CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3105 |
1.3178 |
0.0073 |
0.6% |
1.3078 |
| High |
1.3195 |
1.3250 |
0.0055 |
0.4% |
1.3102 |
| Low |
1.3073 |
1.3178 |
0.0105 |
0.8% |
1.2981 |
| Close |
1.3175 |
1.3226 |
0.0051 |
0.4% |
1.3042 |
| Range |
0.0122 |
0.0072 |
-0.0050 |
-41.0% |
0.0121 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
159 |
428 |
269 |
169.2% |
877 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3434 |
1.3402 |
1.3266 |
|
| R3 |
1.3362 |
1.3330 |
1.3246 |
|
| R2 |
1.3290 |
1.3290 |
1.3239 |
|
| R1 |
1.3258 |
1.3258 |
1.3233 |
1.3274 |
| PP |
1.3218 |
1.3218 |
1.3218 |
1.3226 |
| S1 |
1.3186 |
1.3186 |
1.3219 |
1.3202 |
| S2 |
1.3146 |
1.3146 |
1.3213 |
|
| S3 |
1.3074 |
1.3114 |
1.3206 |
|
| S4 |
1.3002 |
1.3042 |
1.3186 |
|
|
| 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 |
1.3250 |
1.3006 |
0.0244 |
1.8% |
0.0082 |
0.6% |
90% |
True |
False |
229 |
| 10 |
1.3250 |
1.2981 |
0.0269 |
2.0% |
0.0078 |
0.6% |
91% |
True |
False |
240 |
| 20 |
1.3250 |
1.2770 |
0.0480 |
3.6% |
0.0094 |
0.7% |
95% |
True |
False |
262 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.6% |
0.0094 |
0.7% |
95% |
True |
False |
189 |
| 60 |
1.3599 |
1.2770 |
0.0829 |
6.3% |
0.0084 |
0.6% |
55% |
False |
False |
133 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0070 |
0.5% |
49% |
False |
False |
102 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.0% |
0.0062 |
0.5% |
49% |
False |
False |
82 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0055 |
0.4% |
50% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3556 |
|
2.618 |
1.3438 |
|
1.618 |
1.3366 |
|
1.000 |
1.3322 |
|
0.618 |
1.3294 |
|
HIGH |
1.3250 |
|
0.618 |
1.3222 |
|
0.500 |
1.3214 |
|
0.382 |
1.3206 |
|
LOW |
1.3178 |
|
0.618 |
1.3134 |
|
1.000 |
1.3106 |
|
1.618 |
1.3062 |
|
2.618 |
1.2990 |
|
4.250 |
1.2872 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3222 |
1.3202 |
| PP |
1.3218 |
1.3177 |
| S1 |
1.3214 |
1.3153 |
|