CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2971 |
1.3010 |
0.0039 |
0.3% |
1.3008 |
| High |
1.3042 |
1.3115 |
0.0073 |
0.6% |
1.3115 |
| Low |
1.2918 |
1.3006 |
0.0088 |
0.7% |
1.2918 |
| Close |
1.3006 |
1.3062 |
0.0056 |
0.4% |
1.3062 |
| Range |
0.0124 |
0.0109 |
-0.0015 |
-12.1% |
0.0197 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
146,907 |
254,580 |
107,673 |
73.3% |
583,247 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3388 |
1.3334 |
1.3122 |
|
| R3 |
1.3279 |
1.3225 |
1.3092 |
|
| R2 |
1.3170 |
1.3170 |
1.3082 |
|
| R1 |
1.3116 |
1.3116 |
1.3072 |
1.3143 |
| PP |
1.3061 |
1.3061 |
1.3061 |
1.3075 |
| S1 |
1.3007 |
1.3007 |
1.3052 |
1.3034 |
| S2 |
1.2952 |
1.2952 |
1.3042 |
|
| S3 |
1.2843 |
1.2898 |
1.3032 |
|
| S4 |
1.2734 |
1.2789 |
1.3002 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3623 |
1.3539 |
1.3170 |
|
| R3 |
1.3426 |
1.3342 |
1.3116 |
|
| R2 |
1.3229 |
1.3229 |
1.3098 |
|
| R1 |
1.3145 |
1.3145 |
1.3080 |
1.3187 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3053 |
| S1 |
1.2948 |
1.2948 |
1.3044 |
1.2990 |
| S2 |
1.2835 |
1.2835 |
1.3026 |
|
| S3 |
1.2638 |
1.2751 |
1.3008 |
|
| S4 |
1.2441 |
1.2554 |
1.2954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3115 |
1.2918 |
0.0197 |
1.5% |
0.0106 |
0.8% |
73% |
True |
False |
116,649 |
| 10 |
1.3143 |
1.2918 |
0.0225 |
1.7% |
0.0108 |
0.8% |
64% |
False |
False |
64,918 |
| 20 |
1.3444 |
1.2918 |
0.0526 |
4.0% |
0.0116 |
0.9% |
27% |
False |
False |
33,375 |
| 40 |
1.3731 |
1.2918 |
0.0813 |
6.2% |
0.0109 |
0.8% |
18% |
False |
False |
16,884 |
| 60 |
1.3731 |
1.2918 |
0.0813 |
6.2% |
0.0100 |
0.8% |
18% |
False |
False |
11,311 |
| 80 |
1.3731 |
1.2776 |
0.0955 |
7.3% |
0.0087 |
0.7% |
30% |
False |
False |
8,489 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0076 |
0.6% |
34% |
False |
False |
6,795 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0066 |
0.5% |
34% |
False |
False |
5,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3578 |
|
2.618 |
1.3400 |
|
1.618 |
1.3291 |
|
1.000 |
1.3224 |
|
0.618 |
1.3182 |
|
HIGH |
1.3115 |
|
0.618 |
1.3073 |
|
0.500 |
1.3061 |
|
0.382 |
1.3048 |
|
LOW |
1.3006 |
|
0.618 |
1.2939 |
|
1.000 |
1.2897 |
|
1.618 |
1.2830 |
|
2.618 |
1.2721 |
|
4.250 |
1.2543 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3062 |
1.3047 |
| PP |
1.3061 |
1.3032 |
| S1 |
1.3061 |
1.3017 |
|