CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3061 |
1.3096 |
0.0035 |
0.3% |
1.3073 |
| High |
1.3121 |
1.3191 |
0.0070 |
0.5% |
1.3098 |
| Low |
1.3033 |
1.3057 |
0.0024 |
0.2% |
1.2959 |
| Close |
1.3101 |
1.3166 |
0.0065 |
0.5% |
1.3033 |
| Range |
0.0088 |
0.0134 |
0.0046 |
52.3% |
0.0139 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
2.1% |
0.0000 |
| Volume |
209,470 |
285,067 |
75,597 |
36.1% |
1,184,107 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3540 |
1.3487 |
1.3240 |
|
| R3 |
1.3406 |
1.3353 |
1.3203 |
|
| R2 |
1.3272 |
1.3272 |
1.3191 |
|
| R1 |
1.3219 |
1.3219 |
1.3178 |
1.3246 |
| PP |
1.3138 |
1.3138 |
1.3138 |
1.3151 |
| S1 |
1.3085 |
1.3085 |
1.3154 |
1.3112 |
| S2 |
1.3004 |
1.3004 |
1.3141 |
|
| S3 |
1.2870 |
1.2951 |
1.3129 |
|
| S4 |
1.2736 |
1.2817 |
1.3092 |
|
|
| 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 |
1.3191 |
1.2959 |
0.0232 |
1.8% |
0.0093 |
0.7% |
89% |
True |
False |
243,691 |
| 10 |
1.3205 |
1.2959 |
0.0246 |
1.9% |
0.0101 |
0.8% |
84% |
False |
False |
250,451 |
| 20 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0106 |
0.8% |
91% |
False |
False |
258,054 |
| 40 |
1.3208 |
1.2751 |
0.0457 |
3.5% |
0.0110 |
0.8% |
91% |
False |
False |
225,870 |
| 60 |
1.3659 |
1.2751 |
0.0908 |
6.9% |
0.0112 |
0.8% |
46% |
False |
False |
151,027 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0107 |
0.8% |
42% |
False |
False |
113,341 |
| 100 |
1.3731 |
1.2751 |
0.0980 |
7.4% |
0.0099 |
0.8% |
42% |
False |
False |
90,691 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.7% |
0.0090 |
0.7% |
45% |
False |
False |
75,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3761 |
|
2.618 |
1.3542 |
|
1.618 |
1.3408 |
|
1.000 |
1.3325 |
|
0.618 |
1.3274 |
|
HIGH |
1.3191 |
|
0.618 |
1.3140 |
|
0.500 |
1.3124 |
|
0.382 |
1.3108 |
|
LOW |
1.3057 |
|
0.618 |
1.2974 |
|
1.000 |
1.2923 |
|
1.618 |
1.2840 |
|
2.618 |
1.2706 |
|
4.250 |
1.2488 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3152 |
1.3142 |
| PP |
1.3138 |
1.3117 |
| S1 |
1.3124 |
1.3093 |
|