CME Euro FX (E) Future December 2013
Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.3119 |
1.3101 |
-0.0018 |
-0.1% |
1.3018 |
High |
1.3150 |
1.3101 |
-0.0049 |
-0.4% |
1.3154 |
Low |
1.3093 |
1.3063 |
-0.0030 |
-0.2% |
1.3009 |
Close |
1.3103 |
1.3063 |
-0.0040 |
-0.3% |
1.3103 |
Range |
0.0057 |
0.0038 |
-0.0019 |
-33.3% |
0.0145 |
ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
20 |
21 |
1 |
5.0% |
83 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3190 |
1.3164 |
1.3084 |
|
R3 |
1.3152 |
1.3126 |
1.3073 |
|
R2 |
1.3114 |
1.3114 |
1.3070 |
|
R1 |
1.3088 |
1.3088 |
1.3066 |
1.3082 |
PP |
1.3076 |
1.3076 |
1.3076 |
1.3073 |
S1 |
1.3050 |
1.3050 |
1.3060 |
1.3044 |
S2 |
1.3038 |
1.3038 |
1.3056 |
|
S3 |
1.3000 |
1.3012 |
1.3053 |
|
S4 |
1.2962 |
1.2974 |
1.3042 |
|
|
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 |
1.3263 |
2.618 |
1.3200 |
1.618 |
1.3162 |
1.000 |
1.3139 |
0.618 |
1.3124 |
HIGH |
1.3101 |
0.618 |
1.3086 |
0.500 |
1.3082 |
0.382 |
1.3078 |
LOW |
1.3063 |
0.618 |
1.3040 |
1.000 |
1.3025 |
1.618 |
1.3002 |
2.618 |
1.2964 |
4.250 |
1.2902 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3082 |
1.3109 |
PP |
1.3076 |
1.3093 |
S1 |
1.3069 |
1.3078 |
|