CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3113 |
1.3049 |
-0.0064 |
-0.5% |
1.2999 |
| High |
1.3115 |
1.3208 |
0.0093 |
0.7% |
1.3145 |
| Low |
1.3027 |
1.3031 |
0.0004 |
0.0% |
1.2975 |
| Close |
1.3045 |
1.3196 |
0.0151 |
1.2% |
1.3085 |
| Range |
0.0088 |
0.0177 |
0.0089 |
101.1% |
0.0170 |
| ATR |
0.0107 |
0.0112 |
0.0005 |
4.7% |
0.0000 |
| Volume |
250,289 |
317,540 |
67,251 |
26.9% |
1,126,155 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3676 |
1.3613 |
1.3293 |
|
| R3 |
1.3499 |
1.3436 |
1.3245 |
|
| R2 |
1.3322 |
1.3322 |
1.3228 |
|
| R1 |
1.3259 |
1.3259 |
1.3212 |
1.3291 |
| PP |
1.3145 |
1.3145 |
1.3145 |
1.3161 |
| S1 |
1.3082 |
1.3082 |
1.3180 |
1.3114 |
| S2 |
1.2968 |
1.2968 |
1.3164 |
|
| S3 |
1.2791 |
1.2905 |
1.3147 |
|
| S4 |
1.2614 |
1.2728 |
1.3099 |
|
|
| 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 |
1.3208 |
1.3027 |
0.0181 |
1.4% |
0.0104 |
0.8% |
93% |
True |
False |
252,564 |
| 10 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0111 |
0.8% |
97% |
True |
False |
265,657 |
| 20 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0112 |
0.9% |
97% |
True |
False |
276,790 |
| 40 |
1.3444 |
1.2751 |
0.0693 |
5.3% |
0.0115 |
0.9% |
64% |
False |
False |
163,813 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0110 |
0.8% |
45% |
False |
False |
109,345 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0104 |
0.8% |
45% |
False |
False |
82,052 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0093 |
0.7% |
45% |
False |
False |
65,646 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.7% |
0.0083 |
0.6% |
48% |
False |
False |
54,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3960 |
|
2.618 |
1.3671 |
|
1.618 |
1.3494 |
|
1.000 |
1.3385 |
|
0.618 |
1.3317 |
|
HIGH |
1.3208 |
|
0.618 |
1.3140 |
|
0.500 |
1.3120 |
|
0.382 |
1.3099 |
|
LOW |
1.3031 |
|
0.618 |
1.2922 |
|
1.000 |
1.2854 |
|
1.618 |
1.2745 |
|
2.618 |
1.2568 |
|
4.250 |
1.2279 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3171 |
1.3170 |
| PP |
1.3145 |
1.3144 |
| S1 |
1.3120 |
1.3118 |
|