CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3010 |
1.2935 |
-0.0075 |
-0.6% |
1.3008 |
| High |
1.3115 |
1.3005 |
-0.0110 |
-0.8% |
1.3115 |
| Low |
1.3006 |
1.2892 |
-0.0114 |
-0.9% |
1.2918 |
| Close |
1.3062 |
1.2956 |
-0.0106 |
-0.8% |
1.3062 |
| Range |
0.0109 |
0.0113 |
0.0004 |
3.7% |
0.0197 |
| ATR |
0.0112 |
0.0116 |
0.0004 |
3.7% |
0.0000 |
| Volume |
254,580 |
349,691 |
95,111 |
37.4% |
583,247 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3290 |
1.3236 |
1.3018 |
|
| R3 |
1.3177 |
1.3123 |
1.2987 |
|
| R2 |
1.3064 |
1.3064 |
1.2977 |
|
| R1 |
1.3010 |
1.3010 |
1.2966 |
1.3037 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2965 |
| S1 |
1.2897 |
1.2897 |
1.2946 |
1.2924 |
| S2 |
1.2838 |
1.2838 |
1.2935 |
|
| S3 |
1.2725 |
1.2784 |
1.2925 |
|
| S4 |
1.2612 |
1.2671 |
1.2894 |
|
|
| 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 |
1.2892 |
0.0223 |
1.7% |
0.0114 |
0.9% |
29% |
False |
True |
179,515 |
| 10 |
1.3143 |
1.2892 |
0.0251 |
1.9% |
0.0115 |
0.9% |
25% |
False |
True |
99,449 |
| 20 |
1.3444 |
1.2892 |
0.0552 |
4.3% |
0.0117 |
0.9% |
12% |
False |
True |
50,836 |
| 40 |
1.3731 |
1.2892 |
0.0839 |
6.5% |
0.0109 |
0.8% |
8% |
False |
True |
25,623 |
| 60 |
1.3731 |
1.2892 |
0.0839 |
6.5% |
0.0101 |
0.8% |
8% |
False |
True |
17,139 |
| 80 |
1.3731 |
1.2814 |
0.0917 |
7.1% |
0.0088 |
0.7% |
15% |
False |
False |
12,860 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0077 |
0.6% |
24% |
False |
False |
10,292 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0067 |
0.5% |
24% |
False |
False |
8,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3485 |
|
2.618 |
1.3301 |
|
1.618 |
1.3188 |
|
1.000 |
1.3118 |
|
0.618 |
1.3075 |
|
HIGH |
1.3005 |
|
0.618 |
1.2962 |
|
0.500 |
1.2949 |
|
0.382 |
1.2935 |
|
LOW |
1.2892 |
|
0.618 |
1.2822 |
|
1.000 |
1.2779 |
|
1.618 |
1.2709 |
|
2.618 |
1.2596 |
|
4.250 |
1.2412 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2954 |
1.3004 |
| PP |
1.2951 |
1.2988 |
| S1 |
1.2949 |
1.2972 |
|