CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2823 |
1.2886 |
0.0063 |
0.5% |
1.2983 |
| High |
1.2874 |
1.2887 |
0.0013 |
0.1% |
1.3057 |
| Low |
1.2805 |
1.2828 |
0.0023 |
0.2% |
1.2770 |
| Close |
1.2866 |
1.2831 |
-0.0035 |
-0.3% |
1.2833 |
| Range |
0.0069 |
0.0059 |
-0.0010 |
-14.5% |
0.0287 |
| ATR |
0.0094 |
0.0091 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
184 |
48 |
-136 |
-73.9% |
595 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3026 |
1.2987 |
1.2863 |
|
| R3 |
1.2967 |
1.2928 |
1.2847 |
|
| R2 |
1.2908 |
1.2908 |
1.2842 |
|
| R1 |
1.2869 |
1.2869 |
1.2836 |
1.2859 |
| PP |
1.2849 |
1.2849 |
1.2849 |
1.2844 |
| S1 |
1.2810 |
1.2810 |
1.2826 |
1.2800 |
| S2 |
1.2790 |
1.2790 |
1.2820 |
|
| S3 |
1.2731 |
1.2751 |
1.2815 |
|
| S4 |
1.2672 |
1.2692 |
1.2799 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3748 |
1.3577 |
1.2991 |
|
| R3 |
1.3461 |
1.3290 |
1.2912 |
|
| R2 |
1.3174 |
1.3174 |
1.2886 |
|
| R1 |
1.3003 |
1.3003 |
1.2859 |
1.2945 |
| PP |
1.2887 |
1.2887 |
1.2887 |
1.2858 |
| S1 |
1.2716 |
1.2716 |
1.2807 |
1.2658 |
| S2 |
1.2600 |
1.2600 |
1.2780 |
|
| S3 |
1.2313 |
1.2429 |
1.2754 |
|
| S4 |
1.2026 |
1.2142 |
1.2675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2904 |
1.2770 |
0.0134 |
1.0% |
0.0072 |
0.6% |
46% |
False |
False |
133 |
| 10 |
1.3057 |
1.2770 |
0.0287 |
2.2% |
0.0096 |
0.8% |
21% |
False |
False |
181 |
| 20 |
1.3150 |
1.2770 |
0.0380 |
3.0% |
0.0092 |
0.7% |
16% |
False |
False |
109 |
| 40 |
1.3641 |
1.2770 |
0.0871 |
6.8% |
0.0080 |
0.6% |
7% |
False |
False |
64 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0062 |
0.5% |
7% |
False |
False |
46 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0053 |
0.4% |
7% |
False |
False |
35 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.4% |
0.0046 |
0.4% |
8% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3138 |
|
2.618 |
1.3041 |
|
1.618 |
1.2982 |
|
1.000 |
1.2946 |
|
0.618 |
1.2923 |
|
HIGH |
1.2887 |
|
0.618 |
1.2864 |
|
0.500 |
1.2858 |
|
0.382 |
1.2851 |
|
LOW |
1.2828 |
|
0.618 |
1.2792 |
|
1.000 |
1.2769 |
|
1.618 |
1.2733 |
|
2.618 |
1.2674 |
|
4.250 |
1.2577 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2858 |
1.2836 |
| PP |
1.2849 |
1.2834 |
| S1 |
1.2840 |
1.2833 |
|