CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3041 |
1.3062 |
0.0021 |
0.2% |
1.3113 |
| High |
1.3101 |
1.3133 |
0.0032 |
0.2% |
1.3208 |
| Low |
1.3020 |
1.3051 |
0.0031 |
0.2% |
1.3006 |
| Close |
1.3053 |
1.3066 |
0.0013 |
0.1% |
1.3066 |
| Range |
0.0081 |
0.0082 |
0.0001 |
1.2% |
0.0202 |
| ATR |
0.0116 |
0.0113 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
252,896 |
218,846 |
-34,050 |
-13.5% |
1,393,696 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3329 |
1.3280 |
1.3111 |
|
| R3 |
1.3247 |
1.3198 |
1.3089 |
|
| R2 |
1.3165 |
1.3165 |
1.3081 |
|
| R1 |
1.3116 |
1.3116 |
1.3074 |
1.3141 |
| PP |
1.3083 |
1.3083 |
1.3083 |
1.3096 |
| S1 |
1.3034 |
1.3034 |
1.3058 |
1.3059 |
| S2 |
1.3001 |
1.3001 |
1.3051 |
|
| S3 |
1.2919 |
1.2952 |
1.3043 |
|
| S4 |
1.2837 |
1.2870 |
1.3021 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3699 |
1.3585 |
1.3177 |
|
| R3 |
1.3497 |
1.3383 |
1.3122 |
|
| R2 |
1.3295 |
1.3295 |
1.3103 |
|
| R1 |
1.3181 |
1.3181 |
1.3085 |
1.3137 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3072 |
| S1 |
1.2979 |
1.2979 |
1.3047 |
1.2935 |
| S2 |
1.2891 |
1.2891 |
1.3029 |
|
| S3 |
1.2689 |
1.2777 |
1.3010 |
|
| S4 |
1.2487 |
1.2575 |
1.2955 |
|
|
| 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% |
0.0125 |
1.0% |
30% |
False |
False |
278,739 |
| 10 |
1.3208 |
1.2975 |
0.0233 |
1.8% |
0.0105 |
0.8% |
39% |
False |
False |
251,985 |
| 20 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0114 |
0.9% |
69% |
False |
False |
265,826 |
| 40 |
1.3325 |
1.2751 |
0.0574 |
4.4% |
0.0115 |
0.9% |
55% |
False |
False |
184,370 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0112 |
0.9% |
32% |
False |
False |
123,089 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0106 |
0.8% |
32% |
False |
False |
92,368 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0094 |
0.7% |
32% |
False |
False |
73,905 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0086 |
0.7% |
35% |
False |
False |
61,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3482 |
|
2.618 |
1.3348 |
|
1.618 |
1.3266 |
|
1.000 |
1.3215 |
|
0.618 |
1.3184 |
|
HIGH |
1.3133 |
|
0.618 |
1.3102 |
|
0.500 |
1.3092 |
|
0.382 |
1.3082 |
|
LOW |
1.3051 |
|
0.618 |
1.3000 |
|
1.000 |
1.2969 |
|
1.618 |
1.2918 |
|
2.618 |
1.2836 |
|
4.250 |
1.2703 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3092 |
1.3106 |
| PP |
1.3083 |
1.3092 |
| S1 |
1.3075 |
1.3079 |
|