CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2999 |
1.3022 |
0.0023 |
0.2% |
1.2819 |
| High |
1.3044 |
1.3110 |
0.0066 |
0.5% |
1.3047 |
| Low |
1.2975 |
1.3010 |
0.0035 |
0.3% |
1.2751 |
| Close |
1.3009 |
1.3105 |
0.0096 |
0.7% |
1.3019 |
| Range |
0.0069 |
0.0100 |
0.0031 |
44.9% |
0.0296 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
185,838 |
245,324 |
59,486 |
32.0% |
1,275,691 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3375 |
1.3340 |
1.3160 |
|
| R3 |
1.3275 |
1.3240 |
1.3133 |
|
| R2 |
1.3175 |
1.3175 |
1.3123 |
|
| R1 |
1.3140 |
1.3140 |
1.3114 |
1.3158 |
| PP |
1.3075 |
1.3075 |
1.3075 |
1.3084 |
| S1 |
1.3040 |
1.3040 |
1.3096 |
1.3058 |
| S2 |
1.2975 |
1.2975 |
1.3087 |
|
| S3 |
1.2875 |
1.2940 |
1.3078 |
|
| S4 |
1.2775 |
1.2840 |
1.3050 |
|
|
| 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 |
1.3110 |
1.2751 |
0.0359 |
2.7% |
0.0118 |
0.9% |
99% |
True |
False |
278,750 |
| 10 |
1.3110 |
1.2751 |
0.0359 |
2.7% |
0.0102 |
0.8% |
99% |
True |
False |
253,266 |
| 20 |
1.3115 |
1.2751 |
0.0364 |
2.8% |
0.0115 |
0.9% |
97% |
False |
False |
258,528 |
| 40 |
1.3530 |
1.2751 |
0.0779 |
5.9% |
0.0114 |
0.9% |
45% |
False |
False |
132,293 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0109 |
0.8% |
36% |
False |
False |
88,323 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0102 |
0.8% |
36% |
False |
False |
66,270 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0090 |
0.7% |
39% |
False |
False |
53,020 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0079 |
0.6% |
39% |
False |
False |
44,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3535 |
|
2.618 |
1.3372 |
|
1.618 |
1.3272 |
|
1.000 |
1.3210 |
|
0.618 |
1.3172 |
|
HIGH |
1.3110 |
|
0.618 |
1.3072 |
|
0.500 |
1.3060 |
|
0.382 |
1.3048 |
|
LOW |
1.3010 |
|
0.618 |
1.2948 |
|
1.000 |
1.2910 |
|
1.618 |
1.2848 |
|
2.618 |
1.2748 |
|
4.250 |
1.2585 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3090 |
1.3073 |
| PP |
1.3075 |
1.3041 |
| S1 |
1.3060 |
1.3009 |
|