CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3082 |
1.3080 |
-0.0002 |
0.0% |
1.3246 |
| High |
1.3082 |
1.3080 |
-0.0002 |
0.0% |
1.3320 |
| Low |
1.3060 |
1.3025 |
-0.0035 |
-0.3% |
1.3050 |
| Close |
1.3071 |
1.3025 |
-0.0046 |
-0.4% |
1.3050 |
| Range |
0.0022 |
0.0055 |
0.0033 |
150.0% |
0.0270 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
33 |
8 |
-25 |
-75.8% |
24 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3208 |
1.3172 |
1.3055 |
|
| R3 |
1.3153 |
1.3117 |
1.3040 |
|
| R2 |
1.3098 |
1.3098 |
1.3035 |
|
| R1 |
1.3062 |
1.3062 |
1.3030 |
1.3053 |
| PP |
1.3043 |
1.3043 |
1.3043 |
1.3039 |
| S1 |
1.3007 |
1.3007 |
1.3020 |
1.2998 |
| S2 |
1.2988 |
1.2988 |
1.3015 |
|
| S3 |
1.2933 |
1.2952 |
1.3010 |
|
| S4 |
1.2878 |
1.2897 |
1.2995 |
|
|
| 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 |
1.3314 |
|
2.618 |
1.3224 |
|
1.618 |
1.3169 |
|
1.000 |
1.3135 |
|
0.618 |
1.3114 |
|
HIGH |
1.3080 |
|
0.618 |
1.3059 |
|
0.500 |
1.3053 |
|
0.382 |
1.3046 |
|
LOW |
1.3025 |
|
0.618 |
1.2991 |
|
1.000 |
1.2970 |
|
1.618 |
1.2936 |
|
2.618 |
1.2881 |
|
4.250 |
1.2791 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3053 |
1.3052 |
| PP |
1.3043 |
1.3043 |
| S1 |
1.3034 |
1.3034 |
|