CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3080 |
1.3077 |
-0.0003 |
0.0% |
1.3246 |
| High |
1.3080 |
1.3142 |
0.0062 |
0.5% |
1.3320 |
| Low |
1.3025 |
1.3077 |
0.0052 |
0.4% |
1.3050 |
| Close |
1.3025 |
1.3135 |
0.0110 |
0.8% |
1.3050 |
| Range |
0.0055 |
0.0065 |
0.0010 |
18.2% |
0.0270 |
| ATR |
0.0068 |
0.0071 |
0.0004 |
5.2% |
0.0000 |
| Volume |
8 |
4 |
-4 |
-50.0% |
24 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3313 |
1.3289 |
1.3171 |
|
| R3 |
1.3248 |
1.3224 |
1.3153 |
|
| R2 |
1.3183 |
1.3183 |
1.3147 |
|
| R1 |
1.3159 |
1.3159 |
1.3141 |
1.3171 |
| PP |
1.3118 |
1.3118 |
1.3118 |
1.3124 |
| S1 |
1.3094 |
1.3094 |
1.3129 |
1.3106 |
| S2 |
1.3053 |
1.3053 |
1.3123 |
|
| S3 |
1.2988 |
1.3029 |
1.3117 |
|
| S4 |
1.2923 |
1.2964 |
1.3099 |
|
|
| 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 |
1.3418 |
|
2.618 |
1.3312 |
|
1.618 |
1.3247 |
|
1.000 |
1.3207 |
|
0.618 |
1.3182 |
|
HIGH |
1.3142 |
|
0.618 |
1.3117 |
|
0.500 |
1.3110 |
|
0.382 |
1.3102 |
|
LOW |
1.3077 |
|
0.618 |
1.3037 |
|
1.000 |
1.3012 |
|
1.618 |
1.2972 |
|
2.618 |
1.2907 |
|
4.250 |
1.2801 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3127 |
1.3118 |
| PP |
1.3118 |
1.3101 |
| S1 |
1.3110 |
1.3084 |
|