CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3032 |
1.3091 |
0.0059 |
0.5% |
1.2823 |
| High |
1.3118 |
1.3129 |
0.0011 |
0.1% |
1.3052 |
| Low |
1.3032 |
1.3068 |
0.0036 |
0.3% |
1.2770 |
| Close |
1.3114 |
1.3073 |
-0.0041 |
-0.3% |
1.3028 |
| Range |
0.0086 |
0.0061 |
-0.0025 |
-29.1% |
0.0282 |
| ATR |
0.0096 |
0.0093 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
90 |
280 |
190 |
211.1% |
875 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3273 |
1.3234 |
1.3107 |
|
| R3 |
1.3212 |
1.3173 |
1.3090 |
|
| R2 |
1.3151 |
1.3151 |
1.3084 |
|
| R1 |
1.3112 |
1.3112 |
1.3079 |
1.3101 |
| PP |
1.3090 |
1.3090 |
1.3090 |
1.3085 |
| S1 |
1.3051 |
1.3051 |
1.3067 |
1.3040 |
| S2 |
1.3029 |
1.3029 |
1.3062 |
|
| S3 |
1.2968 |
1.2990 |
1.3056 |
|
| S4 |
1.2907 |
1.2929 |
1.3039 |
|
|
| 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 |
1.3129 |
1.2770 |
0.0359 |
2.7% |
0.0103 |
0.8% |
84% |
True |
False |
231 |
| 10 |
1.3129 |
1.2770 |
0.0359 |
2.7% |
0.0090 |
0.7% |
84% |
True |
False |
182 |
| 20 |
1.3129 |
1.2770 |
0.0359 |
2.7% |
0.0097 |
0.7% |
84% |
True |
False |
166 |
| 40 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0085 |
0.7% |
40% |
False |
False |
97 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0070 |
0.5% |
33% |
False |
False |
68 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0057 |
0.4% |
33% |
False |
False |
52 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0052 |
0.4% |
33% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3388 |
|
2.618 |
1.3289 |
|
1.618 |
1.3228 |
|
1.000 |
1.3190 |
|
0.618 |
1.3167 |
|
HIGH |
1.3129 |
|
0.618 |
1.3106 |
|
0.500 |
1.3099 |
|
0.382 |
1.3091 |
|
LOW |
1.3068 |
|
0.618 |
1.3030 |
|
1.000 |
1.3007 |
|
1.618 |
1.2969 |
|
2.618 |
1.2908 |
|
4.250 |
1.2809 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3099 |
1.3069 |
| PP |
1.3090 |
1.3066 |
| S1 |
1.3082 |
1.3062 |
|