CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3049 |
1.3181 |
0.0132 |
1.0% |
1.2999 |
| High |
1.3208 |
1.3205 |
-0.0003 |
0.0% |
1.3145 |
| Low |
1.3031 |
1.3006 |
-0.0025 |
-0.2% |
1.2975 |
| Close |
1.3196 |
1.3020 |
-0.0176 |
-1.3% |
1.3085 |
| Range |
0.0177 |
0.0199 |
0.0022 |
12.4% |
0.0170 |
| ATR |
0.0112 |
0.0118 |
0.0006 |
5.5% |
0.0000 |
| Volume |
317,540 |
354,125 |
36,585 |
11.5% |
1,126,155 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3674 |
1.3546 |
1.3129 |
|
| R3 |
1.3475 |
1.3347 |
1.3075 |
|
| R2 |
1.3276 |
1.3276 |
1.3056 |
|
| R1 |
1.3148 |
1.3148 |
1.3038 |
1.3113 |
| PP |
1.3077 |
1.3077 |
1.3077 |
1.3059 |
| S1 |
1.2949 |
1.2949 |
1.3002 |
1.2914 |
| S2 |
1.2878 |
1.2878 |
1.2984 |
|
| S3 |
1.2679 |
1.2750 |
1.2965 |
|
| S4 |
1.2480 |
1.2551 |
1.2911 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3578 |
1.3502 |
1.3179 |
|
| R3 |
1.3408 |
1.3332 |
1.3132 |
|
| R2 |
1.3238 |
1.3238 |
1.3116 |
|
| R1 |
1.3162 |
1.3162 |
1.3101 |
1.3200 |
| PP |
1.3068 |
1.3068 |
1.3068 |
1.3088 |
| S1 |
1.2992 |
1.2992 |
1.3069 |
1.3030 |
| S2 |
1.2898 |
1.2898 |
1.3054 |
|
| S3 |
1.2728 |
1.2822 |
1.3038 |
|
| S4 |
1.2558 |
1.2652 |
1.2992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3208 |
1.3006 |
0.0202 |
1.6% |
0.0130 |
1.0% |
7% |
False |
True |
280,606 |
| 10 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0123 |
0.9% |
59% |
False |
False |
279,493 |
| 20 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0116 |
0.9% |
59% |
False |
False |
273,952 |
| 40 |
1.3444 |
1.2751 |
0.0693 |
5.3% |
0.0118 |
0.9% |
39% |
False |
False |
172,641 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0111 |
0.9% |
27% |
False |
False |
115,237 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0105 |
0.8% |
27% |
False |
False |
86,477 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0095 |
0.7% |
27% |
False |
False |
69,187 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0085 |
0.7% |
30% |
False |
False |
57,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4051 |
|
2.618 |
1.3726 |
|
1.618 |
1.3527 |
|
1.000 |
1.3404 |
|
0.618 |
1.3328 |
|
HIGH |
1.3205 |
|
0.618 |
1.3129 |
|
0.500 |
1.3106 |
|
0.382 |
1.3082 |
|
LOW |
1.3006 |
|
0.618 |
1.2883 |
|
1.000 |
1.2807 |
|
1.618 |
1.2684 |
|
2.618 |
1.2485 |
|
4.250 |
1.2160 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3107 |
| PP |
1.3077 |
1.3078 |
| S1 |
1.3049 |
1.3049 |
|