CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3026 |
1.3045 |
0.0019 |
0.1% |
1.3021 |
| High |
1.3059 |
1.3054 |
-0.0005 |
0.0% |
1.3150 |
| Low |
1.3012 |
1.3023 |
0.0011 |
0.1% |
1.2981 |
| Close |
1.3059 |
1.3044 |
-0.0015 |
-0.1% |
1.3020 |
| Range |
0.0047 |
0.0031 |
-0.0016 |
-34.0% |
0.0169 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
103 |
25 |
-78 |
-75.7% |
163 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3133 |
1.3120 |
1.3061 |
|
| R3 |
1.3102 |
1.3089 |
1.3053 |
|
| R2 |
1.3071 |
1.3071 |
1.3050 |
|
| R1 |
1.3058 |
1.3058 |
1.3047 |
1.3049 |
| PP |
1.3040 |
1.3040 |
1.3040 |
1.3036 |
| S1 |
1.3027 |
1.3027 |
1.3041 |
1.3018 |
| S2 |
1.3009 |
1.3009 |
1.3038 |
|
| S3 |
1.2978 |
1.2996 |
1.3035 |
|
| S4 |
1.2947 |
1.2965 |
1.3027 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3557 |
1.3458 |
1.3113 |
|
| R3 |
1.3388 |
1.3289 |
1.3066 |
|
| R2 |
1.3219 |
1.3219 |
1.3051 |
|
| R1 |
1.3120 |
1.3120 |
1.3035 |
1.3085 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3033 |
| S1 |
1.2951 |
1.2951 |
1.3005 |
1.2916 |
| S2 |
1.2881 |
1.2881 |
1.2989 |
|
| S3 |
1.2712 |
1.2782 |
1.2974 |
|
| S4 |
1.2543 |
1.2613 |
1.2927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3150 |
1.2981 |
0.0169 |
1.3% |
0.0087 |
0.7% |
37% |
False |
False |
34 |
| 10 |
1.3150 |
1.2981 |
0.0169 |
1.3% |
0.0072 |
0.6% |
37% |
False |
False |
34 |
| 20 |
1.3528 |
1.2981 |
0.0547 |
4.2% |
0.0073 |
0.6% |
12% |
False |
False |
27 |
| 40 |
1.3700 |
1.2981 |
0.0719 |
5.5% |
0.0056 |
0.4% |
9% |
False |
False |
19 |
| 60 |
1.3700 |
1.2981 |
0.0719 |
5.5% |
0.0044 |
0.3% |
9% |
False |
False |
13 |
| 80 |
1.3700 |
1.2776 |
0.0924 |
7.1% |
0.0041 |
0.3% |
29% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3186 |
|
2.618 |
1.3135 |
|
1.618 |
1.3104 |
|
1.000 |
1.3085 |
|
0.618 |
1.3073 |
|
HIGH |
1.3054 |
|
0.618 |
1.3042 |
|
0.500 |
1.3039 |
|
0.382 |
1.3035 |
|
LOW |
1.3023 |
|
0.618 |
1.3004 |
|
1.000 |
1.2992 |
|
1.618 |
1.2973 |
|
2.618 |
1.2942 |
|
4.250 |
1.2891 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3042 |
1.3066 |
| PP |
1.3040 |
1.3058 |
| S1 |
1.3039 |
1.3051 |
|