CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3069 |
1.3105 |
0.0036 |
0.3% |
1.3078 |
| High |
1.3128 |
1.3195 |
0.0067 |
0.5% |
1.3102 |
| Low |
1.3055 |
1.3073 |
0.0018 |
0.1% |
1.2981 |
| Close |
1.3110 |
1.3175 |
0.0065 |
0.5% |
1.3042 |
| Range |
0.0073 |
0.0122 |
0.0049 |
67.1% |
0.0121 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.4% |
0.0000 |
| Volume |
128 |
159 |
31 |
24.2% |
877 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3514 |
1.3466 |
1.3242 |
|
| R3 |
1.3392 |
1.3344 |
1.3209 |
|
| R2 |
1.3270 |
1.3270 |
1.3197 |
|
| R1 |
1.3222 |
1.3222 |
1.3186 |
1.3246 |
| PP |
1.3148 |
1.3148 |
1.3148 |
1.3160 |
| S1 |
1.3100 |
1.3100 |
1.3164 |
1.3124 |
| S2 |
1.3026 |
1.3026 |
1.3153 |
|
| S3 |
1.2904 |
1.2978 |
1.3141 |
|
| S4 |
1.2782 |
1.2856 |
1.3108 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3405 |
1.3344 |
1.3109 |
|
| R3 |
1.3284 |
1.3223 |
1.3075 |
|
| R2 |
1.3163 |
1.3163 |
1.3064 |
|
| R1 |
1.3102 |
1.3102 |
1.3053 |
1.3072 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3027 |
| S1 |
1.2981 |
1.2981 |
1.3031 |
1.2951 |
| S2 |
1.2921 |
1.2921 |
1.3020 |
|
| S3 |
1.2800 |
1.2860 |
1.3009 |
|
| S4 |
1.2679 |
1.2739 |
1.2975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3195 |
1.2981 |
0.0214 |
1.6% |
0.0080 |
0.6% |
91% |
True |
False |
186 |
| 10 |
1.3210 |
1.2981 |
0.0229 |
1.7% |
0.0090 |
0.7% |
85% |
False |
False |
231 |
| 20 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0094 |
0.7% |
91% |
False |
False |
250 |
| 40 |
1.3214 |
1.2770 |
0.0444 |
3.4% |
0.0093 |
0.7% |
91% |
False |
False |
180 |
| 60 |
1.3641 |
1.2770 |
0.0871 |
6.6% |
0.0085 |
0.6% |
46% |
False |
False |
126 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0070 |
0.5% |
44% |
False |
False |
97 |
| 100 |
1.3700 |
1.2770 |
0.0930 |
7.1% |
0.0061 |
0.5% |
44% |
False |
False |
78 |
| 120 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0054 |
0.4% |
45% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3714 |
|
2.618 |
1.3514 |
|
1.618 |
1.3392 |
|
1.000 |
1.3317 |
|
0.618 |
1.3270 |
|
HIGH |
1.3195 |
|
0.618 |
1.3148 |
|
0.500 |
1.3134 |
|
0.382 |
1.3120 |
|
LOW |
1.3073 |
|
0.618 |
1.2998 |
|
1.000 |
1.2951 |
|
1.618 |
1.2876 |
|
2.618 |
1.2754 |
|
4.250 |
1.2555 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3161 |
1.3150 |
| PP |
1.3148 |
1.3125 |
| S1 |
1.3134 |
1.3101 |
|