CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2877 |
1.2951 |
0.0074 |
0.6% |
1.3008 |
| High |
1.2988 |
1.2964 |
-0.0024 |
-0.2% |
1.3115 |
| Low |
1.2866 |
1.2887 |
0.0021 |
0.2% |
1.2918 |
| Close |
1.2954 |
1.2924 |
-0.0030 |
-0.2% |
1.3062 |
| Range |
0.0122 |
0.0077 |
-0.0045 |
-36.9% |
0.0197 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
319,590 |
314,672 |
-4,918 |
-1.5% |
583,247 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3156 |
1.3117 |
1.2966 |
|
| R3 |
1.3079 |
1.3040 |
1.2945 |
|
| R2 |
1.3002 |
1.3002 |
1.2938 |
|
| R1 |
1.2963 |
1.2963 |
1.2931 |
1.2944 |
| PP |
1.2925 |
1.2925 |
1.2925 |
1.2916 |
| S1 |
1.2886 |
1.2886 |
1.2917 |
1.2867 |
| S2 |
1.2848 |
1.2848 |
1.2910 |
|
| S3 |
1.2771 |
1.2809 |
1.2903 |
|
| S4 |
1.2694 |
1.2732 |
1.2882 |
|
|
| 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% |
0.0109 |
0.8% |
27% |
False |
False |
329,882 |
| 10 |
1.3143 |
1.2852 |
0.0291 |
2.3% |
0.0115 |
0.9% |
25% |
False |
False |
199,897 |
| 20 |
1.3325 |
1.2852 |
0.0473 |
3.7% |
0.0116 |
0.9% |
15% |
False |
False |
102,914 |
| 40 |
1.3731 |
1.2852 |
0.0879 |
6.8% |
0.0110 |
0.9% |
8% |
False |
False |
51,720 |
| 60 |
1.3731 |
1.2852 |
0.0879 |
6.8% |
0.0103 |
0.8% |
8% |
False |
False |
34,548 |
| 80 |
1.3731 |
1.2852 |
0.0879 |
6.8% |
0.0089 |
0.7% |
8% |
False |
False |
25,924 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0080 |
0.6% |
21% |
False |
False |
20,743 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0069 |
0.5% |
21% |
False |
False |
17,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3291 |
|
2.618 |
1.3166 |
|
1.618 |
1.3089 |
|
1.000 |
1.3041 |
|
0.618 |
1.3012 |
|
HIGH |
1.2964 |
|
0.618 |
1.2935 |
|
0.500 |
1.2926 |
|
0.382 |
1.2916 |
|
LOW |
1.2887 |
|
0.618 |
1.2839 |
|
1.000 |
1.2810 |
|
1.618 |
1.2762 |
|
2.618 |
1.2685 |
|
4.250 |
1.2560 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2926 |
1.2923 |
| PP |
1.2925 |
1.2921 |
| S1 |
1.2925 |
1.2920 |
|