CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2935 |
1.2968 |
0.0033 |
0.3% |
1.3008 |
| High |
1.3005 |
1.2978 |
-0.0027 |
-0.2% |
1.3115 |
| Low |
1.2892 |
1.2852 |
-0.0040 |
-0.3% |
1.2918 |
| Close |
1.2956 |
1.2884 |
-0.0072 |
-0.6% |
1.3062 |
| Range |
0.0113 |
0.0126 |
0.0013 |
11.5% |
0.0197 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.6% |
0.0000 |
| Volume |
349,691 |
410,877 |
61,186 |
17.5% |
583,247 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3283 |
1.3209 |
1.2953 |
|
| R3 |
1.3157 |
1.3083 |
1.2919 |
|
| R2 |
1.3031 |
1.3031 |
1.2907 |
|
| R1 |
1.2957 |
1.2957 |
1.2896 |
1.2931 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2892 |
| S1 |
1.2831 |
1.2831 |
1.2872 |
1.2805 |
| S2 |
1.2779 |
1.2779 |
1.2861 |
|
| S3 |
1.2653 |
1.2705 |
1.2849 |
|
| S4 |
1.2527 |
1.2579 |
1.2815 |
|
|
| 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 |
1.2852 |
0.0263 |
2.0% |
0.0123 |
1.0% |
12% |
False |
True |
251,174 |
| 10 |
1.3143 |
1.2852 |
0.0291 |
2.3% |
0.0121 |
0.9% |
11% |
False |
True |
140,117 |
| 20 |
1.3444 |
1.2852 |
0.0592 |
4.6% |
0.0120 |
0.9% |
5% |
False |
True |
71,329 |
| 40 |
1.3731 |
1.2852 |
0.0879 |
6.8% |
0.0109 |
0.8% |
4% |
False |
True |
35,879 |
| 60 |
1.3731 |
1.2852 |
0.0879 |
6.8% |
0.0102 |
0.8% |
4% |
False |
True |
23,985 |
| 80 |
1.3731 |
1.2814 |
0.0917 |
7.1% |
0.0089 |
0.7% |
8% |
False |
False |
17,996 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0078 |
0.6% |
17% |
False |
False |
14,401 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0068 |
0.5% |
17% |
False |
False |
12,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3514 |
|
2.618 |
1.3308 |
|
1.618 |
1.3182 |
|
1.000 |
1.3104 |
|
0.618 |
1.3056 |
|
HIGH |
1.2978 |
|
0.618 |
1.2930 |
|
0.500 |
1.2915 |
|
0.382 |
1.2900 |
|
LOW |
1.2852 |
|
0.618 |
1.2774 |
|
1.000 |
1.2726 |
|
1.618 |
1.2648 |
|
2.618 |
1.2522 |
|
4.250 |
1.2317 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2915 |
1.2984 |
| PP |
1.2905 |
1.2950 |
| S1 |
1.2894 |
1.2917 |
|