CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2807 |
1.2862 |
0.0055 |
0.4% |
1.3050 |
| High |
1.2878 |
1.2862 |
-0.0016 |
-0.1% |
1.3050 |
| Low |
1.2807 |
1.2843 |
0.0036 |
0.3% |
1.2789 |
| Close |
1.2878 |
1.2843 |
-0.0035 |
-0.3% |
1.2845 |
| Range |
0.0071 |
0.0019 |
-0.0052 |
-73.2% |
0.0261 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
50 |
4 |
-46 |
-92.0% |
48 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2906 |
1.2894 |
1.2853 |
|
| R3 |
1.2887 |
1.2875 |
1.2848 |
|
| R2 |
1.2868 |
1.2868 |
1.2846 |
|
| R1 |
1.2856 |
1.2856 |
1.2845 |
1.2853 |
| PP |
1.2849 |
1.2849 |
1.2849 |
1.2848 |
| S1 |
1.2837 |
1.2837 |
1.2841 |
1.2834 |
| S2 |
1.2830 |
1.2830 |
1.2840 |
|
| S3 |
1.2811 |
1.2818 |
1.2838 |
|
| S4 |
1.2792 |
1.2799 |
1.2833 |
|
|
| 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 |
1.2943 |
|
2.618 |
1.2912 |
|
1.618 |
1.2893 |
|
1.000 |
1.2881 |
|
0.618 |
1.2874 |
|
HIGH |
1.2862 |
|
0.618 |
1.2855 |
|
0.500 |
1.2853 |
|
0.382 |
1.2850 |
|
LOW |
1.2843 |
|
0.618 |
1.2831 |
|
1.000 |
1.2824 |
|
1.618 |
1.2812 |
|
2.618 |
1.2793 |
|
4.250 |
1.2762 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2853 |
1.2840 |
| PP |
1.2849 |
1.2837 |
| S1 |
1.2846 |
1.2834 |
|