CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3050 |
1.3031 |
-0.0019 |
-0.1% |
1.3246 |
| High |
1.3050 |
1.3057 |
0.0007 |
0.1% |
1.3320 |
| Low |
1.3050 |
1.3021 |
-0.0029 |
-0.2% |
1.3050 |
| Close |
1.3050 |
1.3057 |
0.0007 |
0.1% |
1.3050 |
| Range |
0.0000 |
0.0036 |
0.0036 |
|
0.0270 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
24 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3153 |
1.3141 |
1.3077 |
|
| R3 |
1.3117 |
1.3105 |
1.3067 |
|
| R2 |
1.3081 |
1.3081 |
1.3064 |
|
| R1 |
1.3069 |
1.3069 |
1.3060 |
1.3075 |
| PP |
1.3045 |
1.3045 |
1.3045 |
1.3048 |
| S1 |
1.3033 |
1.3033 |
1.3054 |
1.3039 |
| S2 |
1.3009 |
1.3009 |
1.3050 |
|
| S3 |
1.2973 |
1.2997 |
1.3047 |
|
| S4 |
1.2937 |
1.2961 |
1.3037 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3950 |
1.3770 |
1.3199 |
|
| R3 |
1.3680 |
1.3500 |
1.3124 |
|
| R2 |
1.3410 |
1.3410 |
1.3100 |
|
| R1 |
1.3230 |
1.3230 |
1.3075 |
1.3185 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3118 |
| S1 |
1.2960 |
1.2960 |
1.3025 |
1.2915 |
| S2 |
1.2870 |
1.2870 |
1.3001 |
|
| S3 |
1.2600 |
1.2690 |
1.2976 |
|
| S4 |
1.2330 |
1.2420 |
1.2902 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3210 |
|
2.618 |
1.3151 |
|
1.618 |
1.3115 |
|
1.000 |
1.3093 |
|
0.618 |
1.3079 |
|
HIGH |
1.3057 |
|
0.618 |
1.3043 |
|
0.500 |
1.3039 |
|
0.382 |
1.3035 |
|
LOW |
1.3021 |
|
0.618 |
1.2999 |
|
1.000 |
1.2985 |
|
1.618 |
1.2963 |
|
2.618 |
1.2927 |
|
4.250 |
1.2868 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3051 |
1.3098 |
| PP |
1.3045 |
1.3084 |
| S1 |
1.3039 |
1.3071 |
|