CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2886 |
1.2833 |
-0.0053 |
-0.4% |
1.2983 |
| High |
1.2887 |
1.2876 |
-0.0011 |
-0.1% |
1.3057 |
| Low |
1.2828 |
1.2809 |
-0.0019 |
-0.1% |
1.2770 |
| Close |
1.2831 |
1.2862 |
0.0031 |
0.2% |
1.2833 |
| Range |
0.0059 |
0.0067 |
0.0008 |
13.6% |
0.0287 |
| ATR |
0.0091 |
0.0090 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
48 |
189 |
141 |
293.8% |
595 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3050 |
1.3023 |
1.2899 |
|
| R3 |
1.2983 |
1.2956 |
1.2880 |
|
| R2 |
1.2916 |
1.2916 |
1.2874 |
|
| R1 |
1.2889 |
1.2889 |
1.2868 |
1.2903 |
| PP |
1.2849 |
1.2849 |
1.2849 |
1.2856 |
| S1 |
1.2822 |
1.2822 |
1.2856 |
1.2836 |
| S2 |
1.2782 |
1.2782 |
1.2850 |
|
| S3 |
1.2715 |
1.2755 |
1.2844 |
|
| S4 |
1.2648 |
1.2688 |
1.2825 |
|
|
| 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 |
1.2887 |
1.2770 |
0.0117 |
0.9% |
0.0076 |
0.6% |
79% |
False |
False |
133 |
| 10 |
1.3057 |
1.2770 |
0.0287 |
2.2% |
0.0092 |
0.7% |
32% |
False |
False |
182 |
| 20 |
1.3150 |
1.2770 |
0.0380 |
3.0% |
0.0093 |
0.7% |
24% |
False |
False |
117 |
| 40 |
1.3599 |
1.2770 |
0.0829 |
6.4% |
0.0079 |
0.6% |
11% |
False |
False |
69 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0062 |
0.5% |
10% |
False |
False |
49 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0054 |
0.4% |
10% |
False |
False |
37 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.4% |
0.0047 |
0.4% |
12% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3161 |
|
2.618 |
1.3051 |
|
1.618 |
1.2984 |
|
1.000 |
1.2943 |
|
0.618 |
1.2917 |
|
HIGH |
1.2876 |
|
0.618 |
1.2850 |
|
0.500 |
1.2843 |
|
0.382 |
1.2835 |
|
LOW |
1.2809 |
|
0.618 |
1.2768 |
|
1.000 |
1.2742 |
|
1.618 |
1.2701 |
|
2.618 |
1.2634 |
|
4.250 |
1.2524 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2856 |
1.2857 |
| PP |
1.2849 |
1.2851 |
| S1 |
1.2843 |
1.2846 |
|