CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3030 |
1.2960 |
-0.0070 |
-0.5% |
1.3016 |
| High |
1.3066 |
1.3033 |
-0.0033 |
-0.3% |
1.3135 |
| Low |
1.2924 |
1.2911 |
-0.0013 |
-0.1% |
1.2955 |
| Close |
1.2960 |
1.2999 |
0.0039 |
0.3% |
1.3003 |
| Range |
0.0142 |
0.0122 |
-0.0020 |
-14.1% |
0.0180 |
| ATR |
0.0115 |
0.0116 |
0.0000 |
0.4% |
0.0000 |
| Volume |
315,432 |
296,271 |
-19,161 |
-6.1% |
1,377,127 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3347 |
1.3295 |
1.3066 |
|
| R3 |
1.3225 |
1.3173 |
1.3033 |
|
| R2 |
1.3103 |
1.3103 |
1.3021 |
|
| R1 |
1.3051 |
1.3051 |
1.3010 |
1.3077 |
| PP |
1.2981 |
1.2981 |
1.2981 |
1.2994 |
| S1 |
1.2929 |
1.2929 |
1.2988 |
1.2955 |
| S2 |
1.2859 |
1.2859 |
1.2977 |
|
| S3 |
1.2737 |
1.2807 |
1.2965 |
|
| S4 |
1.2615 |
1.2685 |
1.2932 |
|
|
| 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 |
1.2911 |
0.0224 |
1.7% |
0.0121 |
0.9% |
39% |
False |
True |
278,003 |
| 10 |
1.3135 |
1.2911 |
0.0224 |
1.7% |
0.0111 |
0.9% |
39% |
False |
True |
274,603 |
| 20 |
1.3459 |
1.2911 |
0.0548 |
4.2% |
0.0120 |
0.9% |
16% |
False |
True |
302,478 |
| 40 |
1.3715 |
1.2911 |
0.0804 |
6.2% |
0.0113 |
0.9% |
11% |
False |
True |
298,326 |
| 60 |
1.3715 |
1.2911 |
0.0804 |
6.2% |
0.0108 |
0.8% |
11% |
False |
True |
266,020 |
| 80 |
1.3715 |
1.2713 |
0.1002 |
7.7% |
0.0101 |
0.8% |
29% |
False |
False |
206,791 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0095 |
0.7% |
31% |
False |
False |
165,476 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0092 |
0.7% |
31% |
False |
False |
137,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3552 |
|
2.618 |
1.3352 |
|
1.618 |
1.3230 |
|
1.000 |
1.3155 |
|
0.618 |
1.3108 |
|
HIGH |
1.3033 |
|
0.618 |
1.2986 |
|
0.500 |
1.2972 |
|
0.382 |
1.2958 |
|
LOW |
1.2911 |
|
0.618 |
1.2836 |
|
1.000 |
1.2789 |
|
1.618 |
1.2714 |
|
2.618 |
1.2592 |
|
4.250 |
1.2393 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2990 |
1.2997 |
| PP |
1.2981 |
1.2995 |
| S1 |
1.2972 |
1.2994 |
|