CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2960 |
1.3002 |
0.0042 |
0.3% |
1.2996 |
| High |
1.3033 |
1.3107 |
0.0074 |
0.6% |
1.3107 |
| Low |
1.2911 |
1.2999 |
0.0088 |
0.7% |
1.2911 |
| Close |
1.2999 |
1.3054 |
0.0055 |
0.4% |
1.3054 |
| Range |
0.0122 |
0.0108 |
-0.0014 |
-11.5% |
0.0196 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
296,271 |
61,244 |
-235,027 |
-79.3% |
1,104,983 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3377 |
1.3324 |
1.3113 |
|
| R3 |
1.3269 |
1.3216 |
1.3084 |
|
| R2 |
1.3161 |
1.3161 |
1.3074 |
|
| R1 |
1.3108 |
1.3108 |
1.3064 |
1.3135 |
| PP |
1.3053 |
1.3053 |
1.3053 |
1.3067 |
| S1 |
1.3000 |
1.3000 |
1.3044 |
1.3027 |
| S2 |
1.2945 |
1.2945 |
1.3034 |
|
| S3 |
1.2837 |
1.2892 |
1.3024 |
|
| S4 |
1.2729 |
1.2784 |
1.2995 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3612 |
1.3529 |
1.3162 |
|
| R3 |
1.3416 |
1.3333 |
1.3108 |
|
| R2 |
1.3220 |
1.3220 |
1.3090 |
|
| R1 |
1.3137 |
1.3137 |
1.3072 |
1.3179 |
| PP |
1.3024 |
1.3024 |
1.3024 |
1.3045 |
| S1 |
1.2941 |
1.2941 |
1.3036 |
1.2983 |
| S2 |
1.2828 |
1.2828 |
1.3018 |
|
| S3 |
1.2632 |
1.2745 |
1.3000 |
|
| S4 |
1.2436 |
1.2549 |
1.2946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3107 |
1.2911 |
0.0196 |
1.5% |
0.0106 |
0.8% |
73% |
True |
False |
220,996 |
| 10 |
1.3135 |
1.2911 |
0.0224 |
1.7% |
0.0108 |
0.8% |
64% |
False |
False |
248,211 |
| 20 |
1.3437 |
1.2911 |
0.0526 |
4.0% |
0.0118 |
0.9% |
27% |
False |
False |
292,485 |
| 40 |
1.3715 |
1.2911 |
0.0804 |
6.2% |
0.0114 |
0.9% |
18% |
False |
False |
293,212 |
| 60 |
1.3715 |
1.2911 |
0.0804 |
6.2% |
0.0109 |
0.8% |
18% |
False |
False |
264,361 |
| 80 |
1.3715 |
1.2760 |
0.0955 |
7.3% |
0.0102 |
0.8% |
31% |
False |
False |
207,552 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0096 |
0.7% |
36% |
False |
False |
166,087 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0093 |
0.7% |
36% |
False |
False |
138,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3566 |
|
2.618 |
1.3390 |
|
1.618 |
1.3282 |
|
1.000 |
1.3215 |
|
0.618 |
1.3174 |
|
HIGH |
1.3107 |
|
0.618 |
1.3066 |
|
0.500 |
1.3053 |
|
0.382 |
1.3040 |
|
LOW |
1.2999 |
|
0.618 |
1.2932 |
|
1.000 |
1.2891 |
|
1.618 |
1.2824 |
|
2.618 |
1.2716 |
|
4.250 |
1.2540 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3054 |
1.3039 |
| PP |
1.3053 |
1.3024 |
| S1 |
1.3053 |
1.3009 |
|