CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3035 |
1.3056 |
0.0021 |
0.2% |
1.3197 |
| High |
1.3086 |
1.3080 |
-0.0006 |
0.0% |
1.3325 |
| Low |
1.3019 |
1.2972 |
-0.0047 |
-0.4% |
1.2979 |
| Close |
1.3051 |
1.3005 |
-0.0046 |
-0.4% |
1.3029 |
| Range |
0.0067 |
0.0108 |
0.0041 |
61.2% |
0.0346 |
| ATR |
0.0105 |
0.0106 |
0.0000 |
0.2% |
0.0000 |
| Volume |
4,197 |
16,631 |
12,434 |
296.3% |
12,561 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3343 |
1.3282 |
1.3064 |
|
| R3 |
1.3235 |
1.3174 |
1.3035 |
|
| R2 |
1.3127 |
1.3127 |
1.3025 |
|
| R1 |
1.3066 |
1.3066 |
1.3015 |
1.3043 |
| PP |
1.3019 |
1.3019 |
1.3019 |
1.3007 |
| S1 |
1.2958 |
1.2958 |
1.2995 |
1.2935 |
| S2 |
1.2911 |
1.2911 |
1.2985 |
|
| S3 |
1.2803 |
1.2850 |
1.2975 |
|
| S4 |
1.2695 |
1.2742 |
1.2946 |
|
|
| 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 |
1.3172 |
1.2972 |
0.0200 |
1.5% |
0.0092 |
0.7% |
17% |
False |
True |
6,198 |
| 10 |
1.3325 |
1.2972 |
0.0353 |
2.7% |
0.0115 |
0.9% |
9% |
False |
True |
4,063 |
| 20 |
1.3605 |
1.2972 |
0.0633 |
4.9% |
0.0111 |
0.8% |
5% |
False |
True |
2,308 |
| 40 |
1.3731 |
1.2972 |
0.0759 |
5.8% |
0.0104 |
0.8% |
4% |
False |
True |
1,326 |
| 60 |
1.3731 |
1.2935 |
0.0796 |
6.1% |
0.0092 |
0.7% |
9% |
False |
False |
918 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0081 |
0.6% |
29% |
False |
False |
694 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0069 |
0.5% |
29% |
False |
False |
556 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0062 |
0.5% |
29% |
False |
False |
464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3539 |
|
2.618 |
1.3363 |
|
1.618 |
1.3255 |
|
1.000 |
1.3188 |
|
0.618 |
1.3147 |
|
HIGH |
1.3080 |
|
0.618 |
1.3039 |
|
0.500 |
1.3026 |
|
0.382 |
1.3013 |
|
LOW |
1.2972 |
|
0.618 |
1.2905 |
|
1.000 |
1.2864 |
|
1.618 |
1.2797 |
|
2.618 |
1.2689 |
|
4.250 |
1.2513 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3026 |
1.3029 |
| PP |
1.3019 |
1.3021 |
| S1 |
1.3012 |
1.3013 |
|