CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2791 |
1.2807 |
0.0016 |
0.1% |
1.3050 |
| High |
1.2845 |
1.2878 |
0.0033 |
0.3% |
1.3050 |
| Low |
1.2789 |
1.2807 |
0.0018 |
0.1% |
1.2789 |
| Close |
1.2845 |
1.2878 |
0.0033 |
0.3% |
1.2845 |
| Range |
0.0056 |
0.0071 |
0.0015 |
26.8% |
0.0261 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
23 |
50 |
27 |
117.4% |
48 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3067 |
1.3044 |
1.2917 |
|
| R3 |
1.2996 |
1.2973 |
1.2898 |
|
| R2 |
1.2925 |
1.2925 |
1.2891 |
|
| R1 |
1.2902 |
1.2902 |
1.2885 |
1.2914 |
| PP |
1.2854 |
1.2854 |
1.2854 |
1.2860 |
| S1 |
1.2831 |
1.2831 |
1.2871 |
1.2843 |
| S2 |
1.2783 |
1.2783 |
1.2865 |
|
| S3 |
1.2712 |
1.2760 |
1.2858 |
|
| S4 |
1.2641 |
1.2689 |
1.2839 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3678 |
1.3522 |
1.2989 |
|
| R3 |
1.3417 |
1.3261 |
1.2917 |
|
| R2 |
1.3156 |
1.3156 |
1.2893 |
|
| R1 |
1.3000 |
1.3000 |
1.2869 |
1.2948 |
| PP |
1.2895 |
1.2895 |
1.2895 |
1.2868 |
| S1 |
1.2739 |
1.2739 |
1.2821 |
1.2687 |
| S2 |
1.2634 |
1.2634 |
1.2797 |
|
| S3 |
1.2373 |
1.2478 |
1.2773 |
|
| S4 |
1.2112 |
1.2217 |
1.2701 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3180 |
|
2.618 |
1.3064 |
|
1.618 |
1.2993 |
|
1.000 |
1.2949 |
|
0.618 |
1.2922 |
|
HIGH |
1.2878 |
|
0.618 |
1.2851 |
|
0.500 |
1.2843 |
|
0.382 |
1.2834 |
|
LOW |
1.2807 |
|
0.618 |
1.2763 |
|
1.000 |
1.2736 |
|
1.618 |
1.2692 |
|
2.618 |
1.2621 |
|
4.250 |
1.2505 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2866 |
1.2863 |
| PP |
1.2854 |
1.2848 |
| S1 |
1.2843 |
1.2834 |
|