CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3070 |
1.3191 |
0.0121 |
0.9% |
1.3013 |
| High |
1.3214 |
1.3210 |
-0.0004 |
0.0% |
1.3150 |
| Low |
1.3059 |
1.3025 |
-0.0034 |
-0.3% |
1.2995 |
| Close |
1.3205 |
1.3029 |
-0.0176 |
-1.3% |
1.3094 |
| Range |
0.0155 |
0.0185 |
0.0030 |
19.4% |
0.0155 |
| ATR |
0.0096 |
0.0103 |
0.0006 |
6.6% |
0.0000 |
| Volume |
222 |
346 |
124 |
55.9% |
1,583 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3643 |
1.3521 |
1.3131 |
|
| R3 |
1.3458 |
1.3336 |
1.3080 |
|
| R2 |
1.3273 |
1.3273 |
1.3063 |
|
| R1 |
1.3151 |
1.3151 |
1.3046 |
1.3120 |
| PP |
1.3088 |
1.3088 |
1.3088 |
1.3072 |
| S1 |
1.2966 |
1.2966 |
1.3012 |
1.2935 |
| S2 |
1.2903 |
1.2903 |
1.2995 |
|
| S3 |
1.2718 |
1.2781 |
1.2978 |
|
| S4 |
1.2533 |
1.2596 |
1.2927 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3545 |
1.3474 |
1.3179 |
|
| R3 |
1.3390 |
1.3319 |
1.3137 |
|
| R2 |
1.3235 |
1.3235 |
1.3122 |
|
| R1 |
1.3164 |
1.3164 |
1.3108 |
1.3200 |
| PP |
1.3080 |
1.3080 |
1.3080 |
1.3097 |
| S1 |
1.3009 |
1.3009 |
1.3080 |
1.3045 |
| S2 |
1.2925 |
1.2925 |
1.3066 |
|
| S3 |
1.2770 |
1.2854 |
1.3051 |
|
| S4 |
1.2615 |
1.2699 |
1.3009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3214 |
1.3025 |
0.0189 |
1.5% |
0.0117 |
0.9% |
2% |
False |
True |
338 |
| 10 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0110 |
0.8% |
58% |
False |
False |
284 |
| 20 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0101 |
0.8% |
58% |
False |
False |
233 |
| 40 |
1.3365 |
1.2770 |
0.0595 |
4.6% |
0.0094 |
0.7% |
44% |
False |
False |
138 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0078 |
0.6% |
28% |
False |
False |
94 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0062 |
0.5% |
28% |
False |
False |
72 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0057 |
0.4% |
28% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3996 |
|
2.618 |
1.3694 |
|
1.618 |
1.3509 |
|
1.000 |
1.3395 |
|
0.618 |
1.3324 |
|
HIGH |
1.3210 |
|
0.618 |
1.3139 |
|
0.500 |
1.3118 |
|
0.382 |
1.3096 |
|
LOW |
1.3025 |
|
0.618 |
1.2911 |
|
1.000 |
1.2840 |
|
1.618 |
1.2726 |
|
2.618 |
1.2541 |
|
4.250 |
1.2239 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3120 |
| PP |
1.3088 |
1.3089 |
| S1 |
1.3059 |
1.3059 |
|