CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3012 |
1.3050 |
0.0038 |
0.3% |
1.3120 |
| High |
1.3047 |
1.3102 |
0.0055 |
0.4% |
1.3214 |
| Low |
1.2981 |
1.3010 |
0.0029 |
0.2% |
1.3025 |
| Close |
1.3036 |
1.3030 |
-0.0006 |
0.0% |
1.3075 |
| Range |
0.0066 |
0.0092 |
0.0026 |
39.4% |
0.0189 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
210 |
164 |
-46 |
-21.9% |
1,618 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3323 |
1.3269 |
1.3081 |
|
| R3 |
1.3231 |
1.3177 |
1.3055 |
|
| R2 |
1.3139 |
1.3139 |
1.3047 |
|
| R1 |
1.3085 |
1.3085 |
1.3038 |
1.3066 |
| PP |
1.3047 |
1.3047 |
1.3047 |
1.3038 |
| S1 |
1.2993 |
1.2993 |
1.3022 |
1.2974 |
| S2 |
1.2955 |
1.2955 |
1.3013 |
|
| S3 |
1.2863 |
1.2901 |
1.3005 |
|
| S4 |
1.2771 |
1.2809 |
1.2979 |
|
|
| 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 |
1.3140 |
1.2981 |
0.0159 |
1.2% |
0.0080 |
0.6% |
31% |
False |
False |
208 |
| 10 |
1.3214 |
1.2981 |
0.0233 |
1.8% |
0.0097 |
0.7% |
21% |
False |
False |
230 |
| 20 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0092 |
0.7% |
59% |
False |
False |
241 |
| 40 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0092 |
0.7% |
59% |
False |
False |
168 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0082 |
0.6% |
28% |
False |
False |
117 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0068 |
0.5% |
28% |
False |
False |
90 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0060 |
0.5% |
28% |
False |
False |
73 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0052 |
0.4% |
29% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3493 |
|
2.618 |
1.3343 |
|
1.618 |
1.3251 |
|
1.000 |
1.3194 |
|
0.618 |
1.3159 |
|
HIGH |
1.3102 |
|
0.618 |
1.3067 |
|
0.500 |
1.3056 |
|
0.382 |
1.3045 |
|
LOW |
1.3010 |
|
0.618 |
1.2953 |
|
1.000 |
1.2918 |
|
1.618 |
1.2861 |
|
2.618 |
1.2769 |
|
4.250 |
1.2619 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3056 |
1.3042 |
| PP |
1.3047 |
1.3038 |
| S1 |
1.3039 |
1.3034 |
|