CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3013 |
1.3032 |
0.0019 |
0.1% |
1.2823 |
| High |
1.3045 |
1.3118 |
0.0073 |
0.6% |
1.3052 |
| Low |
1.2995 |
1.3032 |
0.0037 |
0.3% |
1.2770 |
| Close |
1.3018 |
1.3114 |
0.0096 |
0.7% |
1.3028 |
| Range |
0.0050 |
0.0086 |
0.0036 |
72.0% |
0.0282 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.3% |
0.0000 |
| Volume |
332 |
90 |
-242 |
-72.9% |
875 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3346 |
1.3316 |
1.3161 |
|
| R3 |
1.3260 |
1.3230 |
1.3138 |
|
| R2 |
1.3174 |
1.3174 |
1.3130 |
|
| R1 |
1.3144 |
1.3144 |
1.3122 |
1.3159 |
| PP |
1.3088 |
1.3088 |
1.3088 |
1.3096 |
| S1 |
1.3058 |
1.3058 |
1.3106 |
1.3073 |
| S2 |
1.3002 |
1.3002 |
1.3098 |
|
| S3 |
1.2916 |
1.2972 |
1.3090 |
|
| S4 |
1.2830 |
1.2886 |
1.3067 |
|
|
| 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 |
1.3118 |
1.2770 |
0.0348 |
2.7% |
0.0104 |
0.8% |
99% |
True |
False |
213 |
| 10 |
1.3118 |
1.2770 |
0.0348 |
2.7% |
0.0088 |
0.7% |
99% |
True |
False |
173 |
| 20 |
1.3118 |
1.2770 |
0.0348 |
2.7% |
0.0095 |
0.7% |
99% |
True |
False |
153 |
| 40 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0084 |
0.6% |
45% |
False |
False |
90 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0069 |
0.5% |
37% |
False |
False |
63 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0058 |
0.4% |
37% |
False |
False |
48 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0051 |
0.4% |
38% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3484 |
|
2.618 |
1.3343 |
|
1.618 |
1.3257 |
|
1.000 |
1.3204 |
|
0.618 |
1.3171 |
|
HIGH |
1.3118 |
|
0.618 |
1.3085 |
|
0.500 |
1.3075 |
|
0.382 |
1.3065 |
|
LOW |
1.3032 |
|
0.618 |
1.2979 |
|
1.000 |
1.2946 |
|
1.618 |
1.2893 |
|
2.618 |
1.2807 |
|
4.250 |
1.2667 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3101 |
1.3083 |
| PP |
1.3088 |
1.3052 |
| S1 |
1.3075 |
1.3021 |
|