CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3074 |
1.3110 |
0.0036 |
0.3% |
1.2999 |
| High |
1.3145 |
1.3132 |
-0.0013 |
-0.1% |
1.3145 |
| Low |
1.3050 |
1.3042 |
-0.0008 |
-0.1% |
1.2975 |
| Close |
1.3118 |
1.3085 |
-0.0033 |
-0.3% |
1.3085 |
| Range |
0.0095 |
0.0090 |
-0.0005 |
-5.3% |
0.0170 |
| ATR |
0.0110 |
0.0108 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
237,955 |
243,121 |
5,166 |
2.2% |
1,126,155 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3311 |
1.3135 |
|
| R3 |
1.3266 |
1.3221 |
1.3110 |
|
| R2 |
1.3176 |
1.3176 |
1.3102 |
|
| R1 |
1.3131 |
1.3131 |
1.3093 |
1.3109 |
| PP |
1.3086 |
1.3086 |
1.3086 |
1.3075 |
| S1 |
1.3041 |
1.3041 |
1.3077 |
1.3019 |
| S2 |
1.2996 |
1.2996 |
1.3069 |
|
| S3 |
1.2906 |
1.2951 |
1.3060 |
|
| S4 |
1.2816 |
1.2861 |
1.3036 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3578 |
1.3502 |
1.3179 |
|
| R3 |
1.3408 |
1.3332 |
1.3132 |
|
| R2 |
1.3238 |
1.3238 |
1.3116 |
|
| R1 |
1.3162 |
1.3162 |
1.3101 |
1.3200 |
| PP |
1.3068 |
1.3068 |
1.3068 |
1.3088 |
| S1 |
1.2992 |
1.2992 |
1.3069 |
1.3030 |
| S2 |
1.2898 |
1.2898 |
1.3054 |
|
| S3 |
1.2728 |
1.2822 |
1.3038 |
|
| S4 |
1.2558 |
1.2652 |
1.2992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3145 |
1.2975 |
0.0170 |
1.3% |
0.0085 |
0.6% |
65% |
False |
False |
225,231 |
| 10 |
1.3145 |
1.2751 |
0.0394 |
3.0% |
0.0101 |
0.8% |
85% |
False |
False |
240,184 |
| 20 |
1.3145 |
1.2751 |
0.0394 |
3.0% |
0.0110 |
0.8% |
85% |
False |
False |
278,612 |
| 40 |
1.3465 |
1.2751 |
0.0714 |
5.5% |
0.0114 |
0.9% |
47% |
False |
False |
149,640 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0108 |
0.8% |
34% |
False |
False |
99,888 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0102 |
0.8% |
34% |
False |
False |
74,956 |
| 100 |
1.3731 |
1.2737 |
0.0994 |
7.6% |
0.0091 |
0.7% |
35% |
False |
False |
59,969 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0081 |
0.6% |
37% |
False |
False |
49,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3515 |
|
2.618 |
1.3368 |
|
1.618 |
1.3278 |
|
1.000 |
1.3222 |
|
0.618 |
1.3188 |
|
HIGH |
1.3132 |
|
0.618 |
1.3098 |
|
0.500 |
1.3087 |
|
0.382 |
1.3076 |
|
LOW |
1.3042 |
|
0.618 |
1.2986 |
|
1.000 |
1.2952 |
|
1.618 |
1.2896 |
|
2.618 |
1.2806 |
|
4.250 |
1.2660 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3087 |
1.3094 |
| PP |
1.3086 |
1.3091 |
| S1 |
1.3086 |
1.3088 |
|