CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3056 |
1.2979 |
-0.0077 |
-0.6% |
1.3197 |
| High |
1.3080 |
1.3127 |
0.0047 |
0.4% |
1.3325 |
| Low |
1.2972 |
1.2979 |
0.0007 |
0.1% |
1.2979 |
| Close |
1.3005 |
1.3116 |
0.0111 |
0.9% |
1.3029 |
| Range |
0.0108 |
0.0148 |
0.0040 |
37.0% |
0.0346 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.9% |
0.0000 |
| Volume |
16,631 |
19,825 |
3,194 |
19.2% |
12,561 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3518 |
1.3465 |
1.3197 |
|
| R3 |
1.3370 |
1.3317 |
1.3157 |
|
| R2 |
1.3222 |
1.3222 |
1.3143 |
|
| R1 |
1.3169 |
1.3169 |
1.3130 |
1.3196 |
| PP |
1.3074 |
1.3074 |
1.3074 |
1.3087 |
| S1 |
1.3021 |
1.3021 |
1.3102 |
1.3048 |
| S2 |
1.2926 |
1.2926 |
1.3089 |
|
| S3 |
1.2778 |
1.2873 |
1.3075 |
|
| S4 |
1.2630 |
1.2725 |
1.3035 |
|
|
| 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 |
1.3127 |
1.2972 |
0.0155 |
1.2% |
0.0100 |
0.8% |
93% |
True |
False |
9,753 |
| 10 |
1.3325 |
1.2972 |
0.0353 |
2.7% |
0.0117 |
0.9% |
41% |
False |
False |
5,930 |
| 20 |
1.3582 |
1.2972 |
0.0610 |
4.7% |
0.0113 |
0.9% |
24% |
False |
False |
3,284 |
| 40 |
1.3731 |
1.2972 |
0.0759 |
5.8% |
0.0106 |
0.8% |
19% |
False |
False |
1,821 |
| 60 |
1.3731 |
1.2935 |
0.0796 |
6.1% |
0.0094 |
0.7% |
23% |
False |
False |
1,248 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0082 |
0.6% |
40% |
False |
False |
941 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0070 |
0.5% |
40% |
False |
False |
754 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0061 |
0.5% |
40% |
False |
False |
629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3756 |
|
2.618 |
1.3514 |
|
1.618 |
1.3366 |
|
1.000 |
1.3275 |
|
0.618 |
1.3218 |
|
HIGH |
1.3127 |
|
0.618 |
1.3070 |
|
0.500 |
1.3053 |
|
0.382 |
1.3036 |
|
LOW |
1.2979 |
|
0.618 |
1.2888 |
|
1.000 |
1.2831 |
|
1.618 |
1.2740 |
|
2.618 |
1.2592 |
|
4.250 |
1.2350 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3095 |
1.3094 |
| PP |
1.3074 |
1.3072 |
| S1 |
1.3053 |
1.3050 |
|