
1.3241 |
|
1.000 |
1.3198 |
|
0.618 |
1.3171 |
|
HIGH |
1.3128 |
|
0.618 |
1.3101 |
|
0.500 |
1.3093 |
|
0.382 |
1.3085 |
|
LOW |
1.3058 |
|
0.618 |
1.3015 |
|
1.000 |
1.2988 |
|
1.618 |
1.2945 |
|
2.618 |
1.2875 |
|
4.250 |
1.2761 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3093 |
1.3060 |
| PP |
1.3083 |
1.3056 |
| S1 |
1.3074 |
1.3052 |
|