CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3072 |
1.3118 |
0.0046 |
0.4% |
1.3013 |
| High |
1.3150 |
1.3139 |
-0.0011 |
-0.1% |
1.3150 |
| Low |
1.3068 |
1.3060 |
-0.0008 |
-0.1% |
1.2995 |
| Close |
1.3127 |
1.3094 |
-0.0033 |
-0.3% |
1.3094 |
| Range |
0.0082 |
0.0079 |
-0.0003 |
-3.7% |
0.0155 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
803 |
78 |
-725 |
-90.3% |
1,583 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3335 |
1.3293 |
1.3137 |
|
| R3 |
1.3256 |
1.3214 |
1.3116 |
|
| R2 |
1.3177 |
1.3177 |
1.3108 |
|
| R1 |
1.3135 |
1.3135 |
1.3101 |
1.3117 |
| PP |
1.3098 |
1.3098 |
1.3098 |
1.3088 |
| S1 |
1.3056 |
1.3056 |
1.3087 |
1.3038 |
| S2 |
1.3019 |
1.3019 |
1.3080 |
|
| S3 |
1.2940 |
1.2977 |
1.3072 |
|
| S4 |
1.2861 |
1.2898 |
1.3051 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3545 |
1.3474 |
1.3179 |
|
| R3 |
1.3390 |
1.3319 |
1.3137 |
|
| R2 |
1.3235 |
1.3235 |
1.3122 |
|
| R1 |
1.3164 |
1.3164 |
1.3108 |
1.3200 |
| PP |
1.3080 |
1.3080 |
1.3080 |
1.3097 |
| S1 |
1.3009 |
1.3009 |
1.3080 |
1.3045 |
| S2 |
1.2925 |
1.2925 |
1.3066 |
|
| S3 |
1.2770 |
1.2854 |
1.3051 |
|
| S4 |
1.2615 |
1.2699 |
1.3009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3150 |
1.2995 |
0.0155 |
1.2% |
0.0072 |
0.5% |
64% |
False |
False |
316 |
| 10 |
1.3150 |
1.2770 |
0.0380 |
2.9% |
0.0087 |
0.7% |
85% |
False |
False |
245 |
| 20 |
1.3150 |
1.2770 |
0.0380 |
2.9% |
0.0094 |
0.7% |
85% |
False |
False |
204 |
| 40 |
1.3408 |
1.2770 |
0.0638 |
4.9% |
0.0087 |
0.7% |
51% |
False |
False |
119 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0072 |
0.5% |
35% |
False |
False |
82 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0058 |
0.4% |
35% |
False |
False |
62 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0054 |
0.4% |
35% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3475 |
|
2.618 |
1.3346 |
|
1.618 |
1.3267 |
|
1.000 |
1.3218 |
|
0.618 |
1.3188 |
|
HIGH |
1.3139 |
|
0.618 |
1.3109 |
|
0.500 |
1.3100 |
|
0.382 |
1.3090 |
|
LOW |
1.3060 |
|
0.618 |
1.3011 |
|
1.000 |
1.2981 |
|
1.618 |
1.2932 |
|
2.618 |
1.2853 |
|
4.250 |
1.2724 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3100 |
1.3105 |
| PP |
1.3098 |
1.3101 |
| S1 |
1.3096 |
1.3098 |
|