CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2939 |
1.3013 |
0.0074 |
0.6% |
1.2823 |
| High |
1.3052 |
1.3045 |
-0.0007 |
-0.1% |
1.3052 |
| Low |
1.2923 |
1.2995 |
0.0072 |
0.6% |
1.2770 |
| Close |
1.3028 |
1.3018 |
-0.0010 |
-0.1% |
1.3028 |
| Range |
0.0129 |
0.0050 |
-0.0079 |
-61.2% |
0.0282 |
| ATR |
0.0099 |
0.0096 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
137 |
332 |
195 |
142.3% |
875 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3144 |
1.3046 |
|
| R3 |
1.3119 |
1.3094 |
1.3032 |
|
| R2 |
1.3069 |
1.3069 |
1.3027 |
|
| R1 |
1.3044 |
1.3044 |
1.3023 |
1.3057 |
| PP |
1.3019 |
1.3019 |
1.3019 |
1.3026 |
| S1 |
1.2994 |
1.2994 |
1.3013 |
1.3007 |
| S2 |
1.2969 |
1.2969 |
1.3009 |
|
| S3 |
1.2919 |
1.2944 |
1.3004 |
|
| S4 |
1.2869 |
1.2894 |
1.2991 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3796 |
1.3694 |
1.3183 |
|
| R3 |
1.3514 |
1.3412 |
1.3106 |
|
| R2 |
1.3232 |
1.3232 |
1.3080 |
|
| R1 |
1.3130 |
1.3130 |
1.3054 |
1.3181 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2976 |
| S1 |
1.2848 |
1.2848 |
1.3002 |
1.2899 |
| S2 |
1.2668 |
1.2668 |
1.2976 |
|
| S3 |
1.2386 |
1.2566 |
1.2950 |
|
| S4 |
1.2104 |
1.2284 |
1.2873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3052 |
1.2770 |
0.0282 |
2.2% |
0.0099 |
0.8% |
88% |
False |
False |
204 |
| 10 |
1.3057 |
1.2770 |
0.0287 |
2.2% |
0.0100 |
0.8% |
86% |
False |
False |
180 |
| 20 |
1.3110 |
1.2770 |
0.0340 |
2.6% |
0.0093 |
0.7% |
73% |
False |
False |
154 |
| 40 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0083 |
0.6% |
33% |
False |
False |
88 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0067 |
0.5% |
27% |
False |
False |
62 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0057 |
0.4% |
27% |
False |
False |
47 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0050 |
0.4% |
28% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3258 |
|
2.618 |
1.3176 |
|
1.618 |
1.3126 |
|
1.000 |
1.3095 |
|
0.618 |
1.3076 |
|
HIGH |
1.3045 |
|
0.618 |
1.3026 |
|
0.500 |
1.3020 |
|
0.382 |
1.3014 |
|
LOW |
1.2995 |
|
0.618 |
1.2964 |
|
1.000 |
1.2945 |
|
1.618 |
1.2914 |
|
2.618 |
1.2864 |
|
4.250 |
1.2783 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.2982 |
| PP |
1.3019 |
1.2947 |
| S1 |
1.3019 |
1.2911 |
|