CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3160 |
1.3074 |
-0.0086 |
-0.7% |
1.3197 |
| High |
1.3172 |
1.3110 |
-0.0062 |
-0.5% |
1.3325 |
| Low |
1.3064 |
1.2979 |
-0.0085 |
-0.7% |
1.2979 |
| Close |
1.3074 |
1.3029 |
-0.0045 |
-0.3% |
1.3029 |
| Range |
0.0108 |
0.0131 |
0.0023 |
21.3% |
0.0346 |
| ATR |
0.0112 |
0.0113 |
0.0001 |
1.2% |
0.0000 |
| Volume |
2,054 |
3,724 |
1,670 |
81.3% |
12,561 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3432 |
1.3362 |
1.3101 |
|
| R3 |
1.3301 |
1.3231 |
1.3065 |
|
| R2 |
1.3170 |
1.3170 |
1.3053 |
|
| R1 |
1.3100 |
1.3100 |
1.3041 |
1.3070 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3024 |
| S1 |
1.2969 |
1.2969 |
1.3017 |
1.2939 |
| S2 |
1.2908 |
1.2908 |
1.3005 |
|
| S3 |
1.2777 |
1.2838 |
1.2993 |
|
| S4 |
1.2646 |
1.2707 |
1.2957 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4149 |
1.3935 |
1.3219 |
|
| R3 |
1.3803 |
1.3589 |
1.3124 |
|
| R2 |
1.3457 |
1.3457 |
1.3092 |
|
| R1 |
1.3243 |
1.3243 |
1.3061 |
1.3177 |
| PP |
1.3111 |
1.3111 |
1.3111 |
1.3078 |
| S1 |
1.2897 |
1.2897 |
1.2997 |
1.2831 |
| S2 |
1.2765 |
1.2765 |
1.2966 |
|
| S3 |
1.2419 |
1.2551 |
1.2934 |
|
| S4 |
1.2073 |
1.2205 |
1.2839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3325 |
1.2979 |
0.0346 |
2.7% |
0.0143 |
1.1% |
14% |
False |
True |
2,512 |
| 10 |
1.3444 |
1.2979 |
0.0465 |
3.6% |
0.0124 |
1.0% |
11% |
False |
True |
1,832 |
| 20 |
1.3731 |
1.2979 |
0.0752 |
5.8% |
0.0120 |
0.9% |
7% |
False |
True |
1,138 |
| 40 |
1.3731 |
1.2979 |
0.0752 |
5.8% |
0.0106 |
0.8% |
7% |
False |
True |
711 |
| 60 |
1.3731 |
1.2935 |
0.0796 |
6.1% |
0.0092 |
0.7% |
12% |
False |
False |
498 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0079 |
0.6% |
31% |
False |
False |
379 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0067 |
0.5% |
31% |
False |
False |
304 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0060 |
0.5% |
31% |
False |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3667 |
|
2.618 |
1.3453 |
|
1.618 |
1.3322 |
|
1.000 |
1.3241 |
|
0.618 |
1.3191 |
|
HIGH |
1.3110 |
|
0.618 |
1.3060 |
|
0.500 |
1.3045 |
|
0.382 |
1.3029 |
|
LOW |
1.2979 |
|
0.618 |
1.2898 |
|
1.000 |
1.2848 |
|
1.618 |
1.2767 |
|
2.618 |
1.2636 |
|
4.250 |
1.2422 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3045 |
1.3076 |
| PP |
1.3039 |
1.3060 |
| S1 |
1.3034 |
1.3045 |
|