CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3015 |
1.3061 |
0.0046 |
0.4% |
1.3073 |
| High |
1.3052 |
1.3121 |
0.0069 |
0.5% |
1.3098 |
| Low |
1.2994 |
1.3033 |
0.0039 |
0.3% |
1.2959 |
| Close |
1.3033 |
1.3101 |
0.0068 |
0.5% |
1.3033 |
| Range |
0.0058 |
0.0088 |
0.0030 |
51.7% |
0.0139 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
210,625 |
209,470 |
-1,155 |
-0.5% |
1,184,107 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3349 |
1.3313 |
1.3149 |
|
| R3 |
1.3261 |
1.3225 |
1.3125 |
|
| R2 |
1.3173 |
1.3173 |
1.3117 |
|
| R1 |
1.3137 |
1.3137 |
1.3109 |
1.3155 |
| PP |
1.3085 |
1.3085 |
1.3085 |
1.3094 |
| S1 |
1.3049 |
1.3049 |
1.3093 |
1.3067 |
| S2 |
1.2997 |
1.2997 |
1.3085 |
|
| S3 |
1.2909 |
1.2961 |
1.3077 |
|
| S4 |
1.2821 |
1.2873 |
1.3053 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3379 |
1.3109 |
|
| R3 |
1.3308 |
1.3240 |
1.3071 |
|
| R2 |
1.3169 |
1.3169 |
1.3058 |
|
| R1 |
1.3101 |
1.3101 |
1.3046 |
1.3066 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3012 |
| S1 |
1.2962 |
1.2962 |
1.3020 |
1.2927 |
| S2 |
1.2891 |
1.2891 |
1.3008 |
|
| S3 |
1.2752 |
1.2823 |
1.2995 |
|
| S4 |
1.2613 |
1.2684 |
1.2957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3121 |
1.2959 |
0.0162 |
1.2% |
0.0089 |
0.7% |
88% |
True |
False |
241,573 |
| 10 |
1.3208 |
1.2959 |
0.0249 |
1.9% |
0.0105 |
0.8% |
57% |
False |
False |
253,698 |
| 20 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0103 |
0.8% |
77% |
False |
False |
254,668 |
| 40 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0108 |
0.8% |
77% |
False |
False |
218,853 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0112 |
0.9% |
36% |
False |
False |
146,281 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0107 |
0.8% |
36% |
False |
False |
109,782 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0098 |
0.7% |
36% |
False |
False |
87,840 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0089 |
0.7% |
38% |
False |
False |
73,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3495 |
|
2.618 |
1.3351 |
|
1.618 |
1.3263 |
|
1.000 |
1.3209 |
|
0.618 |
1.3175 |
|
HIGH |
1.3121 |
|
0.618 |
1.3087 |
|
0.500 |
1.3077 |
|
0.382 |
1.3067 |
|
LOW |
1.3033 |
|
0.618 |
1.2979 |
|
1.000 |
1.2945 |
|
1.618 |
1.2891 |
|
2.618 |
1.2803 |
|
4.250 |
1.2659 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3093 |
1.3086 |
| PP |
1.3085 |
1.3072 |
| S1 |
1.3077 |
1.3057 |
|