CME Euro FX (E) Future December 2013
Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.3101 |
1.3060 |
-0.0041 |
-0.3% |
1.3018 |
High |
1.3101 |
1.3214 |
0.0113 |
0.9% |
1.3154 |
Low |
1.3063 |
1.3060 |
-0.0003 |
0.0% |
1.3009 |
Close |
1.3063 |
1.3214 |
0.0151 |
1.2% |
1.3103 |
Range |
0.0038 |
0.0154 |
0.0116 |
305.3% |
0.0145 |
ATR |
0.0076 |
0.0082 |
0.0006 |
7.3% |
0.0000 |
Volume |
21 |
15 |
-6 |
-28.6% |
83 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3625 |
1.3573 |
1.3299 |
|
R3 |
1.3471 |
1.3419 |
1.3256 |
|
R2 |
1.3317 |
1.3317 |
1.3242 |
|
R1 |
1.3265 |
1.3265 |
1.3228 |
1.3291 |
PP |
1.3163 |
1.3163 |
1.3163 |
1.3176 |
S1 |
1.3111 |
1.3111 |
1.3200 |
1.3137 |
S2 |
1.3009 |
1.3009 |
1.3186 |
|
S3 |
1.2855 |
1.2957 |
1.3172 |
|
S4 |
1.2701 |
1.2803 |
1.3129 |
|
|
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 |
1.3869 |
2.618 |
1.3617 |
1.618 |
1.3463 |
1.000 |
1.3368 |
0.618 |
1.3309 |
HIGH |
1.3214 |
0.618 |
1.3155 |
0.500 |
1.3137 |
0.382 |
1.3119 |
LOW |
1.3060 |
0.618 |
1.2965 |
1.000 |
1.2906 |
1.618 |
1.2811 |
2.618 |
1.2657 |
4.250 |
1.2406 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3188 |
1.3188 |
PP |
1.3163 |
1.3163 |
S1 |
1.3137 |
1.3137 |
|