CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3043 |
1.3064 |
0.0021 |
0.2% |
1.3120 |
| High |
1.3110 |
1.3140 |
0.0030 |
0.2% |
1.3214 |
| Low |
1.3043 |
1.3064 |
0.0021 |
0.2% |
1.3025 |
| Close |
1.3062 |
1.3075 |
0.0013 |
0.1% |
1.3075 |
| Range |
0.0067 |
0.0076 |
0.0009 |
13.4% |
0.0189 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
376 |
433 |
57 |
15.2% |
1,618 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3321 |
1.3274 |
1.3117 |
|
| R3 |
1.3245 |
1.3198 |
1.3096 |
|
| R2 |
1.3169 |
1.3169 |
1.3089 |
|
| R1 |
1.3122 |
1.3122 |
1.3082 |
1.3146 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3105 |
| S1 |
1.3046 |
1.3046 |
1.3068 |
1.3070 |
| S2 |
1.3017 |
1.3017 |
1.3061 |
|
| S3 |
1.2941 |
1.2970 |
1.3054 |
|
| S4 |
1.2865 |
1.2894 |
1.3033 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3672 |
1.3562 |
1.3179 |
|
| R3 |
1.3483 |
1.3373 |
1.3127 |
|
| R2 |
1.3294 |
1.3294 |
1.3110 |
|
| R1 |
1.3184 |
1.3184 |
1.3092 |
1.3145 |
| PP |
1.3105 |
1.3105 |
1.3105 |
1.3085 |
| S1 |
1.2995 |
1.2995 |
1.3058 |
1.2956 |
| S2 |
1.2916 |
1.2916 |
1.3040 |
|
| S3 |
1.2727 |
1.2806 |
1.3023 |
|
| S4 |
1.2538 |
1.2617 |
1.2971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3214 |
1.3025 |
0.0189 |
1.4% |
0.0114 |
0.9% |
26% |
False |
False |
323 |
| 10 |
1.3214 |
1.2995 |
0.0219 |
1.7% |
0.0093 |
0.7% |
37% |
False |
False |
320 |
| 20 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0099 |
0.8% |
69% |
False |
False |
244 |
| 40 |
1.3307 |
1.2770 |
0.0537 |
4.1% |
0.0094 |
0.7% |
57% |
False |
False |
157 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0079 |
0.6% |
33% |
False |
False |
107 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0064 |
0.5% |
33% |
False |
False |
82 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0057 |
0.4% |
33% |
False |
False |
67 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0050 |
0.4% |
34% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3463 |
|
2.618 |
1.3339 |
|
1.618 |
1.3263 |
|
1.000 |
1.3216 |
|
0.618 |
1.3187 |
|
HIGH |
1.3140 |
|
0.618 |
1.3111 |
|
0.500 |
1.3102 |
|
0.382 |
1.3093 |
|
LOW |
1.3064 |
|
0.618 |
1.3017 |
|
1.000 |
1.2988 |
|
1.618 |
1.2941 |
|
2.618 |
1.2865 |
|
4.250 |
1.2741 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3102 |
1.3118 |
| PP |
1.3093 |
1.3103 |
| S1 |
1.3084 |
1.3089 |
|