CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2786 |
1.2819 |
0.0033 |
0.3% |
1.2975 |
| High |
1.2852 |
1.2875 |
0.0023 |
0.2% |
1.3094 |
| Low |
1.2762 |
1.2778 |
0.0016 |
0.1% |
1.2758 |
| Close |
1.2823 |
1.2856 |
0.0033 |
0.3% |
1.2823 |
| Range |
0.0090 |
0.0097 |
0.0007 |
7.8% |
0.0336 |
| ATR |
0.0118 |
0.0117 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
270,700 |
95,747 |
-174,953 |
-64.6% |
1,226,053 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3127 |
1.3089 |
1.2909 |
|
| R3 |
1.3030 |
1.2992 |
1.2883 |
|
| R2 |
1.2933 |
1.2933 |
1.2874 |
|
| R1 |
1.2895 |
1.2895 |
1.2865 |
1.2914 |
| PP |
1.2836 |
1.2836 |
1.2836 |
1.2846 |
| S1 |
1.2798 |
1.2798 |
1.2847 |
1.2817 |
| S2 |
1.2739 |
1.2739 |
1.2838 |
|
| S3 |
1.2642 |
1.2701 |
1.2829 |
|
| S4 |
1.2545 |
1.2604 |
1.2803 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3900 |
1.3697 |
1.3008 |
|
| R3 |
1.3564 |
1.3361 |
1.2915 |
|
| R2 |
1.3228 |
1.3228 |
1.2885 |
|
| R1 |
1.3025 |
1.3025 |
1.2854 |
1.2959 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2858 |
| S1 |
1.2689 |
1.2689 |
1.2792 |
1.2623 |
| S2 |
1.2556 |
1.2556 |
1.2761 |
|
| S3 |
1.2220 |
1.2353 |
1.2731 |
|
| S4 |
1.1884 |
1.2017 |
1.2638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3094 |
1.2758 |
0.0336 |
2.6% |
0.0125 |
1.0% |
29% |
False |
False |
264,360 |
| 10 |
1.3094 |
1.2758 |
0.0336 |
2.6% |
0.0118 |
0.9% |
29% |
False |
False |
301,157 |
| 20 |
1.3143 |
1.2758 |
0.0385 |
3.0% |
0.0113 |
0.9% |
25% |
False |
False |
183,037 |
| 40 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0117 |
0.9% |
10% |
False |
False |
92,088 |
| 60 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0108 |
0.8% |
10% |
False |
False |
61,486 |
| 80 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0097 |
0.8% |
10% |
False |
False |
46,133 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0086 |
0.7% |
14% |
False |
False |
36,911 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0075 |
0.6% |
14% |
False |
False |
30,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3287 |
|
2.618 |
1.3129 |
|
1.618 |
1.3032 |
|
1.000 |
1.2972 |
|
0.618 |
1.2935 |
|
HIGH |
1.2875 |
|
0.618 |
1.2838 |
|
0.500 |
1.2827 |
|
0.382 |
1.2815 |
|
LOW |
1.2778 |
|
0.618 |
1.2718 |
|
1.000 |
1.2681 |
|
1.618 |
1.2621 |
|
2.618 |
1.2524 |
|
4.250 |
1.2366 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2846 |
1.2843 |
| PP |
1.2836 |
1.2830 |
| S1 |
1.2827 |
1.2817 |
|