CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3178 |
1.3190 |
0.0012 |
0.1% |
1.3078 |
| High |
1.3250 |
1.3224 |
-0.0026 |
-0.2% |
1.3102 |
| Low |
1.3178 |
1.3060 |
-0.0118 |
-0.9% |
1.2981 |
| Close |
1.3226 |
1.3071 |
-0.0155 |
-1.2% |
1.3042 |
| Range |
0.0072 |
0.0164 |
0.0092 |
127.8% |
0.0121 |
| ATR |
0.0092 |
0.0097 |
0.0005 |
5.7% |
0.0000 |
| Volume |
428 |
150 |
-278 |
-65.0% |
877 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3610 |
1.3505 |
1.3161 |
|
| R3 |
1.3446 |
1.3341 |
1.3116 |
|
| R2 |
1.3282 |
1.3282 |
1.3101 |
|
| R1 |
1.3177 |
1.3177 |
1.3086 |
1.3148 |
| PP |
1.3118 |
1.3118 |
1.3118 |
1.3104 |
| S1 |
1.3013 |
1.3013 |
1.3056 |
1.2984 |
| S2 |
1.2954 |
1.2954 |
1.3041 |
|
| S3 |
1.2790 |
1.2849 |
1.3026 |
|
| S4 |
1.2626 |
1.2685 |
1.2981 |
|
|
| 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 |
1.9% |
0.0096 |
0.7% |
27% |
False |
False |
227 |
| 10 |
1.3250 |
1.2981 |
0.0269 |
2.1% |
0.0088 |
0.7% |
33% |
False |
False |
217 |
| 20 |
1.3250 |
1.2923 |
0.0327 |
2.5% |
0.0093 |
0.7% |
45% |
False |
False |
254 |
| 40 |
1.3250 |
1.2770 |
0.0480 |
3.7% |
0.0095 |
0.7% |
63% |
False |
False |
193 |
| 60 |
1.3541 |
1.2770 |
0.0771 |
5.9% |
0.0085 |
0.6% |
39% |
False |
False |
135 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0072 |
0.5% |
32% |
False |
False |
104 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0063 |
0.5% |
32% |
False |
False |
84 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0056 |
0.4% |
34% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3921 |
|
2.618 |
1.3653 |
|
1.618 |
1.3489 |
|
1.000 |
1.3388 |
|
0.618 |
1.3325 |
|
HIGH |
1.3224 |
|
0.618 |
1.3161 |
|
0.500 |
1.3142 |
|
0.382 |
1.3123 |
|
LOW |
1.3060 |
|
0.618 |
1.2959 |
|
1.000 |
1.2896 |
|
1.618 |
1.2795 |
|
2.618 |
1.2631 |
|
4.250 |
1.2363 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3142 |
1.3155 |
| PP |
1.3118 |
1.3127 |
| S1 |
1.3095 |
1.3099 |
|