CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2802 |
1.2823 |
0.0021 |
0.2% |
1.2983 |
| High |
1.2860 |
1.2874 |
0.0014 |
0.1% |
1.3057 |
| Low |
1.2785 |
1.2805 |
0.0020 |
0.2% |
1.2770 |
| Close |
1.2833 |
1.2866 |
0.0033 |
0.3% |
1.2833 |
| Range |
0.0075 |
0.0069 |
-0.0006 |
-8.0% |
0.0287 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
140 |
184 |
44 |
31.4% |
595 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.3030 |
1.2904 |
|
| R3 |
1.2986 |
1.2961 |
1.2885 |
|
| R2 |
1.2917 |
1.2917 |
1.2879 |
|
| R1 |
1.2892 |
1.2892 |
1.2872 |
1.2905 |
| PP |
1.2848 |
1.2848 |
1.2848 |
1.2855 |
| S1 |
1.2823 |
1.2823 |
1.2860 |
1.2836 |
| S2 |
1.2779 |
1.2779 |
1.2853 |
|
| S3 |
1.2710 |
1.2754 |
1.2847 |
|
| S4 |
1.2641 |
1.2685 |
1.2828 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3748 |
1.3577 |
1.2991 |
|
| R3 |
1.3461 |
1.3290 |
1.2912 |
|
| R2 |
1.3174 |
1.3174 |
1.2886 |
|
| R1 |
1.3003 |
1.3003 |
1.2859 |
1.2945 |
| PP |
1.2887 |
1.2887 |
1.2887 |
1.2858 |
| S1 |
1.2716 |
1.2716 |
1.2807 |
1.2658 |
| S2 |
1.2600 |
1.2600 |
1.2780 |
|
| S3 |
1.2313 |
1.2429 |
1.2754 |
|
| S4 |
1.2026 |
1.2142 |
1.2675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3057 |
1.2770 |
0.0287 |
2.2% |
0.0102 |
0.8% |
33% |
False |
False |
155 |
| 10 |
1.3057 |
1.2770 |
0.0287 |
2.2% |
0.0099 |
0.8% |
33% |
False |
False |
179 |
| 20 |
1.3150 |
1.2770 |
0.0380 |
3.0% |
0.0091 |
0.7% |
25% |
False |
False |
111 |
| 40 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0080 |
0.6% |
10% |
False |
False |
63 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0062 |
0.5% |
10% |
False |
False |
45 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0053 |
0.4% |
10% |
False |
False |
35 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.4% |
0.0046 |
0.4% |
12% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3167 |
|
2.618 |
1.3055 |
|
1.618 |
1.2986 |
|
1.000 |
1.2943 |
|
0.618 |
1.2917 |
|
HIGH |
1.2874 |
|
0.618 |
1.2848 |
|
0.500 |
1.2840 |
|
0.382 |
1.2831 |
|
LOW |
1.2805 |
|
0.618 |
1.2762 |
|
1.000 |
1.2736 |
|
1.618 |
1.2693 |
|
2.618 |
1.2624 |
|
4.250 |
1.2512 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2857 |
1.2853 |
| PP |
1.2848 |
1.2839 |
| S1 |
1.2840 |
1.2826 |
|