CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3060 |
1.3201 |
0.0141 |
1.1% |
1.3018 |
| High |
1.3214 |
1.3209 |
-0.0005 |
0.0% |
1.3154 |
| Low |
1.3060 |
1.3037 |
-0.0023 |
-0.2% |
1.3009 |
| Close |
1.3214 |
1.3038 |
-0.0176 |
-1.3% |
1.3103 |
| Range |
0.0154 |
0.0172 |
0.0018 |
11.7% |
0.0145 |
| ATR |
0.0082 |
0.0089 |
0.0007 |
8.3% |
0.0000 |
| Volume |
15 |
63 |
48 |
320.0% |
83 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3611 |
1.3496 |
1.3133 |
|
| R3 |
1.3439 |
1.3324 |
1.3085 |
|
| R2 |
1.3267 |
1.3267 |
1.3070 |
|
| R1 |
1.3152 |
1.3152 |
1.3054 |
1.3124 |
| PP |
1.3095 |
1.3095 |
1.3095 |
1.3080 |
| S1 |
1.2980 |
1.2980 |
1.3022 |
1.2952 |
| S2 |
1.2923 |
1.2923 |
1.3006 |
|
| S3 |
1.2751 |
1.2808 |
1.2991 |
|
| S4 |
1.2579 |
1.2636 |
1.2943 |
|
|
| 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 |
1.3940 |
|
2.618 |
1.3659 |
|
1.618 |
1.3487 |
|
1.000 |
1.3381 |
|
0.618 |
1.3315 |
|
HIGH |
1.3209 |
|
0.618 |
1.3143 |
|
0.500 |
1.3123 |
|
0.382 |
1.3103 |
|
LOW |
1.3037 |
|
0.618 |
1.2931 |
|
1.000 |
1.2865 |
|
1.618 |
1.2759 |
|
2.618 |
1.2587 |
|
4.250 |
1.2306 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3123 |
1.3126 |
| PP |
1.3095 |
1.3096 |
| S1 |
1.3066 |
1.3067 |
|