CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2951 |
1.2926 |
-0.0025 |
-0.2% |
1.2970 |
| High |
1.2969 |
1.3020 |
0.0051 |
0.4% |
1.3020 |
| Low |
1.2906 |
1.2914 |
0.0008 |
0.1% |
1.2870 |
| Close |
1.2934 |
1.3000 |
0.0066 |
0.5% |
1.3000 |
| Range |
0.0063 |
0.0106 |
0.0043 |
68.3% |
0.0150 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.2% |
0.0000 |
| Volume |
302 |
210 |
-92 |
-30.5% |
1,014 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3296 |
1.3254 |
1.3058 |
|
| R3 |
1.3190 |
1.3148 |
1.3029 |
|
| R2 |
1.3084 |
1.3084 |
1.3019 |
|
| R1 |
1.3042 |
1.3042 |
1.3010 |
1.3063 |
| PP |
1.2978 |
1.2978 |
1.2978 |
1.2989 |
| S1 |
1.2936 |
1.2936 |
1.2990 |
1.2957 |
| S2 |
1.2872 |
1.2872 |
1.2981 |
|
| S3 |
1.2766 |
1.2830 |
1.2971 |
|
| S4 |
1.2660 |
1.2724 |
1.2942 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3413 |
1.3357 |
1.3083 |
|
| R3 |
1.3263 |
1.3207 |
1.3041 |
|
| R2 |
1.3113 |
1.3113 |
1.3028 |
|
| R1 |
1.3057 |
1.3057 |
1.3014 |
1.3085 |
| PP |
1.2963 |
1.2963 |
1.2963 |
1.2978 |
| S1 |
1.2907 |
1.2907 |
1.2986 |
1.2935 |
| S2 |
1.2813 |
1.2813 |
1.2973 |
|
| S3 |
1.2663 |
1.2757 |
1.2959 |
|
| S4 |
1.2513 |
1.2607 |
1.2918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3020 |
1.2870 |
0.0150 |
1.2% |
0.0096 |
0.7% |
87% |
True |
False |
202 |
| 10 |
1.3110 |
1.2870 |
0.0240 |
1.8% |
0.0086 |
0.7% |
54% |
False |
False |
128 |
| 20 |
1.3307 |
1.2870 |
0.0437 |
3.4% |
0.0091 |
0.7% |
30% |
False |
False |
79 |
| 40 |
1.3700 |
1.2870 |
0.0830 |
6.4% |
0.0070 |
0.5% |
16% |
False |
False |
45 |
| 60 |
1.3700 |
1.2870 |
0.0830 |
6.4% |
0.0053 |
0.4% |
16% |
False |
False |
32 |
| 80 |
1.3700 |
1.2870 |
0.0830 |
6.4% |
0.0048 |
0.4% |
16% |
False |
False |
25 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0041 |
0.3% |
26% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3471 |
|
2.618 |
1.3298 |
|
1.618 |
1.3192 |
|
1.000 |
1.3126 |
|
0.618 |
1.3086 |
|
HIGH |
1.3020 |
|
0.618 |
1.2980 |
|
0.500 |
1.2967 |
|
0.382 |
1.2954 |
|
LOW |
1.2914 |
|
0.618 |
1.2848 |
|
1.000 |
1.2808 |
|
1.618 |
1.2742 |
|
2.618 |
1.2636 |
|
4.250 |
1.2464 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2989 |
1.2983 |
| PP |
1.2978 |
1.2966 |
| S1 |
1.2967 |
1.2949 |
|