CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3100 |
1.3119 |
0.0019 |
0.1% |
1.3018 |
| High |
1.3154 |
1.3150 |
-0.0004 |
0.0% |
1.3154 |
| Low |
1.3100 |
1.3093 |
-0.0007 |
-0.1% |
1.3009 |
| Close |
1.3135 |
1.3103 |
-0.0032 |
-0.2% |
1.3103 |
| Range |
0.0054 |
0.0057 |
0.0003 |
5.6% |
0.0145 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
6 |
20 |
14 |
233.3% |
83 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3286 |
1.3252 |
1.3134 |
|
| R3 |
1.3229 |
1.3195 |
1.3119 |
|
| R2 |
1.3172 |
1.3172 |
1.3113 |
|
| R1 |
1.3138 |
1.3138 |
1.3108 |
1.3127 |
| PP |
1.3115 |
1.3115 |
1.3115 |
1.3110 |
| S1 |
1.3081 |
1.3081 |
1.3098 |
1.3070 |
| S2 |
1.3058 |
1.3058 |
1.3093 |
|
| S3 |
1.3001 |
1.3024 |
1.3087 |
|
| S4 |
1.2944 |
1.2967 |
1.3072 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3524 |
1.3458 |
1.3183 |
|
| R3 |
1.3379 |
1.3313 |
1.3143 |
|
| R2 |
1.3234 |
1.3234 |
1.3130 |
|
| R1 |
1.3168 |
1.3168 |
1.3116 |
1.3201 |
| PP |
1.3089 |
1.3089 |
1.3089 |
1.3105 |
| S1 |
1.3023 |
1.3023 |
1.3090 |
1.3056 |
| S2 |
1.2944 |
1.2944 |
1.3076 |
|
| S3 |
1.2799 |
1.2878 |
1.3063 |
|
| S4 |
1.2654 |
1.2733 |
1.3023 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3392 |
|
2.618 |
1.3299 |
|
1.618 |
1.3242 |
|
1.000 |
1.3207 |
|
0.618 |
1.3185 |
|
HIGH |
1.3150 |
|
0.618 |
1.3128 |
|
0.500 |
1.3122 |
|
0.382 |
1.3115 |
|
LOW |
1.3093 |
|
0.618 |
1.3058 |
|
1.000 |
1.3036 |
|
1.618 |
1.3001 |
|
2.618 |
1.2944 |
|
4.250 |
1.2851 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3122 |
1.3118 |
| PP |
1.3115 |
1.3113 |
| S1 |
1.3109 |
1.3108 |
|