CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3118 |
1.3120 |
0.0002 |
0.0% |
1.3013 |
| High |
1.3139 |
1.3120 |
-0.0019 |
-0.1% |
1.3150 |
| Low |
1.3060 |
1.3034 |
-0.0026 |
-0.2% |
1.2995 |
| Close |
1.3094 |
1.3054 |
-0.0040 |
-0.3% |
1.3094 |
| Range |
0.0079 |
0.0086 |
0.0007 |
8.9% |
0.0155 |
| ATR |
0.0092 |
0.0091 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
78 |
241 |
163 |
209.0% |
1,583 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3277 |
1.3101 |
|
| R3 |
1.3241 |
1.3191 |
1.3078 |
|
| R2 |
1.3155 |
1.3155 |
1.3070 |
|
| R1 |
1.3105 |
1.3105 |
1.3062 |
1.3087 |
| PP |
1.3069 |
1.3069 |
1.3069 |
1.3061 |
| S1 |
1.3019 |
1.3019 |
1.3046 |
1.3001 |
| S2 |
1.2983 |
1.2983 |
1.3038 |
|
| S3 |
1.2897 |
1.2933 |
1.3030 |
|
| S4 |
1.2811 |
1.2847 |
1.3007 |
|
|
| 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 |
1.3032 |
0.0118 |
0.9% |
0.0079 |
0.6% |
19% |
False |
False |
298 |
| 10 |
1.3150 |
1.2770 |
0.0380 |
2.9% |
0.0089 |
0.7% |
75% |
False |
False |
251 |
| 20 |
1.3150 |
1.2770 |
0.0380 |
2.9% |
0.0094 |
0.7% |
75% |
False |
False |
215 |
| 40 |
1.3406 |
1.2770 |
0.0636 |
4.9% |
0.0087 |
0.7% |
45% |
False |
False |
124 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0073 |
0.6% |
31% |
False |
False |
86 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0059 |
0.5% |
31% |
False |
False |
65 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0054 |
0.4% |
31% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3486 |
|
2.618 |
1.3345 |
|
1.618 |
1.3259 |
|
1.000 |
1.3206 |
|
0.618 |
1.3173 |
|
HIGH |
1.3120 |
|
0.618 |
1.3087 |
|
0.500 |
1.3077 |
|
0.382 |
1.3067 |
|
LOW |
1.3034 |
|
0.618 |
1.2981 |
|
1.000 |
1.2948 |
|
1.618 |
1.2895 |
|
2.618 |
1.2809 |
|
4.250 |
1.2669 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3077 |
1.3092 |
| PP |
1.3069 |
1.3079 |
| S1 |
1.3062 |
1.3067 |
|