CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3120 |
1.3070 |
-0.0050 |
-0.4% |
1.3013 |
| High |
1.3120 |
1.3214 |
0.0094 |
0.7% |
1.3150 |
| Low |
1.3034 |
1.3059 |
0.0025 |
0.2% |
1.2995 |
| Close |
1.3054 |
1.3205 |
0.0151 |
1.2% |
1.3094 |
| Range |
0.0086 |
0.0155 |
0.0069 |
80.2% |
0.0155 |
| ATR |
0.0091 |
0.0096 |
0.0005 |
5.4% |
0.0000 |
| Volume |
241 |
222 |
-19 |
-7.9% |
1,583 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3624 |
1.3570 |
1.3290 |
|
| R3 |
1.3469 |
1.3415 |
1.3248 |
|
| R2 |
1.3314 |
1.3314 |
1.3233 |
|
| R1 |
1.3260 |
1.3260 |
1.3219 |
1.3287 |
| PP |
1.3159 |
1.3159 |
1.3159 |
1.3173 |
| S1 |
1.3105 |
1.3105 |
1.3191 |
1.3132 |
| S2 |
1.3004 |
1.3004 |
1.3177 |
|
| S3 |
1.2849 |
1.2950 |
1.3162 |
|
| S4 |
1.2694 |
1.2795 |
1.3120 |
|
|
| 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 |
1.3214 |
1.3034 |
0.0180 |
1.4% |
0.0093 |
0.7% |
95% |
True |
False |
324 |
| 10 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0099 |
0.7% |
98% |
True |
False |
268 |
| 20 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0097 |
0.7% |
98% |
True |
False |
225 |
| 40 |
1.3406 |
1.2770 |
0.0636 |
4.8% |
0.0091 |
0.7% |
68% |
False |
False |
130 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0076 |
0.6% |
47% |
False |
False |
89 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0061 |
0.5% |
47% |
False |
False |
68 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0056 |
0.4% |
47% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3873 |
|
2.618 |
1.3620 |
|
1.618 |
1.3465 |
|
1.000 |
1.3369 |
|
0.618 |
1.3310 |
|
HIGH |
1.3214 |
|
0.618 |
1.3155 |
|
0.500 |
1.3137 |
|
0.382 |
1.3118 |
|
LOW |
1.3059 |
|
0.618 |
1.2963 |
|
1.000 |
1.2904 |
|
1.618 |
1.2808 |
|
2.618 |
1.2653 |
|
4.250 |
1.2400 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3182 |
1.3178 |
| PP |
1.3159 |
1.3151 |
| S1 |
1.3137 |
1.3124 |
|