CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3002 |
1.2915 |
-0.0087 |
-0.7% |
1.2996 |
| High |
1.3107 |
1.3054 |
-0.0053 |
-0.4% |
1.3107 |
| Low |
1.2999 |
1.2883 |
-0.0116 |
-0.9% |
1.2911 |
| Close |
1.3054 |
1.2959 |
-0.0095 |
-0.7% |
1.3054 |
| Range |
0.0108 |
0.0171 |
0.0063 |
58.3% |
0.0196 |
| ATR |
0.0115 |
0.0119 |
0.0004 |
3.5% |
0.0000 |
| Volume |
61,244 |
6,187 |
-55,057 |
-89.9% |
1,104,983 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3478 |
1.3390 |
1.3053 |
|
| R3 |
1.3307 |
1.3219 |
1.3006 |
|
| R2 |
1.3136 |
1.3136 |
1.2990 |
|
| R1 |
1.3048 |
1.3048 |
1.2975 |
1.3092 |
| PP |
1.2965 |
1.2965 |
1.2965 |
1.2988 |
| S1 |
1.2877 |
1.2877 |
1.2943 |
1.2921 |
| S2 |
1.2794 |
1.2794 |
1.2928 |
|
| S3 |
1.2623 |
1.2706 |
1.2912 |
|
| S4 |
1.2452 |
1.2535 |
1.2865 |
|
|
| 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 |
1.2883 |
0.0224 |
1.7% |
0.0126 |
1.0% |
34% |
False |
True |
186,421 |
| 10 |
1.3135 |
1.2883 |
0.0252 |
1.9% |
0.0120 |
0.9% |
30% |
False |
True |
227,753 |
| 20 |
1.3437 |
1.2883 |
0.0554 |
4.3% |
0.0122 |
0.9% |
14% |
False |
True |
280,901 |
| 40 |
1.3715 |
1.2883 |
0.0832 |
6.4% |
0.0115 |
0.9% |
9% |
False |
True |
286,090 |
| 60 |
1.3715 |
1.2883 |
0.0832 |
6.4% |
0.0110 |
0.9% |
9% |
False |
True |
261,443 |
| 80 |
1.3715 |
1.2760 |
0.0955 |
7.4% |
0.0103 |
0.8% |
21% |
False |
False |
207,625 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0097 |
0.7% |
27% |
False |
False |
166,147 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0093 |
0.7% |
27% |
False |
False |
138,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3781 |
|
2.618 |
1.3502 |
|
1.618 |
1.3331 |
|
1.000 |
1.3225 |
|
0.618 |
1.3160 |
|
HIGH |
1.3054 |
|
0.618 |
1.2989 |
|
0.500 |
1.2969 |
|
0.382 |
1.2948 |
|
LOW |
1.2883 |
|
0.618 |
1.2777 |
|
1.000 |
1.2712 |
|
1.618 |
1.2606 |
|
2.618 |
1.2435 |
|
4.250 |
1.2156 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2969 |
1.2995 |
| PP |
1.2965 |
1.2983 |
| S1 |
1.2962 |
1.2971 |
|