CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3068 |
1.3007 |
-0.0061 |
-0.5% |
1.3113 |
| High |
1.3090 |
1.3039 |
-0.0051 |
-0.4% |
1.3208 |
| Low |
1.2977 |
1.2959 |
-0.0018 |
-0.1% |
1.3006 |
| Close |
1.2995 |
1.3027 |
0.0032 |
0.2% |
1.3066 |
| Range |
0.0113 |
0.0080 |
-0.0033 |
-29.2% |
0.0202 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
274,475 |
241,850 |
-32,625 |
-11.9% |
1,393,696 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3248 |
1.3218 |
1.3071 |
|
| R3 |
1.3168 |
1.3138 |
1.3049 |
|
| R2 |
1.3088 |
1.3088 |
1.3042 |
|
| R1 |
1.3058 |
1.3058 |
1.3034 |
1.3073 |
| PP |
1.3008 |
1.3008 |
1.3008 |
1.3016 |
| S1 |
1.2978 |
1.2978 |
1.3020 |
1.2993 |
| S2 |
1.2928 |
1.2928 |
1.3012 |
|
| S3 |
1.2848 |
1.2898 |
1.3005 |
|
| S4 |
1.2768 |
1.2818 |
1.2983 |
|
|
| 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 |
1.3133 |
1.2959 |
0.0174 |
1.3% |
0.0085 |
0.7% |
39% |
False |
True |
234,755 |
| 10 |
1.3208 |
1.2959 |
0.0249 |
1.9% |
0.0108 |
0.8% |
27% |
False |
True |
257,680 |
| 20 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0105 |
0.8% |
60% |
False |
False |
252,886 |
| 40 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0110 |
0.8% |
60% |
False |
False |
201,780 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0112 |
0.9% |
28% |
False |
False |
134,777 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0107 |
0.8% |
28% |
False |
False |
101,141 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0096 |
0.7% |
28% |
False |
False |
80,925 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0088 |
0.7% |
31% |
False |
False |
67,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3379 |
|
2.618 |
1.3248 |
|
1.618 |
1.3168 |
|
1.000 |
1.3119 |
|
0.618 |
1.3088 |
|
HIGH |
1.3039 |
|
0.618 |
1.3008 |
|
0.500 |
1.2999 |
|
0.382 |
1.2990 |
|
LOW |
1.2959 |
|
0.618 |
1.2910 |
|
1.000 |
1.2879 |
|
1.618 |
1.2830 |
|
2.618 |
1.2750 |
|
4.250 |
1.2619 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3018 |
1.3026 |
| PP |
1.3008 |
1.3025 |
| S1 |
1.2999 |
1.3025 |
|