CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2833 |
1.2866 |
0.0033 |
0.3% |
1.2983 |
| High |
1.2876 |
1.2960 |
0.0084 |
0.7% |
1.3057 |
| Low |
1.2809 |
1.2770 |
-0.0039 |
-0.3% |
1.2770 |
| Close |
1.2862 |
1.2954 |
0.0092 |
0.7% |
1.2833 |
| Range |
0.0067 |
0.0190 |
0.0123 |
183.6% |
0.0287 |
| ATR |
0.0090 |
0.0097 |
0.0007 |
8.0% |
0.0000 |
| Volume |
189 |
317 |
128 |
67.7% |
595 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3465 |
1.3399 |
1.3059 |
|
| R3 |
1.3275 |
1.3209 |
1.3006 |
|
| R2 |
1.3085 |
1.3085 |
1.2989 |
|
| R1 |
1.3019 |
1.3019 |
1.2971 |
1.3052 |
| PP |
1.2895 |
1.2895 |
1.2895 |
1.2911 |
| S1 |
1.2829 |
1.2829 |
1.2937 |
1.2862 |
| S2 |
1.2705 |
1.2705 |
1.2919 |
|
| S3 |
1.2515 |
1.2639 |
1.2902 |
|
| S4 |
1.2325 |
1.2449 |
1.2850 |
|
|
| 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 |
1.2960 |
1.2770 |
0.0190 |
1.5% |
0.0092 |
0.7% |
97% |
True |
True |
175 |
| 10 |
1.3057 |
1.2770 |
0.0287 |
2.2% |
0.0099 |
0.8% |
64% |
False |
True |
184 |
| 20 |
1.3150 |
1.2770 |
0.0380 |
2.9% |
0.0098 |
0.8% |
48% |
False |
True |
132 |
| 40 |
1.3541 |
1.2770 |
0.0771 |
6.0% |
0.0080 |
0.6% |
24% |
False |
True |
76 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0065 |
0.5% |
20% |
False |
True |
54 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0055 |
0.4% |
20% |
False |
True |
41 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0049 |
0.4% |
21% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3768 |
|
2.618 |
1.3457 |
|
1.618 |
1.3267 |
|
1.000 |
1.3150 |
|
0.618 |
1.3077 |
|
HIGH |
1.2960 |
|
0.618 |
1.2887 |
|
0.500 |
1.2865 |
|
0.382 |
1.2843 |
|
LOW |
1.2770 |
|
0.618 |
1.2653 |
|
1.000 |
1.2580 |
|
1.618 |
1.2463 |
|
2.618 |
1.2273 |
|
4.250 |
1.1963 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2924 |
1.2924 |
| PP |
1.2895 |
1.2895 |
| S1 |
1.2865 |
1.2865 |
|