CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3050 |
1.3069 |
0.0019 |
0.1% |
1.3078 |
| High |
1.3055 |
1.3128 |
0.0073 |
0.6% |
1.3102 |
| Low |
1.3006 |
1.3055 |
0.0049 |
0.4% |
1.2981 |
| Close |
1.3042 |
1.3110 |
0.0068 |
0.5% |
1.3042 |
| Range |
0.0049 |
0.0073 |
0.0024 |
49.0% |
0.0121 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
270 |
128 |
-142 |
-52.6% |
877 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3317 |
1.3286 |
1.3150 |
|
| R3 |
1.3244 |
1.3213 |
1.3130 |
|
| R2 |
1.3171 |
1.3171 |
1.3123 |
|
| R1 |
1.3140 |
1.3140 |
1.3117 |
1.3156 |
| PP |
1.3098 |
1.3098 |
1.3098 |
1.3105 |
| S1 |
1.3067 |
1.3067 |
1.3103 |
1.3083 |
| S2 |
1.3025 |
1.3025 |
1.3097 |
|
| S3 |
1.2952 |
1.2994 |
1.3090 |
|
| S4 |
1.2879 |
1.2921 |
1.3070 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3405 |
1.3344 |
1.3109 |
|
| R3 |
1.3284 |
1.3223 |
1.3075 |
|
| R2 |
1.3163 |
1.3163 |
1.3064 |
|
| R1 |
1.3102 |
1.3102 |
1.3053 |
1.3072 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3027 |
| S1 |
1.2981 |
1.2981 |
1.3031 |
1.2951 |
| S2 |
1.2921 |
1.2921 |
1.3020 |
|
| S3 |
1.2800 |
1.2860 |
1.3009 |
|
| S4 |
1.2679 |
1.2739 |
1.2975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3128 |
1.2981 |
0.0147 |
1.1% |
0.0077 |
0.6% |
88% |
True |
False |
182 |
| 10 |
1.3214 |
1.2981 |
0.0233 |
1.8% |
0.0093 |
0.7% |
55% |
False |
False |
238 |
| 20 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0091 |
0.7% |
77% |
False |
False |
244 |
| 40 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0091 |
0.7% |
77% |
False |
False |
178 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0083 |
0.6% |
37% |
False |
False |
124 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0069 |
0.5% |
37% |
False |
False |
95 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0061 |
0.5% |
37% |
False |
False |
77 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0053 |
0.4% |
38% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3438 |
|
2.618 |
1.3319 |
|
1.618 |
1.3246 |
|
1.000 |
1.3201 |
|
0.618 |
1.3173 |
|
HIGH |
1.3128 |
|
0.618 |
1.3100 |
|
0.500 |
1.3092 |
|
0.382 |
1.3083 |
|
LOW |
1.3055 |
|
0.618 |
1.3010 |
|
1.000 |
1.2982 |
|
1.618 |
1.2937 |
|
2.618 |
1.2864 |
|
4.250 |
1.2745 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3104 |
1.3096 |
| PP |
1.3098 |
1.3081 |
| S1 |
1.3092 |
1.3067 |
|