CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2862 |
1.2820 |
-0.0042 |
-0.3% |
1.3050 |
| High |
1.2862 |
1.2873 |
0.0011 |
0.1% |
1.3050 |
| Low |
1.2843 |
1.2820 |
-0.0023 |
-0.2% |
1.2789 |
| Close |
1.2843 |
1.2873 |
0.0030 |
0.2% |
1.2845 |
| Range |
0.0019 |
0.0053 |
0.0034 |
178.9% |
0.0261 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
48 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3014 |
1.2997 |
1.2902 |
|
| R3 |
1.2961 |
1.2944 |
1.2888 |
|
| R2 |
1.2908 |
1.2908 |
1.2883 |
|
| R1 |
1.2891 |
1.2891 |
1.2878 |
1.2900 |
| PP |
1.2855 |
1.2855 |
1.2855 |
1.2860 |
| S1 |
1.2838 |
1.2838 |
1.2868 |
1.2847 |
| S2 |
1.2802 |
1.2802 |
1.2863 |
|
| S3 |
1.2749 |
1.2785 |
1.2858 |
|
| S4 |
1.2696 |
1.2732 |
1.2844 |
|
|
| 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 |
1.3098 |
|
2.618 |
1.3012 |
|
1.618 |
1.2959 |
|
1.000 |
1.2926 |
|
0.618 |
1.2906 |
|
HIGH |
1.2873 |
|
0.618 |
1.2853 |
|
0.500 |
1.2847 |
|
0.382 |
1.2840 |
|
LOW |
1.2820 |
|
0.618 |
1.2787 |
|
1.000 |
1.2767 |
|
1.618 |
1.2734 |
|
2.618 |
1.2681 |
|
4.250 |
1.2595 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2864 |
1.2863 |
| PP |
1.2855 |
1.2853 |
| S1 |
1.2847 |
1.2843 |
|