CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2866 |
1.2786 |
-0.0080 |
-0.6% |
1.2935 |
| High |
1.2874 |
1.2852 |
-0.0022 |
-0.2% |
1.3019 |
| Low |
1.2758 |
1.2762 |
0.0004 |
0.0% |
1.2852 |
| Close |
1.2782 |
1.2823 |
0.0041 |
0.3% |
1.2991 |
| Range |
0.0116 |
0.0090 |
-0.0026 |
-22.4% |
0.0167 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
289,448 |
270,700 |
-18,748 |
-6.5% |
1,689,770 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3082 |
1.3043 |
1.2873 |
|
| R3 |
1.2992 |
1.2953 |
1.2848 |
|
| R2 |
1.2902 |
1.2902 |
1.2840 |
|
| R1 |
1.2863 |
1.2863 |
1.2831 |
1.2883 |
| PP |
1.2812 |
1.2812 |
1.2812 |
1.2822 |
| S1 |
1.2773 |
1.2773 |
1.2815 |
1.2793 |
| S2 |
1.2722 |
1.2722 |
1.2807 |
|
| S3 |
1.2632 |
1.2683 |
1.2798 |
|
| S4 |
1.2542 |
1.2593 |
1.2774 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3455 |
1.3390 |
1.3083 |
|
| R3 |
1.3288 |
1.3223 |
1.3037 |
|
| R2 |
1.3121 |
1.3121 |
1.3022 |
|
| R1 |
1.3056 |
1.3056 |
1.3006 |
1.3089 |
| PP |
1.2954 |
1.2954 |
1.2954 |
1.2970 |
| S1 |
1.2889 |
1.2889 |
1.2976 |
1.2922 |
| S2 |
1.2787 |
1.2787 |
1.2960 |
|
| S3 |
1.2620 |
1.2722 |
1.2945 |
|
| S4 |
1.2453 |
1.2555 |
1.2899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3094 |
1.2758 |
0.0336 |
2.6% |
0.0130 |
1.0% |
19% |
False |
False |
304,198 |
| 10 |
1.3115 |
1.2758 |
0.0357 |
2.8% |
0.0120 |
0.9% |
18% |
False |
False |
317,040 |
| 20 |
1.3143 |
1.2758 |
0.0385 |
3.0% |
0.0115 |
0.9% |
17% |
False |
False |
178,436 |
| 40 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0116 |
0.9% |
7% |
False |
False |
89,710 |
| 60 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0108 |
0.8% |
7% |
False |
False |
59,892 |
| 80 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0096 |
0.8% |
7% |
False |
False |
44,936 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
8.0% |
0.0086 |
0.7% |
11% |
False |
False |
35,953 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
8.0% |
0.0074 |
0.6% |
11% |
False |
False |
29,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3235 |
|
2.618 |
1.3088 |
|
1.618 |
1.2998 |
|
1.000 |
1.2942 |
|
0.618 |
1.2908 |
|
HIGH |
1.2852 |
|
0.618 |
1.2818 |
|
0.500 |
1.2807 |
|
0.382 |
1.2796 |
|
LOW |
1.2762 |
|
0.618 |
1.2706 |
|
1.000 |
1.2672 |
|
1.618 |
1.2616 |
|
2.618 |
1.2526 |
|
4.250 |
1.2380 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2818 |
1.2829 |
| PP |
1.2812 |
1.2827 |
| S1 |
1.2807 |
1.2825 |
|