CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3086 |
1.3074 |
-0.0012 |
-0.1% |
1.2819 |
| High |
1.3128 |
1.3145 |
0.0017 |
0.1% |
1.3047 |
| Low |
1.3058 |
1.3050 |
-0.0008 |
-0.1% |
1.2751 |
| Close |
1.3064 |
1.3118 |
0.0054 |
0.4% |
1.3019 |
| Range |
0.0070 |
0.0095 |
0.0025 |
35.7% |
0.0296 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
213,917 |
237,955 |
24,038 |
11.2% |
1,275,691 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3389 |
1.3349 |
1.3170 |
|
| R3 |
1.3294 |
1.3254 |
1.3144 |
|
| R2 |
1.3199 |
1.3199 |
1.3135 |
|
| R1 |
1.3159 |
1.3159 |
1.3127 |
1.3179 |
| PP |
1.3104 |
1.3104 |
1.3104 |
1.3115 |
| S1 |
1.3064 |
1.3064 |
1.3109 |
1.3084 |
| S2 |
1.3009 |
1.3009 |
1.3101 |
|
| S3 |
1.2914 |
1.2969 |
1.3092 |
|
| S4 |
1.2819 |
1.2874 |
1.3066 |
|
|
| 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 |
1.3145 |
1.2907 |
0.0238 |
1.8% |
0.0095 |
0.7% |
89% |
True |
False |
236,261 |
| 10 |
1.3145 |
1.2751 |
0.0394 |
3.0% |
0.0101 |
0.8% |
93% |
True |
False |
242,942 |
| 20 |
1.3145 |
1.2751 |
0.0394 |
3.0% |
0.0112 |
0.9% |
93% |
True |
False |
273,801 |
| 40 |
1.3530 |
1.2751 |
0.0779 |
5.9% |
0.0114 |
0.9% |
47% |
False |
False |
143,568 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0109 |
0.8% |
37% |
False |
False |
95,840 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0102 |
0.8% |
37% |
False |
False |
71,918 |
| 100 |
1.3731 |
1.2737 |
0.0994 |
7.6% |
0.0091 |
0.7% |
38% |
False |
False |
57,538 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0081 |
0.6% |
40% |
False |
False |
47,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3549 |
|
2.618 |
1.3394 |
|
1.618 |
1.3299 |
|
1.000 |
1.3240 |
|
0.618 |
1.3204 |
|
HIGH |
1.3145 |
|
0.618 |
1.3109 |
|
0.500 |
1.3098 |
|
0.382 |
1.3086 |
|
LOW |
1.3050 |
|
0.618 |
1.2991 |
|
1.000 |
1.2955 |
|
1.618 |
1.2896 |
|
2.618 |
1.2801 |
|
4.250 |
1.2646 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3111 |
1.3105 |
| PP |
1.3104 |
1.3091 |
| S1 |
1.3098 |
1.3078 |
|