CME Euro FX (E) Future December 2013
Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.3124 |
1.3100 |
-0.0024 |
-0.2% |
1.2807 |
High |
1.3150 |
1.3154 |
0.0004 |
0.0% |
1.3050 |
Low |
1.3081 |
1.3100 |
0.0019 |
0.1% |
1.2775 |
Close |
1.3081 |
1.3135 |
0.0054 |
0.4% |
1.3038 |
Range |
0.0069 |
0.0054 |
-0.0015 |
-21.7% |
0.0275 |
ATR |
0.0081 |
0.0081 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
10 |
6 |
-4 |
-40.0% |
93 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3292 |
1.3267 |
1.3165 |
|
R3 |
1.3238 |
1.3213 |
1.3150 |
|
R2 |
1.3184 |
1.3184 |
1.3145 |
|
R1 |
1.3159 |
1.3159 |
1.3140 |
1.3172 |
PP |
1.3130 |
1.3130 |
1.3130 |
1.3136 |
S1 |
1.3105 |
1.3105 |
1.3130 |
1.3118 |
S2 |
1.3076 |
1.3076 |
1.3125 |
|
S3 |
1.3022 |
1.3051 |
1.3120 |
|
S4 |
1.2968 |
1.2997 |
1.3105 |
|
|
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 |
1.3384 |
2.618 |
1.3295 |
1.618 |
1.3241 |
1.000 |
1.3208 |
0.618 |
1.3187 |
HIGH |
1.3154 |
0.618 |
1.3133 |
0.500 |
1.3127 |
0.382 |
1.3121 |
LOW |
1.3100 |
0.618 |
1.3067 |
1.000 |
1.3046 |
1.618 |
1.3013 |
2.618 |
1.2959 |
4.250 |
1.2871 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3132 |
1.3128 |
PP |
1.3130 |
1.3121 |
S1 |
1.3127 |
1.3115 |
|