CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2851 |
1.2941 |
0.0090 |
0.7% |
1.2819 |
| High |
1.2956 |
1.3047 |
0.0091 |
0.7% |
1.3047 |
| Low |
1.2751 |
1.2907 |
0.0156 |
1.2% |
1.2751 |
| Close |
1.2944 |
1.3019 |
0.0075 |
0.6% |
1.3019 |
| Range |
0.0205 |
0.0140 |
-0.0065 |
-31.7% |
0.0296 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.4% |
0.0000 |
| Volume |
448,553 |
298,273 |
-150,280 |
-33.5% |
1,275,691 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3411 |
1.3355 |
1.3096 |
|
| R3 |
1.3271 |
1.3215 |
1.3058 |
|
| R2 |
1.3131 |
1.3131 |
1.3045 |
|
| R1 |
1.3075 |
1.3075 |
1.3032 |
1.3103 |
| PP |
1.2991 |
1.2991 |
1.2991 |
1.3005 |
| S1 |
1.2935 |
1.2935 |
1.3006 |
1.2963 |
| S2 |
1.2851 |
1.2851 |
1.2993 |
|
| S3 |
1.2711 |
1.2795 |
1.2981 |
|
| S4 |
1.2571 |
1.2655 |
1.2942 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3827 |
1.3719 |
1.3182 |
|
| R3 |
1.3531 |
1.3423 |
1.3100 |
|
| R2 |
1.3235 |
1.3235 |
1.3073 |
|
| R1 |
1.3127 |
1.3127 |
1.3046 |
1.3181 |
| PP |
1.2939 |
1.2939 |
1.2939 |
1.2966 |
| S1 |
1.2831 |
1.2831 |
1.2992 |
1.2885 |
| S2 |
1.2643 |
1.2643 |
1.2965 |
|
| S3 |
1.2347 |
1.2535 |
1.2938 |
|
| S4 |
1.2051 |
1.2239 |
1.2856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3047 |
1.2751 |
0.0296 |
2.3% |
0.0117 |
0.9% |
91% |
True |
False |
255,138 |
| 10 |
1.3094 |
1.2751 |
0.0343 |
2.6% |
0.0123 |
0.9% |
78% |
False |
False |
279,668 |
| 20 |
1.3143 |
1.2751 |
0.0392 |
3.0% |
0.0119 |
0.9% |
68% |
False |
False |
239,783 |
| 40 |
1.3582 |
1.2751 |
0.0831 |
6.4% |
0.0116 |
0.9% |
32% |
False |
False |
121,533 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0110 |
0.8% |
27% |
False |
False |
81,142 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0100 |
0.8% |
27% |
False |
False |
60,881 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0089 |
0.7% |
30% |
False |
False |
48,710 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0078 |
0.6% |
30% |
False |
False |
40,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3642 |
|
2.618 |
1.3414 |
|
1.618 |
1.3274 |
|
1.000 |
1.3187 |
|
0.618 |
1.3134 |
|
HIGH |
1.3047 |
|
0.618 |
1.2994 |
|
0.500 |
1.2977 |
|
0.382 |
1.2960 |
|
LOW |
1.2907 |
|
0.618 |
1.2820 |
|
1.000 |
1.2767 |
|
1.618 |
1.2680 |
|
2.618 |
1.2540 |
|
4.250 |
1.2312 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3005 |
1.2979 |
| PP |
1.2991 |
1.2939 |
| S1 |
1.2977 |
1.2899 |
|