CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3073 |
1.3068 |
-0.0005 |
0.0% |
1.3113 |
| High |
1.3089 |
1.3090 |
0.0001 |
0.0% |
1.3208 |
| Low |
1.3019 |
1.2977 |
-0.0042 |
-0.3% |
1.3006 |
| Close |
1.3064 |
1.2995 |
-0.0069 |
-0.5% |
1.3066 |
| Range |
0.0070 |
0.0113 |
0.0043 |
61.4% |
0.0202 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.2% |
0.0000 |
| Volume |
185,711 |
274,475 |
88,764 |
47.8% |
1,393,696 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3360 |
1.3290 |
1.3057 |
|
| R3 |
1.3247 |
1.3177 |
1.3026 |
|
| R2 |
1.3134 |
1.3134 |
1.3016 |
|
| R1 |
1.3064 |
1.3064 |
1.3005 |
1.3043 |
| PP |
1.3021 |
1.3021 |
1.3021 |
1.3010 |
| S1 |
1.2951 |
1.2951 |
1.2985 |
1.2930 |
| S2 |
1.2908 |
1.2908 |
1.2974 |
|
| S3 |
1.2795 |
1.2838 |
1.2964 |
|
| S4 |
1.2682 |
1.2725 |
1.2933 |
|
|
| 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 |
1.3205 |
1.2977 |
0.0228 |
1.8% |
0.0109 |
0.8% |
8% |
False |
True |
257,210 |
| 10 |
1.3208 |
1.2977 |
0.0231 |
1.8% |
0.0107 |
0.8% |
8% |
False |
True |
254,887 |
| 20 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0104 |
0.8% |
53% |
False |
False |
254,077 |
| 40 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0111 |
0.9% |
53% |
False |
False |
195,807 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0111 |
0.9% |
25% |
False |
False |
130,753 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0107 |
0.8% |
25% |
False |
False |
98,119 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0096 |
0.7% |
25% |
False |
False |
78,506 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0087 |
0.7% |
28% |
False |
False |
65,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3570 |
|
2.618 |
1.3386 |
|
1.618 |
1.3273 |
|
1.000 |
1.3203 |
|
0.618 |
1.3160 |
|
HIGH |
1.3090 |
|
0.618 |
1.3047 |
|
0.500 |
1.3034 |
|
0.382 |
1.3020 |
|
LOW |
1.2977 |
|
0.618 |
1.2907 |
|
1.000 |
1.2864 |
|
1.618 |
1.2794 |
|
2.618 |
1.2681 |
|
4.250 |
1.2497 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3034 |
1.3055 |
| PP |
1.3021 |
1.3035 |
| S1 |
1.3008 |
1.3015 |
|