CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3191 |
1.3043 |
-0.0148 |
-1.1% |
1.3013 |
| High |
1.3210 |
1.3110 |
-0.0100 |
-0.8% |
1.3150 |
| Low |
1.3025 |
1.3043 |
0.0018 |
0.1% |
1.2995 |
| Close |
1.3029 |
1.3062 |
0.0033 |
0.3% |
1.3094 |
| Range |
0.0185 |
0.0067 |
-0.0118 |
-63.8% |
0.0155 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
346 |
376 |
30 |
8.7% |
1,583 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3273 |
1.3234 |
1.3099 |
|
| R3 |
1.3206 |
1.3167 |
1.3080 |
|
| R2 |
1.3139 |
1.3139 |
1.3074 |
|
| R1 |
1.3100 |
1.3100 |
1.3068 |
1.3120 |
| PP |
1.3072 |
1.3072 |
1.3072 |
1.3081 |
| S1 |
1.3033 |
1.3033 |
1.3056 |
1.3053 |
| S2 |
1.3005 |
1.3005 |
1.3050 |
|
| S3 |
1.2938 |
1.2966 |
1.3044 |
|
| S4 |
1.2871 |
1.2899 |
1.3025 |
|
|
| 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 |
1.4% |
0.0114 |
0.9% |
20% |
False |
False |
252 |
| 10 |
1.3214 |
1.2923 |
0.0291 |
2.2% |
0.0098 |
0.8% |
48% |
False |
False |
290 |
| 20 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0099 |
0.8% |
66% |
False |
False |
237 |
| 40 |
1.3307 |
1.2770 |
0.0537 |
4.1% |
0.0094 |
0.7% |
54% |
False |
False |
148 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0078 |
0.6% |
31% |
False |
False |
100 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0063 |
0.5% |
31% |
False |
False |
77 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0057 |
0.4% |
31% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3395 |
|
2.618 |
1.3285 |
|
1.618 |
1.3218 |
|
1.000 |
1.3177 |
|
0.618 |
1.3151 |
|
HIGH |
1.3110 |
|
0.618 |
1.3084 |
|
0.500 |
1.3077 |
|
0.382 |
1.3069 |
|
LOW |
1.3043 |
|
0.618 |
1.3002 |
|
1.000 |
1.2976 |
|
1.618 |
1.2935 |
|
2.618 |
1.2868 |
|
4.250 |
1.2758 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3077 |
1.3120 |
| PP |
1.3072 |
1.3100 |
| S1 |
1.3067 |
1.3081 |
|