CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2860 |
1.2957 |
0.0097 |
0.8% |
1.2807 |
| High |
1.2964 |
1.3050 |
0.0086 |
0.7% |
1.3050 |
| Low |
1.2775 |
1.2933 |
0.0158 |
1.2% |
1.2775 |
| Close |
1.2964 |
1.3038 |
0.0074 |
0.6% |
1.3038 |
| Range |
0.0189 |
0.0117 |
-0.0072 |
-38.1% |
0.0275 |
| ATR |
0.0081 |
0.0083 |
0.0003 |
3.2% |
0.0000 |
| Volume |
5 |
33 |
28 |
560.0% |
93 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3358 |
1.3315 |
1.3102 |
|
| R3 |
1.3241 |
1.3198 |
1.3070 |
|
| R2 |
1.3124 |
1.3124 |
1.3059 |
|
| R1 |
1.3081 |
1.3081 |
1.3049 |
1.3103 |
| PP |
1.3007 |
1.3007 |
1.3007 |
1.3018 |
| S1 |
1.2964 |
1.2964 |
1.3027 |
1.2986 |
| S2 |
1.2890 |
1.2890 |
1.3017 |
|
| S3 |
1.2773 |
1.2847 |
1.3006 |
|
| S4 |
1.2656 |
1.2730 |
1.2974 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3779 |
1.3684 |
1.3189 |
|
| R3 |
1.3504 |
1.3409 |
1.3114 |
|
| R2 |
1.3229 |
1.3229 |
1.3088 |
|
| R1 |
1.3134 |
1.3134 |
1.3063 |
1.3182 |
| PP |
1.2954 |
1.2954 |
1.2954 |
1.2978 |
| S1 |
1.2859 |
1.2859 |
1.3013 |
1.2907 |
| S2 |
1.2679 |
1.2679 |
1.2988 |
|
| S3 |
1.2404 |
1.2584 |
1.2962 |
|
| S4 |
1.2129 |
1.2309 |
1.2887 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3547 |
|
2.618 |
1.3356 |
|
1.618 |
1.3239 |
|
1.000 |
1.3167 |
|
0.618 |
1.3122 |
|
HIGH |
1.3050 |
|
0.618 |
1.3005 |
|
0.500 |
1.2992 |
|
0.382 |
1.2978 |
|
LOW |
1.2933 |
|
0.618 |
1.2861 |
|
1.000 |
1.2816 |
|
1.618 |
1.2744 |
|
2.618 |
1.2627 |
|
4.250 |
1.2436 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3023 |
1.2996 |
| PP |
1.3007 |
1.2954 |
| S1 |
1.2992 |
1.2913 |
|