CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3136 |
1.3068 |
-0.0068 |
-0.5% |
1.3195 |
| High |
1.3164 |
1.3103 |
-0.0061 |
-0.5% |
1.3321 |
| Low |
1.3055 |
1.2967 |
-0.0088 |
-0.7% |
1.2967 |
| Close |
1.3065 |
1.3020 |
-0.0045 |
-0.3% |
1.3020 |
| Range |
0.0109 |
0.0136 |
0.0027 |
24.8% |
0.0354 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
1.0% |
0.0000 |
| Volume |
281,712 |
325,169 |
43,457 |
15.4% |
1,861,663 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3438 |
1.3365 |
1.3095 |
|
| R3 |
1.3302 |
1.3229 |
1.3057 |
|
| R2 |
1.3166 |
1.3166 |
1.3045 |
|
| R1 |
1.3093 |
1.3093 |
1.3032 |
1.3062 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3014 |
| S1 |
1.2957 |
1.2957 |
1.3008 |
1.2926 |
| S2 |
1.2894 |
1.2894 |
1.2995 |
|
| S3 |
1.2758 |
1.2821 |
1.2983 |
|
| S4 |
1.2622 |
1.2685 |
1.2945 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4165 |
1.3946 |
1.3215 |
|
| R3 |
1.3811 |
1.3592 |
1.3117 |
|
| R2 |
1.3457 |
1.3457 |
1.3085 |
|
| R1 |
1.3238 |
1.3238 |
1.3052 |
1.3171 |
| PP |
1.3103 |
1.3103 |
1.3103 |
1.3069 |
| S1 |
1.2884 |
1.2884 |
1.2988 |
1.2817 |
| S2 |
1.2749 |
1.2749 |
1.2955 |
|
| S3 |
1.2395 |
1.2530 |
1.2923 |
|
| S4 |
1.2041 |
1.2176 |
1.2825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3321 |
1.2967 |
0.0354 |
2.7% |
0.0146 |
1.1% |
15% |
False |
True |
372,332 |
| 10 |
1.3437 |
1.2967 |
0.0470 |
3.6% |
0.0129 |
1.0% |
11% |
False |
True |
336,760 |
| 20 |
1.3715 |
1.2967 |
0.0748 |
5.7% |
0.0126 |
1.0% |
7% |
False |
True |
319,564 |
| 40 |
1.3715 |
1.2967 |
0.0748 |
5.7% |
0.0115 |
0.9% |
7% |
False |
True |
297,261 |
| 60 |
1.3715 |
1.2892 |
0.0823 |
6.3% |
0.0105 |
0.8% |
16% |
False |
False |
235,148 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0097 |
0.7% |
33% |
False |
False |
176,564 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0093 |
0.7% |
33% |
False |
False |
141,281 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
33% |
False |
False |
117,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3681 |
|
2.618 |
1.3459 |
|
1.618 |
1.3323 |
|
1.000 |
1.3239 |
|
0.618 |
1.3187 |
|
HIGH |
1.3103 |
|
0.618 |
1.3051 |
|
0.500 |
1.3035 |
|
0.382 |
1.3019 |
|
LOW |
1.2967 |
|
0.618 |
1.2883 |
|
1.000 |
1.2831 |
|
1.618 |
1.2747 |
|
2.618 |
1.2611 |
|
4.250 |
1.2389 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.3066 |
| PP |
1.3030 |
1.3050 |
| S1 |
1.3025 |
1.3035 |
|