CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3091 |
1.3072 |
-0.0019 |
-0.1% |
1.2823 |
| High |
1.3129 |
1.3150 |
0.0021 |
0.2% |
1.3052 |
| Low |
1.3068 |
1.3068 |
0.0000 |
0.0% |
1.2770 |
| Close |
1.3073 |
1.3127 |
0.0054 |
0.4% |
1.3028 |
| Range |
0.0061 |
0.0082 |
0.0021 |
34.4% |
0.0282 |
| ATR |
0.0093 |
0.0093 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
280 |
803 |
523 |
186.8% |
875 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3361 |
1.3326 |
1.3172 |
|
| R3 |
1.3279 |
1.3244 |
1.3150 |
|
| R2 |
1.3197 |
1.3197 |
1.3142 |
|
| R1 |
1.3162 |
1.3162 |
1.3135 |
1.3180 |
| PP |
1.3115 |
1.3115 |
1.3115 |
1.3124 |
| S1 |
1.3080 |
1.3080 |
1.3119 |
1.3098 |
| S2 |
1.3033 |
1.3033 |
1.3112 |
|
| S3 |
1.2951 |
1.2998 |
1.3104 |
|
| S4 |
1.2869 |
1.2916 |
1.3082 |
|
|
| 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 |
1.3150 |
1.2923 |
0.0227 |
1.7% |
0.0082 |
0.6% |
90% |
True |
False |
328 |
| 10 |
1.3150 |
1.2770 |
0.0380 |
2.9% |
0.0087 |
0.7% |
94% |
True |
False |
252 |
| 20 |
1.3150 |
1.2770 |
0.0380 |
2.9% |
0.0095 |
0.7% |
94% |
True |
False |
203 |
| 40 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0086 |
0.7% |
47% |
False |
False |
117 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0071 |
0.5% |
38% |
False |
False |
81 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0058 |
0.4% |
38% |
False |
False |
61 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0053 |
0.4% |
38% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3499 |
|
2.618 |
1.3365 |
|
1.618 |
1.3283 |
|
1.000 |
1.3232 |
|
0.618 |
1.3201 |
|
HIGH |
1.3150 |
|
0.618 |
1.3119 |
|
0.500 |
1.3109 |
|
0.382 |
1.3099 |
|
LOW |
1.3068 |
|
0.618 |
1.3017 |
|
1.000 |
1.2986 |
|
1.618 |
1.2935 |
|
2.618 |
1.2853 |
|
4.250 |
1.2720 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3121 |
1.3115 |
| PP |
1.3115 |
1.3103 |
| S1 |
1.3109 |
1.3091 |
|