CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3068 |
1.3016 |
-0.0052 |
-0.4% |
1.3195 |
| High |
1.3103 |
1.3033 |
-0.0070 |
-0.5% |
1.3321 |
| Low |
1.2967 |
1.2983 |
0.0016 |
0.1% |
1.2967 |
| Close |
1.3020 |
1.3025 |
0.0005 |
0.0% |
1.3020 |
| Range |
0.0136 |
0.0050 |
-0.0086 |
-63.2% |
0.0354 |
| ATR |
0.0120 |
0.0115 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
325,169 |
210,759 |
-114,410 |
-35.2% |
1,861,663 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3164 |
1.3144 |
1.3053 |
|
| R3 |
1.3114 |
1.3094 |
1.3039 |
|
| R2 |
1.3064 |
1.3064 |
1.3034 |
|
| R1 |
1.3044 |
1.3044 |
1.3030 |
1.3054 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.3019 |
| S1 |
1.2994 |
1.2994 |
1.3020 |
1.3004 |
| S2 |
1.2964 |
1.2964 |
1.3016 |
|
| S3 |
1.2914 |
1.2944 |
1.3011 |
|
| S4 |
1.2864 |
1.2894 |
1.2998 |
|
|
| 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 |
1.3164 |
1.2967 |
0.0197 |
1.5% |
0.0102 |
0.8% |
29% |
False |
False |
322,564 |
| 10 |
1.3437 |
1.2967 |
0.0470 |
3.6% |
0.0125 |
1.0% |
12% |
False |
False |
334,048 |
| 20 |
1.3658 |
1.2967 |
0.0691 |
5.3% |
0.0122 |
0.9% |
8% |
False |
False |
309,871 |
| 40 |
1.3715 |
1.2967 |
0.0748 |
5.7% |
0.0113 |
0.9% |
8% |
False |
False |
296,185 |
| 60 |
1.3715 |
1.2892 |
0.0823 |
6.3% |
0.0104 |
0.8% |
16% |
False |
False |
238,575 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0097 |
0.7% |
33% |
False |
False |
179,197 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
33% |
False |
False |
143,387 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
33% |
False |
False |
119,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3246 |
|
2.618 |
1.3164 |
|
1.618 |
1.3114 |
|
1.000 |
1.3083 |
|
0.618 |
1.3064 |
|
HIGH |
1.3033 |
|
0.618 |
1.3014 |
|
0.500 |
1.3008 |
|
0.382 |
1.3002 |
|
LOW |
1.2983 |
|
0.618 |
1.2952 |
|
1.000 |
1.2933 |
|
1.618 |
1.2902 |
|
2.618 |
1.2852 |
|
4.250 |
1.2771 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3019 |
1.3066 |
| PP |
1.3014 |
1.3052 |
| S1 |
1.3008 |
1.3039 |
|