CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2820 |
1.2860 |
0.0040 |
0.3% |
1.3050 |
| High |
1.2873 |
1.2964 |
0.0091 |
0.7% |
1.3050 |
| Low |
1.2820 |
1.2775 |
-0.0045 |
-0.4% |
1.2789 |
| Close |
1.2873 |
1.2964 |
0.0091 |
0.7% |
1.2845 |
| Range |
0.0053 |
0.0189 |
0.0136 |
256.6% |
0.0261 |
| ATR |
0.0072 |
0.0081 |
0.0008 |
11.5% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
48 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3468 |
1.3405 |
1.3068 |
|
| R3 |
1.3279 |
1.3216 |
1.3016 |
|
| R2 |
1.3090 |
1.3090 |
1.2999 |
|
| R1 |
1.3027 |
1.3027 |
1.2981 |
1.3059 |
| PP |
1.2901 |
1.2901 |
1.2901 |
1.2917 |
| S1 |
1.2838 |
1.2838 |
1.2947 |
1.2870 |
| S2 |
1.2712 |
1.2712 |
1.2929 |
|
| S3 |
1.2523 |
1.2649 |
1.2912 |
|
| S4 |
1.2334 |
1.2460 |
1.2860 |
|
|
| 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 |
1.3767 |
|
2.618 |
1.3459 |
|
1.618 |
1.3270 |
|
1.000 |
1.3153 |
|
0.618 |
1.3081 |
|
HIGH |
1.2964 |
|
0.618 |
1.2892 |
|
0.500 |
1.2870 |
|
0.382 |
1.2847 |
|
LOW |
1.2775 |
|
0.618 |
1.2658 |
|
1.000 |
1.2586 |
|
1.618 |
1.2469 |
|
2.618 |
1.2280 |
|
4.250 |
1.1972 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2933 |
1.2933 |
| PP |
1.2901 |
1.2901 |
| S1 |
1.2870 |
1.2870 |
|