CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3078 |
1.3065 |
-0.0013 |
-0.1% |
1.3120 |
| High |
1.3095 |
1.3091 |
-0.0004 |
0.0% |
1.3214 |
| Low |
1.3032 |
1.2988 |
-0.0044 |
-0.3% |
1.3025 |
| Close |
1.3073 |
1.3004 |
-0.0069 |
-0.5% |
1.3075 |
| Range |
0.0063 |
0.0103 |
0.0040 |
63.5% |
0.0189 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.5% |
0.0000 |
| Volume |
92 |
141 |
49 |
53.3% |
1,618 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3337 |
1.3273 |
1.3061 |
|
| R3 |
1.3234 |
1.3170 |
1.3032 |
|
| R2 |
1.3131 |
1.3131 |
1.3023 |
|
| R1 |
1.3067 |
1.3067 |
1.3013 |
1.3048 |
| PP |
1.3028 |
1.3028 |
1.3028 |
1.3018 |
| S1 |
1.2964 |
1.2964 |
1.2995 |
1.2945 |
| S2 |
1.2925 |
1.2925 |
1.2985 |
|
| S3 |
1.2822 |
1.2861 |
1.2976 |
|
| S4 |
1.2719 |
1.2758 |
1.2947 |
|
|
| 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 |
1.3210 |
1.2988 |
0.0222 |
1.7% |
0.0099 |
0.8% |
7% |
False |
True |
277 |
| 10 |
1.3214 |
1.2988 |
0.0226 |
1.7% |
0.0096 |
0.7% |
7% |
False |
True |
301 |
| 20 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0092 |
0.7% |
53% |
False |
False |
237 |
| 40 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0091 |
0.7% |
53% |
False |
False |
161 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0080 |
0.6% |
25% |
False |
False |
111 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0066 |
0.5% |
25% |
False |
False |
85 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0059 |
0.5% |
25% |
False |
False |
69 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0051 |
0.4% |
27% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3529 |
|
2.618 |
1.3361 |
|
1.618 |
1.3258 |
|
1.000 |
1.3194 |
|
0.618 |
1.3155 |
|
HIGH |
1.3091 |
|
0.618 |
1.3052 |
|
0.500 |
1.3040 |
|
0.382 |
1.3027 |
|
LOW |
1.2988 |
|
0.618 |
1.2924 |
|
1.000 |
1.2885 |
|
1.618 |
1.2821 |
|
2.618 |
1.2718 |
|
4.250 |
1.2550 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3040 |
1.3064 |
| PP |
1.3028 |
1.3044 |
| S1 |
1.3016 |
1.3024 |
|