CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3064 |
1.3078 |
0.0014 |
0.1% |
1.3120 |
| High |
1.3140 |
1.3095 |
-0.0045 |
-0.3% |
1.3214 |
| Low |
1.3064 |
1.3032 |
-0.0032 |
-0.2% |
1.3025 |
| Close |
1.3075 |
1.3073 |
-0.0002 |
0.0% |
1.3075 |
| Range |
0.0076 |
0.0063 |
-0.0013 |
-17.1% |
0.0189 |
| ATR |
0.0099 |
0.0097 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
433 |
92 |
-341 |
-78.8% |
1,618 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3256 |
1.3227 |
1.3108 |
|
| R3 |
1.3193 |
1.3164 |
1.3090 |
|
| R2 |
1.3130 |
1.3130 |
1.3085 |
|
| R1 |
1.3101 |
1.3101 |
1.3079 |
1.3084 |
| PP |
1.3067 |
1.3067 |
1.3067 |
1.3058 |
| S1 |
1.3038 |
1.3038 |
1.3067 |
1.3021 |
| S2 |
1.3004 |
1.3004 |
1.3061 |
|
| S3 |
1.2941 |
1.2975 |
1.3056 |
|
| S4 |
1.2878 |
1.2912 |
1.3038 |
|
|
| 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% |
0.0109 |
0.8% |
25% |
False |
False |
293 |
| 10 |
1.3214 |
1.3025 |
0.0189 |
1.4% |
0.0094 |
0.7% |
25% |
False |
False |
296 |
| 20 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0097 |
0.7% |
68% |
False |
False |
238 |
| 40 |
1.3307 |
1.2770 |
0.0537 |
4.1% |
0.0094 |
0.7% |
56% |
False |
False |
158 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0079 |
0.6% |
33% |
False |
False |
109 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0064 |
0.5% |
33% |
False |
False |
83 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0058 |
0.4% |
33% |
False |
False |
68 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0050 |
0.4% |
34% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3363 |
|
2.618 |
1.3260 |
|
1.618 |
1.3197 |
|
1.000 |
1.3158 |
|
0.618 |
1.3134 |
|
HIGH |
1.3095 |
|
0.618 |
1.3071 |
|
0.500 |
1.3064 |
|
0.382 |
1.3056 |
|
LOW |
1.3032 |
|
0.618 |
1.2993 |
|
1.000 |
1.2969 |
|
1.618 |
1.2930 |
|
2.618 |
1.2867 |
|
4.250 |
1.2764 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3070 |
1.3086 |
| PP |
1.3067 |
1.3082 |
| S1 |
1.3064 |
1.3077 |
|