CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3077 |
1.3110 |
0.0033 |
0.3% |
1.3031 |
| High |
1.3142 |
1.3160 |
0.0018 |
0.1% |
1.3160 |
| Low |
1.3077 |
1.3000 |
-0.0077 |
-0.6% |
1.3000 |
| Close |
1.3135 |
1.3030 |
-0.0105 |
-0.8% |
1.3030 |
| Range |
0.0065 |
0.0160 |
0.0095 |
146.2% |
0.0160 |
| ATR |
0.0071 |
0.0078 |
0.0006 |
8.9% |
0.0000 |
| Volume |
4 |
10 |
6 |
150.0% |
61 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3543 |
1.3447 |
1.3118 |
|
| R3 |
1.3383 |
1.3287 |
1.3074 |
|
| R2 |
1.3223 |
1.3223 |
1.3059 |
|
| R1 |
1.3127 |
1.3127 |
1.3045 |
1.3095 |
| PP |
1.3063 |
1.3063 |
1.3063 |
1.3048 |
| S1 |
1.2967 |
1.2967 |
1.3015 |
1.2935 |
| S2 |
1.2903 |
1.2903 |
1.3001 |
|
| S3 |
1.2743 |
1.2807 |
1.2986 |
|
| S4 |
1.2583 |
1.2647 |
1.2942 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3543 |
1.3447 |
1.3118 |
|
| R3 |
1.3383 |
1.3287 |
1.3074 |
|
| R2 |
1.3223 |
1.3223 |
1.3059 |
|
| R1 |
1.3127 |
1.3127 |
1.3045 |
1.3095 |
| PP |
1.3063 |
1.3063 |
1.3063 |
1.3048 |
| S1 |
1.2967 |
1.2967 |
1.3015 |
1.2935 |
| S2 |
1.2903 |
1.2903 |
1.3001 |
|
| S3 |
1.2743 |
1.2807 |
1.2986 |
|
| S4 |
1.2583 |
1.2647 |
1.2942 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3840 |
|
2.618 |
1.3579 |
|
1.618 |
1.3419 |
|
1.000 |
1.3320 |
|
0.618 |
1.3259 |
|
HIGH |
1.3160 |
|
0.618 |
1.3099 |
|
0.500 |
1.3080 |
|
0.382 |
1.3061 |
|
LOW |
1.3000 |
|
0.618 |
1.2901 |
|
1.000 |
1.2840 |
|
1.618 |
1.2741 |
|
2.618 |
1.2581 |
|
4.250 |
1.2320 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3080 |
1.3080 |
| PP |
1.3063 |
1.3063 |
| S1 |
1.3047 |
1.3047 |
|