CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3016 |
1.3028 |
0.0012 |
0.1% |
1.3195 |
| High |
1.3033 |
1.3076 |
0.0043 |
0.3% |
1.3321 |
| Low |
1.2983 |
1.3011 |
0.0028 |
0.2% |
1.2967 |
| Close |
1.3025 |
1.3042 |
0.0017 |
0.1% |
1.3020 |
| Range |
0.0050 |
0.0065 |
0.0015 |
30.0% |
0.0354 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
210,759 |
212,788 |
2,029 |
1.0% |
1,861,663 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3238 |
1.3205 |
1.3078 |
|
| R3 |
1.3173 |
1.3140 |
1.3060 |
|
| R2 |
1.3108 |
1.3108 |
1.3054 |
|
| R1 |
1.3075 |
1.3075 |
1.3048 |
1.3092 |
| PP |
1.3043 |
1.3043 |
1.3043 |
1.3051 |
| S1 |
1.3010 |
1.3010 |
1.3036 |
1.3027 |
| S2 |
1.2978 |
1.2978 |
1.3030 |
|
| S3 |
1.2913 |
1.2945 |
1.3024 |
|
| S4 |
1.2848 |
1.2880 |
1.3006 |
|
|
| 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% |
0.0093 |
0.7% |
38% |
False |
False |
275,299 |
| 10 |
1.3437 |
1.2967 |
0.0470 |
3.6% |
0.0124 |
0.9% |
16% |
False |
False |
324,985 |
| 20 |
1.3602 |
1.2967 |
0.0635 |
4.9% |
0.0117 |
0.9% |
12% |
False |
False |
306,562 |
| 40 |
1.3715 |
1.2967 |
0.0748 |
5.7% |
0.0112 |
0.9% |
10% |
False |
False |
294,928 |
| 60 |
1.3715 |
1.2892 |
0.0823 |
6.3% |
0.0104 |
0.8% |
18% |
False |
False |
242,015 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0097 |
0.7% |
35% |
False |
False |
181,854 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
35% |
False |
False |
145,514 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
35% |
False |
False |
121,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3352 |
|
2.618 |
1.3246 |
|
1.618 |
1.3181 |
|
1.000 |
1.3141 |
|
0.618 |
1.3116 |
|
HIGH |
1.3076 |
|
0.618 |
1.3051 |
|
0.500 |
1.3044 |
|
0.382 |
1.3036 |
|
LOW |
1.3011 |
|
0.618 |
1.2971 |
|
1.000 |
1.2946 |
|
1.618 |
1.2906 |
|
2.618 |
1.2841 |
|
4.250 |
1.2735 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3044 |
1.3040 |
| PP |
1.3043 |
1.3037 |
| S1 |
1.3043 |
1.3035 |
|