CME Euro FX (E) Future December 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 |
1.3098 |
1.3187 |
0.0089 |
0.7% |
1.3084 |
| High |
1.3209 |
1.3250 |
0.0041 |
0.3% |
1.3098 |
| Low |
1.3098 |
1.3187 |
0.0089 |
0.7% |
1.3014 |
| Close |
1.3185 |
1.3236 |
0.0051 |
0.4% |
1.3052 |
| Range |
0.0111 |
0.0063 |
-0.0048 |
-43.2% |
0.0084 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
19 |
6 |
-13 |
-68.4% |
96 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3413 |
1.3388 |
1.3271 |
|
| R3 |
1.3350 |
1.3325 |
1.3253 |
|
| R2 |
1.3287 |
1.3287 |
1.3248 |
|
| R1 |
1.3262 |
1.3262 |
1.3242 |
1.3275 |
| PP |
1.3224 |
1.3224 |
1.3224 |
1.3231 |
| S1 |
1.3199 |
1.3199 |
1.3230 |
1.3212 |
| S2 |
1.3161 |
1.3161 |
1.3224 |
|
| S3 |
1.3098 |
1.3136 |
1.3219 |
|
| S4 |
1.3035 |
1.3073 |
1.3201 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3307 |
1.3263 |
1.3098 |
|
| R3 |
1.3223 |
1.3179 |
1.3075 |
|
| R2 |
1.3139 |
1.3139 |
1.3067 |
|
| R1 |
1.3095 |
1.3095 |
1.3060 |
1.3075 |
| PP |
1.3055 |
1.3055 |
1.3055 |
1.3045 |
| S1 |
1.3011 |
1.3011 |
1.3044 |
1.2991 |
| S2 |
1.2971 |
1.2971 |
1.3037 |
|
| S3 |
1.2887 |
1.2927 |
1.3029 |
|
| S4 |
1.2803 |
1.2843 |
1.3006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3250 |
1.3025 |
0.0225 |
1.7% |
0.0061 |
0.5% |
94% |
True |
False |
12 |
| 10 |
1.3250 |
1.3014 |
0.0236 |
1.8% |
0.0052 |
0.4% |
94% |
True |
False |
14 |
| 20 |
1.3250 |
1.2775 |
0.0475 |
3.6% |
0.0074 |
0.6% |
97% |
True |
False |
18 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.6% |
0.0068 |
0.5% |
97% |
True |
False |
16 |
| 60 |
1.3605 |
1.2775 |
0.0830 |
6.3% |
0.0062 |
0.5% |
56% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3518 |
|
2.618 |
1.3415 |
|
1.618 |
1.3352 |
|
1.000 |
1.3313 |
|
0.618 |
1.3289 |
|
HIGH |
1.3250 |
|
0.618 |
1.3226 |
|
0.500 |
1.3219 |
|
0.382 |
1.3211 |
|
LOW |
1.3187 |
|
0.618 |
1.3148 |
|
1.000 |
1.3124 |
|
1.618 |
1.3085 |
|
2.618 |
1.3022 |
|
4.250 |
1.2919 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3230 |
1.3214 |
| PP |
1.3224 |
1.3192 |
| S1 |
1.3219 |
1.3170 |
|