CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2866 |
1.2939 |
0.0073 |
0.6% |
1.2823 |
| High |
1.2960 |
1.3052 |
0.0092 |
0.7% |
1.3052 |
| Low |
1.2770 |
1.2923 |
0.0153 |
1.2% |
1.2770 |
| Close |
1.2954 |
1.3028 |
0.0074 |
0.6% |
1.3028 |
| Range |
0.0190 |
0.0129 |
-0.0061 |
-32.1% |
0.0282 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.4% |
0.0000 |
| Volume |
317 |
137 |
-180 |
-56.8% |
875 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3388 |
1.3337 |
1.3099 |
|
| R3 |
1.3259 |
1.3208 |
1.3063 |
|
| R2 |
1.3130 |
1.3130 |
1.3052 |
|
| R1 |
1.3079 |
1.3079 |
1.3040 |
1.3105 |
| PP |
1.3001 |
1.3001 |
1.3001 |
1.3014 |
| S1 |
1.2950 |
1.2950 |
1.3016 |
1.2976 |
| S2 |
1.2872 |
1.2872 |
1.3004 |
|
| S3 |
1.2743 |
1.2821 |
1.2993 |
|
| S4 |
1.2614 |
1.2692 |
1.2957 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3796 |
1.3694 |
1.3183 |
|
| R3 |
1.3514 |
1.3412 |
1.3106 |
|
| R2 |
1.3232 |
1.3232 |
1.3080 |
|
| R1 |
1.3130 |
1.3130 |
1.3054 |
1.3181 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2976 |
| S1 |
1.2848 |
1.2848 |
1.3002 |
1.2899 |
| S2 |
1.2668 |
1.2668 |
1.2976 |
|
| S3 |
1.2386 |
1.2566 |
1.2950 |
|
| S4 |
1.2104 |
1.2284 |
1.2873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3052 |
1.2770 |
0.0282 |
2.2% |
0.0103 |
0.8% |
91% |
True |
False |
175 |
| 10 |
1.3057 |
1.2770 |
0.0287 |
2.2% |
0.0106 |
0.8% |
90% |
False |
False |
168 |
| 20 |
1.3150 |
1.2770 |
0.0380 |
2.9% |
0.0099 |
0.8% |
68% |
False |
False |
139 |
| 40 |
1.3528 |
1.2770 |
0.0758 |
5.8% |
0.0083 |
0.6% |
34% |
False |
False |
80 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0067 |
0.5% |
28% |
False |
False |
56 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0057 |
0.4% |
28% |
False |
False |
43 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0050 |
0.4% |
29% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3600 |
|
2.618 |
1.3390 |
|
1.618 |
1.3261 |
|
1.000 |
1.3181 |
|
0.618 |
1.3132 |
|
HIGH |
1.3052 |
|
0.618 |
1.3003 |
|
0.500 |
1.2988 |
|
0.382 |
1.2972 |
|
LOW |
1.2923 |
|
0.618 |
1.2843 |
|
1.000 |
1.2794 |
|
1.618 |
1.2714 |
|
2.618 |
1.2585 |
|
4.250 |
1.2375 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3015 |
1.2989 |
| PP |
1.3001 |
1.2950 |
| S1 |
1.2988 |
1.2911 |
|