CME Euro FX (E) Future December 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.3031 |
1.3082 |
0.0051 |
0.4% |
1.3246 |
High |
1.3057 |
1.3082 |
0.0025 |
0.2% |
1.3320 |
Low |
1.3021 |
1.3060 |
0.0039 |
0.3% |
1.3050 |
Close |
1.3057 |
1.3071 |
0.0014 |
0.1% |
1.3050 |
Range |
0.0036 |
0.0022 |
-0.0014 |
-38.9% |
0.0270 |
ATR |
0.0072 |
0.0069 |
-0.0003 |
-4.7% |
0.0000 |
Volume |
6 |
33 |
27 |
450.0% |
24 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3137 |
1.3126 |
1.3083 |
|
R3 |
1.3115 |
1.3104 |
1.3077 |
|
R2 |
1.3093 |
1.3093 |
1.3075 |
|
R1 |
1.3082 |
1.3082 |
1.3073 |
1.3077 |
PP |
1.3071 |
1.3071 |
1.3071 |
1.3068 |
S1 |
1.3060 |
1.3060 |
1.3069 |
1.3055 |
S2 |
1.3049 |
1.3049 |
1.3067 |
|
S3 |
1.3027 |
1.3038 |
1.3065 |
|
S4 |
1.3005 |
1.3016 |
1.3059 |
|
|
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 |
1.3176 |
2.618 |
1.3140 |
1.618 |
1.3118 |
1.000 |
1.3104 |
0.618 |
1.3096 |
HIGH |
1.3082 |
0.618 |
1.3074 |
0.500 |
1.3071 |
0.382 |
1.3068 |
LOW |
1.3060 |
0.618 |
1.3046 |
1.000 |
1.3038 |
1.618 |
1.3024 |
2.618 |
1.3002 |
4.250 |
1.2967 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3071 |
1.3065 |
PP |
1.3071 |
1.3058 |
S1 |
1.3071 |
1.3052 |
|