CME Euro FX (E) Future December 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 |
1.3187 |
1.3172 |
-0.0015 |
-0.1% |
1.3084 |
| High |
1.3250 |
1.3234 |
-0.0016 |
-0.1% |
1.3098 |
| Low |
1.3187 |
1.3070 |
-0.0117 |
-0.9% |
1.3014 |
| Close |
1.3236 |
1.3081 |
-0.0155 |
-1.2% |
1.3052 |
| Range |
0.0063 |
0.0164 |
0.0101 |
160.3% |
0.0084 |
| ATR |
0.0075 |
0.0082 |
0.0006 |
8.6% |
0.0000 |
| Volume |
6 |
10 |
4 |
66.7% |
96 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3620 |
1.3515 |
1.3171 |
|
| R3 |
1.3456 |
1.3351 |
1.3126 |
|
| R2 |
1.3292 |
1.3292 |
1.3111 |
|
| R1 |
1.3187 |
1.3187 |
1.3096 |
1.3158 |
| PP |
1.3128 |
1.3128 |
1.3128 |
1.3114 |
| S1 |
1.3023 |
1.3023 |
1.3066 |
1.2994 |
| S2 |
1.2964 |
1.2964 |
1.3051 |
|
| S3 |
1.2800 |
1.2859 |
1.3036 |
|
| S4 |
1.2636 |
1.2695 |
1.2991 |
|
|
| 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 |
1.3030 |
0.0220 |
1.7% |
0.0079 |
0.6% |
23% |
False |
False |
13 |
| 10 |
1.3250 |
1.3014 |
0.0236 |
1.8% |
0.0063 |
0.5% |
28% |
False |
False |
14 |
| 20 |
1.3250 |
1.2933 |
0.0317 |
2.4% |
0.0073 |
0.6% |
47% |
False |
False |
18 |
| 40 |
1.3250 |
1.2775 |
0.0475 |
3.6% |
0.0071 |
0.5% |
64% |
False |
False |
16 |
| 60 |
1.3595 |
1.2775 |
0.0820 |
6.3% |
0.0064 |
0.5% |
37% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3931 |
|
2.618 |
1.3663 |
|
1.618 |
1.3499 |
|
1.000 |
1.3398 |
|
0.618 |
1.3335 |
|
HIGH |
1.3234 |
|
0.618 |
1.3171 |
|
0.500 |
1.3152 |
|
0.382 |
1.3133 |
|
LOW |
1.3070 |
|
0.618 |
1.2969 |
|
1.000 |
1.2906 |
|
1.618 |
1.2805 |
|
2.618 |
1.2641 |
|
4.250 |
1.2373 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3152 |
1.3160 |
| PP |
1.3128 |
1.3134 |
| S1 |
1.3105 |
1.3107 |
|