CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3181 |
1.3041 |
-0.0140 |
-1.1% |
1.2999 |
| High |
1.3205 |
1.3101 |
-0.0104 |
-0.8% |
1.3145 |
| Low |
1.3006 |
1.3020 |
0.0014 |
0.1% |
1.2975 |
| Close |
1.3020 |
1.3053 |
0.0033 |
0.3% |
1.3085 |
| Range |
0.0199 |
0.0081 |
-0.0118 |
-59.3% |
0.0170 |
| ATR |
0.0118 |
0.0116 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
354,125 |
252,896 |
-101,229 |
-28.6% |
1,126,155 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3301 |
1.3258 |
1.3098 |
|
| R3 |
1.3220 |
1.3177 |
1.3075 |
|
| R2 |
1.3139 |
1.3139 |
1.3068 |
|
| R1 |
1.3096 |
1.3096 |
1.3060 |
1.3118 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3069 |
| S1 |
1.3015 |
1.3015 |
1.3046 |
1.3037 |
| S2 |
1.2977 |
1.2977 |
1.3038 |
|
| S3 |
1.2896 |
1.2934 |
1.3031 |
|
| S4 |
1.2815 |
1.2853 |
1.3008 |
|
|
| 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 |
1.3006 |
0.0202 |
1.5% |
0.0127 |
1.0% |
23% |
False |
False |
283,594 |
| 10 |
1.3208 |
1.2907 |
0.0301 |
2.3% |
0.0111 |
0.8% |
49% |
False |
False |
259,927 |
| 20 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0114 |
0.9% |
66% |
False |
False |
270,618 |
| 40 |
1.3325 |
1.2751 |
0.0574 |
4.4% |
0.0116 |
0.9% |
53% |
False |
False |
178,928 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0111 |
0.9% |
31% |
False |
False |
119,445 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0105 |
0.8% |
31% |
False |
False |
89,633 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0095 |
0.7% |
31% |
False |
False |
71,716 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0085 |
0.7% |
34% |
False |
False |
59,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3445 |
|
2.618 |
1.3313 |
|
1.618 |
1.3232 |
|
1.000 |
1.3182 |
|
0.618 |
1.3151 |
|
HIGH |
1.3101 |
|
0.618 |
1.3070 |
|
0.500 |
1.3061 |
|
0.382 |
1.3051 |
|
LOW |
1.3020 |
|
0.618 |
1.2970 |
|
1.000 |
1.2939 |
|
1.618 |
1.2889 |
|
2.618 |
1.2808 |
|
4.250 |
1.2676 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3061 |
1.3107 |
| PP |
1.3058 |
1.3089 |
| S1 |
1.3056 |
1.3071 |
|