CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3062 |
1.3073 |
0.0011 |
0.1% |
1.3113 |
| High |
1.3133 |
1.3089 |
-0.0044 |
-0.3% |
1.3208 |
| Low |
1.3051 |
1.3019 |
-0.0032 |
-0.2% |
1.3006 |
| Close |
1.3066 |
1.3064 |
-0.0002 |
0.0% |
1.3066 |
| Range |
0.0082 |
0.0070 |
-0.0012 |
-14.6% |
0.0202 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
218,846 |
185,711 |
-33,135 |
-15.1% |
1,393,696 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3267 |
1.3236 |
1.3103 |
|
| R3 |
1.3197 |
1.3166 |
1.3083 |
|
| R2 |
1.3127 |
1.3127 |
1.3077 |
|
| R1 |
1.3096 |
1.3096 |
1.3070 |
1.3077 |
| PP |
1.3057 |
1.3057 |
1.3057 |
1.3048 |
| S1 |
1.3026 |
1.3026 |
1.3058 |
1.3007 |
| S2 |
1.2987 |
1.2987 |
1.3051 |
|
| S3 |
1.2917 |
1.2956 |
1.3045 |
|
| S4 |
1.2847 |
1.2886 |
1.3026 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3699 |
1.3585 |
1.3177 |
|
| R3 |
1.3497 |
1.3383 |
1.3122 |
|
| R2 |
1.3295 |
1.3295 |
1.3103 |
|
| R1 |
1.3181 |
1.3181 |
1.3085 |
1.3137 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3072 |
| S1 |
1.2979 |
1.2979 |
1.3047 |
1.2935 |
| S2 |
1.2891 |
1.2891 |
1.3029 |
|
| S3 |
1.2689 |
1.2777 |
1.3010 |
|
| S4 |
1.2487 |
1.2575 |
1.2955 |
|
|
| 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 |
1.5% |
0.0122 |
0.9% |
29% |
False |
False |
265,823 |
| 10 |
1.3208 |
1.3006 |
0.0202 |
1.5% |
0.0105 |
0.8% |
29% |
False |
False |
251,972 |
| 20 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0112 |
0.9% |
68% |
False |
False |
260,365 |
| 40 |
1.3325 |
1.2751 |
0.0574 |
4.4% |
0.0115 |
0.9% |
55% |
False |
False |
188,970 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0111 |
0.8% |
32% |
False |
False |
126,180 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0106 |
0.8% |
32% |
False |
False |
94,688 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0095 |
0.7% |
32% |
False |
False |
75,762 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0087 |
0.7% |
35% |
False |
False |
63,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3387 |
|
2.618 |
1.3272 |
|
1.618 |
1.3202 |
|
1.000 |
1.3159 |
|
0.618 |
1.3132 |
|
HIGH |
1.3089 |
|
0.618 |
1.3062 |
|
0.500 |
1.3054 |
|
0.382 |
1.3046 |
|
LOW |
1.3019 |
|
0.618 |
1.2976 |
|
1.000 |
1.2949 |
|
1.618 |
1.2906 |
|
2.618 |
1.2836 |
|
4.250 |
1.2722 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3061 |
1.3076 |
| PP |
1.3057 |
1.3072 |
| S1 |
1.3054 |
1.3068 |
|