CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2979 |
1.3118 |
0.0139 |
1.1% |
1.3023 |
| High |
1.3127 |
1.3143 |
0.0016 |
0.1% |
1.3143 |
| Low |
1.2979 |
1.2964 |
-0.0015 |
-0.1% |
1.2964 |
| Close |
1.3116 |
1.3011 |
-0.0105 |
-0.8% |
1.3011 |
| Range |
0.0148 |
0.0179 |
0.0031 |
20.9% |
0.0179 |
| ATR |
0.0109 |
0.0114 |
0.0005 |
4.6% |
0.0000 |
| Volume |
19,825 |
20,900 |
1,075 |
5.4% |
65,941 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3576 |
1.3473 |
1.3109 |
|
| R3 |
1.3397 |
1.3294 |
1.3060 |
|
| R2 |
1.3218 |
1.3218 |
1.3044 |
|
| R1 |
1.3115 |
1.3115 |
1.3027 |
1.3077 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3021 |
| S1 |
1.2936 |
1.2936 |
1.2995 |
1.2898 |
| S2 |
1.2860 |
1.2860 |
1.2978 |
|
| S3 |
1.2681 |
1.2757 |
1.2962 |
|
| S4 |
1.2502 |
1.2578 |
1.2913 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3576 |
1.3473 |
1.3109 |
|
| R3 |
1.3397 |
1.3294 |
1.3060 |
|
| R2 |
1.3218 |
1.3218 |
1.3044 |
|
| R1 |
1.3115 |
1.3115 |
1.3027 |
1.3077 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3021 |
| S1 |
1.2936 |
1.2936 |
1.2995 |
1.2898 |
| S2 |
1.2860 |
1.2860 |
1.2978 |
|
| S3 |
1.2681 |
1.2757 |
1.2962 |
|
| S4 |
1.2502 |
1.2578 |
1.2913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3143 |
1.2964 |
0.0179 |
1.4% |
0.0110 |
0.8% |
26% |
True |
True |
13,188 |
| 10 |
1.3325 |
1.2964 |
0.0361 |
2.8% |
0.0126 |
1.0% |
13% |
False |
True |
7,850 |
| 20 |
1.3530 |
1.2964 |
0.0566 |
4.4% |
0.0112 |
0.9% |
8% |
False |
True |
4,315 |
| 40 |
1.3731 |
1.2964 |
0.0767 |
5.9% |
0.0109 |
0.8% |
6% |
False |
True |
2,340 |
| 60 |
1.3731 |
1.2964 |
0.0767 |
5.9% |
0.0096 |
0.7% |
6% |
False |
True |
1,595 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0083 |
0.6% |
29% |
False |
False |
1,201 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0072 |
0.6% |
29% |
False |
False |
963 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0062 |
0.5% |
29% |
False |
False |
803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3904 |
|
2.618 |
1.3612 |
|
1.618 |
1.3433 |
|
1.000 |
1.3322 |
|
0.618 |
1.3254 |
|
HIGH |
1.3143 |
|
0.618 |
1.3075 |
|
0.500 |
1.3054 |
|
0.382 |
1.3032 |
|
LOW |
1.2964 |
|
0.618 |
1.2853 |
|
1.000 |
1.2785 |
|
1.618 |
1.2674 |
|
2.618 |
1.2495 |
|
4.250 |
1.2203 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3054 |
1.3054 |
| PP |
1.3039 |
1.3039 |
| S1 |
1.3025 |
1.3025 |
|