CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3018 |
1.3015 |
-0.0003 |
0.0% |
1.3073 |
| High |
1.3098 |
1.3052 |
-0.0046 |
-0.4% |
1.3098 |
| Low |
1.2993 |
1.2994 |
0.0001 |
0.0% |
1.2959 |
| Close |
1.3021 |
1.3033 |
0.0012 |
0.1% |
1.3033 |
| Range |
0.0105 |
0.0058 |
-0.0047 |
-44.8% |
0.0139 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
271,446 |
210,625 |
-60,821 |
-22.4% |
1,184,107 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3200 |
1.3175 |
1.3065 |
|
| R3 |
1.3142 |
1.3117 |
1.3049 |
|
| R2 |
1.3084 |
1.3084 |
1.3044 |
|
| R1 |
1.3059 |
1.3059 |
1.3038 |
1.3072 |
| PP |
1.3026 |
1.3026 |
1.3026 |
1.3033 |
| S1 |
1.3001 |
1.3001 |
1.3028 |
1.3014 |
| S2 |
1.2968 |
1.2968 |
1.3022 |
|
| S3 |
1.2910 |
1.2943 |
1.3017 |
|
| S4 |
1.2852 |
1.2885 |
1.3001 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3379 |
1.3109 |
|
| R3 |
1.3308 |
1.3240 |
1.3071 |
|
| R2 |
1.3169 |
1.3169 |
1.3058 |
|
| R1 |
1.3101 |
1.3101 |
1.3046 |
1.3066 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3012 |
| S1 |
1.2962 |
1.2962 |
1.3020 |
1.2927 |
| S2 |
1.2891 |
1.2891 |
1.3008 |
|
| S3 |
1.2752 |
1.2823 |
1.2995 |
|
| S4 |
1.2613 |
1.2684 |
1.2957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3098 |
1.2959 |
0.0139 |
1.1% |
0.0085 |
0.7% |
53% |
False |
False |
236,821 |
| 10 |
1.3208 |
1.2959 |
0.0249 |
1.9% |
0.0105 |
0.8% |
30% |
False |
False |
257,780 |
| 20 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0103 |
0.8% |
62% |
False |
False |
248,982 |
| 40 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0109 |
0.8% |
62% |
False |
False |
213,709 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0111 |
0.9% |
29% |
False |
False |
142,800 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0107 |
0.8% |
29% |
False |
False |
107,165 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0098 |
0.7% |
29% |
False |
False |
85,745 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0089 |
0.7% |
32% |
False |
False |
71,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3299 |
|
2.618 |
1.3204 |
|
1.618 |
1.3146 |
|
1.000 |
1.3110 |
|
0.618 |
1.3088 |
|
HIGH |
1.3052 |
|
0.618 |
1.3030 |
|
0.500 |
1.3023 |
|
0.382 |
1.3016 |
|
LOW |
1.2994 |
|
0.618 |
1.2958 |
|
1.000 |
1.2936 |
|
1.618 |
1.2900 |
|
2.618 |
1.2842 |
|
4.250 |
1.2748 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3030 |
1.3032 |
| PP |
1.3026 |
1.3030 |
| S1 |
1.3023 |
1.3029 |
|