CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2975 |
1.3105 |
0.0130 |
1.0% |
1.3016 |
| High |
1.3119 |
1.3135 |
0.0016 |
0.1% |
1.3135 |
| Low |
1.2974 |
1.2955 |
-0.0019 |
-0.1% |
1.2955 |
| Close |
1.3108 |
1.3003 |
-0.0105 |
-0.8% |
1.3003 |
| Range |
0.0145 |
0.0180 |
0.0035 |
24.1% |
0.0180 |
| ATR |
0.0113 |
0.0118 |
0.0005 |
4.2% |
0.0000 |
| Volume |
387,020 |
346,277 |
-40,743 |
-10.5% |
1,377,127 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3571 |
1.3467 |
1.3102 |
|
| R3 |
1.3391 |
1.3287 |
1.3053 |
|
| R2 |
1.3211 |
1.3211 |
1.3036 |
|
| R1 |
1.3107 |
1.3107 |
1.3020 |
1.3069 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3012 |
| S1 |
1.2927 |
1.2927 |
1.2987 |
1.2889 |
| S2 |
1.2851 |
1.2851 |
1.2970 |
|
| S3 |
1.2671 |
1.2747 |
1.2954 |
|
| S4 |
1.2491 |
1.2567 |
1.2904 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3571 |
1.3467 |
1.3102 |
|
| R3 |
1.3391 |
1.3287 |
1.3053 |
|
| R2 |
1.3211 |
1.3211 |
1.3036 |
|
| R1 |
1.3107 |
1.3107 |
1.3020 |
1.3069 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3012 |
| S1 |
1.2927 |
1.2927 |
1.2987 |
1.2889 |
| S2 |
1.2851 |
1.2851 |
1.2970 |
|
| S3 |
1.2671 |
1.2747 |
1.2954 |
|
| S4 |
1.2491 |
1.2567 |
1.2904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3135 |
1.2955 |
0.0180 |
1.4% |
0.0109 |
0.8% |
27% |
True |
True |
275,425 |
| 10 |
1.3321 |
1.2955 |
0.0366 |
2.8% |
0.0128 |
1.0% |
13% |
False |
True |
323,879 |
| 20 |
1.3523 |
1.2955 |
0.0568 |
4.4% |
0.0116 |
0.9% |
8% |
False |
True |
299,584 |
| 40 |
1.3715 |
1.2955 |
0.0760 |
5.8% |
0.0116 |
0.9% |
6% |
False |
True |
301,802 |
| 60 |
1.3715 |
1.2942 |
0.0773 |
5.9% |
0.0107 |
0.8% |
8% |
False |
False |
257,183 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0099 |
0.8% |
31% |
False |
False |
193,765 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0094 |
0.7% |
31% |
False |
False |
155,046 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0092 |
0.7% |
31% |
False |
False |
129,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3900 |
|
2.618 |
1.3606 |
|
1.618 |
1.3426 |
|
1.000 |
1.3315 |
|
0.618 |
1.3246 |
|
HIGH |
1.3135 |
|
0.618 |
1.3066 |
|
0.500 |
1.3045 |
|
0.382 |
1.3024 |
|
LOW |
1.2955 |
|
0.618 |
1.2844 |
|
1.000 |
1.2775 |
|
1.618 |
1.2664 |
|
2.618 |
1.2484 |
|
4.250 |
1.2190 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3045 |
1.3045 |
| PP |
1.3031 |
1.3031 |
| S1 |
1.3017 |
1.3017 |
|