CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3007 |
1.3018 |
0.0011 |
0.1% |
1.3113 |
| High |
1.3039 |
1.3098 |
0.0059 |
0.5% |
1.3208 |
| Low |
1.2959 |
1.2993 |
0.0034 |
0.3% |
1.3006 |
| Close |
1.3027 |
1.3021 |
-0.0006 |
0.0% |
1.3066 |
| Range |
0.0080 |
0.0105 |
0.0025 |
31.3% |
0.0202 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
241,850 |
271,446 |
29,596 |
12.2% |
1,393,696 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3352 |
1.3292 |
1.3079 |
|
| R3 |
1.3247 |
1.3187 |
1.3050 |
|
| R2 |
1.3142 |
1.3142 |
1.3040 |
|
| R1 |
1.3082 |
1.3082 |
1.3031 |
1.3112 |
| PP |
1.3037 |
1.3037 |
1.3037 |
1.3053 |
| S1 |
1.2977 |
1.2977 |
1.3011 |
1.3007 |
| S2 |
1.2932 |
1.2932 |
1.3002 |
|
| S3 |
1.2827 |
1.2872 |
1.2992 |
|
| S4 |
1.2722 |
1.2767 |
1.2963 |
|
|
| 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% |
0.0090 |
0.7% |
36% |
False |
False |
238,465 |
| 10 |
1.3208 |
1.2959 |
0.0249 |
1.9% |
0.0109 |
0.8% |
25% |
False |
False |
261,029 |
| 20 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0105 |
0.8% |
59% |
False |
False |
251,986 |
| 40 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0110 |
0.8% |
59% |
False |
False |
208,495 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0112 |
0.9% |
28% |
False |
False |
139,294 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0107 |
0.8% |
28% |
False |
False |
104,533 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0097 |
0.7% |
28% |
False |
False |
83,639 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0088 |
0.7% |
30% |
False |
False |
69,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3544 |
|
2.618 |
1.3373 |
|
1.618 |
1.3268 |
|
1.000 |
1.3203 |
|
0.618 |
1.3163 |
|
HIGH |
1.3098 |
|
0.618 |
1.3058 |
|
0.500 |
1.3046 |
|
0.382 |
1.3033 |
|
LOW |
1.2993 |
|
0.618 |
1.2928 |
|
1.000 |
1.2888 |
|
1.618 |
1.2823 |
|
2.618 |
1.2718 |
|
4.250 |
1.2547 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3046 |
1.3029 |
| PP |
1.3037 |
1.3026 |
| S1 |
1.3029 |
1.3024 |
|