CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3065 |
1.3012 |
-0.0053 |
-0.4% |
1.3120 |
| High |
1.3091 |
1.3047 |
-0.0044 |
-0.3% |
1.3214 |
| Low |
1.2988 |
1.2981 |
-0.0007 |
-0.1% |
1.3025 |
| Close |
1.3004 |
1.3036 |
0.0032 |
0.2% |
1.3075 |
| Range |
0.0103 |
0.0066 |
-0.0037 |
-35.9% |
0.0189 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
141 |
210 |
69 |
48.9% |
1,618 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3219 |
1.3194 |
1.3072 |
|
| R3 |
1.3153 |
1.3128 |
1.3054 |
|
| R2 |
1.3087 |
1.3087 |
1.3048 |
|
| R1 |
1.3062 |
1.3062 |
1.3042 |
1.3075 |
| PP |
1.3021 |
1.3021 |
1.3021 |
1.3028 |
| S1 |
1.2996 |
1.2996 |
1.3030 |
1.3009 |
| S2 |
1.2955 |
1.2955 |
1.3024 |
|
| S3 |
1.2889 |
1.2930 |
1.3018 |
|
| S4 |
1.2823 |
1.2864 |
1.3000 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3672 |
1.3562 |
1.3179 |
|
| R3 |
1.3483 |
1.3373 |
1.3127 |
|
| R2 |
1.3294 |
1.3294 |
1.3110 |
|
| R1 |
1.3184 |
1.3184 |
1.3092 |
1.3145 |
| PP |
1.3105 |
1.3105 |
1.3105 |
1.3085 |
| S1 |
1.2995 |
1.2995 |
1.3058 |
1.2956 |
| S2 |
1.2916 |
1.2916 |
1.3040 |
|
| S3 |
1.2727 |
1.2806 |
1.3023 |
|
| S4 |
1.2538 |
1.2617 |
1.2971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3140 |
1.2981 |
0.0159 |
1.2% |
0.0075 |
0.6% |
35% |
False |
True |
250 |
| 10 |
1.3214 |
1.2981 |
0.0233 |
1.8% |
0.0096 |
0.7% |
24% |
False |
True |
294 |
| 20 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0093 |
0.7% |
60% |
False |
False |
238 |
| 40 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0091 |
0.7% |
60% |
False |
False |
165 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0081 |
0.6% |
29% |
False |
False |
115 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0066 |
0.5% |
29% |
False |
False |
88 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0059 |
0.5% |
29% |
False |
False |
71 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0052 |
0.4% |
30% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3328 |
|
2.618 |
1.3220 |
|
1.618 |
1.3154 |
|
1.000 |
1.3113 |
|
0.618 |
1.3088 |
|
HIGH |
1.3047 |
|
0.618 |
1.3022 |
|
0.500 |
1.3014 |
|
0.382 |
1.3006 |
|
LOW |
1.2981 |
|
0.618 |
1.2940 |
|
1.000 |
1.2915 |
|
1.618 |
1.2874 |
|
2.618 |
1.2808 |
|
4.250 |
1.2701 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3029 |
1.3038 |
| PP |
1.3021 |
1.3037 |
| S1 |
1.3014 |
1.3037 |
|