CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3110 |
1.3113 |
0.0003 |
0.0% |
1.2999 |
| High |
1.3132 |
1.3115 |
-0.0017 |
-0.1% |
1.3145 |
| Low |
1.3042 |
1.3027 |
-0.0015 |
-0.1% |
1.2975 |
| Close |
1.3085 |
1.3045 |
-0.0040 |
-0.3% |
1.3085 |
| Range |
0.0090 |
0.0088 |
-0.0002 |
-2.2% |
0.0170 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
243,121 |
250,289 |
7,168 |
2.9% |
1,126,155 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3326 |
1.3274 |
1.3093 |
|
| R3 |
1.3238 |
1.3186 |
1.3069 |
|
| R2 |
1.3150 |
1.3150 |
1.3061 |
|
| R1 |
1.3098 |
1.3098 |
1.3053 |
1.3080 |
| PP |
1.3062 |
1.3062 |
1.3062 |
1.3054 |
| S1 |
1.3010 |
1.3010 |
1.3037 |
1.2992 |
| S2 |
1.2974 |
1.2974 |
1.3029 |
|
| S3 |
1.2886 |
1.2922 |
1.3021 |
|
| S4 |
1.2798 |
1.2834 |
1.2997 |
|
|
| 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 |
1.3010 |
0.0135 |
1.0% |
0.0089 |
0.7% |
26% |
False |
False |
238,121 |
| 10 |
1.3145 |
1.2751 |
0.0394 |
3.0% |
0.0100 |
0.8% |
75% |
False |
False |
255,638 |
| 20 |
1.3145 |
1.2751 |
0.0394 |
3.0% |
0.0109 |
0.8% |
75% |
False |
False |
278,397 |
| 40 |
1.3444 |
1.2751 |
0.0693 |
5.3% |
0.0113 |
0.9% |
42% |
False |
False |
155,886 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0109 |
0.8% |
30% |
False |
False |
104,055 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0103 |
0.8% |
30% |
False |
False |
78,082 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0092 |
0.7% |
30% |
False |
False |
62,471 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0082 |
0.6% |
33% |
False |
False |
52,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3489 |
|
2.618 |
1.3345 |
|
1.618 |
1.3257 |
|
1.000 |
1.3203 |
|
0.618 |
1.3169 |
|
HIGH |
1.3115 |
|
0.618 |
1.3081 |
|
0.500 |
1.3071 |
|
0.382 |
1.3061 |
|
LOW |
1.3027 |
|
0.618 |
1.2973 |
|
1.000 |
1.2939 |
|
1.618 |
1.2885 |
|
2.618 |
1.2797 |
|
4.250 |
1.2653 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3071 |
1.3086 |
| PP |
1.3062 |
1.3072 |
| S1 |
1.3054 |
1.3059 |
|