CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3110 |
1.3050 |
-0.0060 |
-0.5% |
1.3031 |
| High |
1.3160 |
1.3067 |
-0.0093 |
-0.7% |
1.3160 |
| Low |
1.3000 |
1.3048 |
0.0048 |
0.4% |
1.3000 |
| Close |
1.3030 |
1.3067 |
0.0037 |
0.3% |
1.3030 |
| Range |
0.0160 |
0.0019 |
-0.0141 |
-88.1% |
0.0160 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
10 |
21 |
11 |
110.0% |
61 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3118 |
1.3111 |
1.3077 |
|
| R3 |
1.3099 |
1.3092 |
1.3072 |
|
| R2 |
1.3080 |
1.3080 |
1.3070 |
|
| R1 |
1.3073 |
1.3073 |
1.3069 |
1.3077 |
| PP |
1.3061 |
1.3061 |
1.3061 |
1.3062 |
| S1 |
1.3054 |
1.3054 |
1.3065 |
1.3058 |
| S2 |
1.3042 |
1.3042 |
1.3064 |
|
| S3 |
1.3023 |
1.3035 |
1.3062 |
|
| S4 |
1.3004 |
1.3016 |
1.3057 |
|
|
| 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 |
1.3148 |
|
2.618 |
1.3117 |
|
1.618 |
1.3098 |
|
1.000 |
1.3086 |
|
0.618 |
1.3079 |
|
HIGH |
1.3067 |
|
0.618 |
1.3060 |
|
0.500 |
1.3058 |
|
0.382 |
1.3055 |
|
LOW |
1.3048 |
|
0.618 |
1.3036 |
|
1.000 |
1.3029 |
|
1.618 |
1.3017 |
|
2.618 |
1.2998 |
|
4.250 |
1.2967 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3064 |
1.3080 |
| PP |
1.3061 |
1.3076 |
| S1 |
1.3058 |
1.3071 |
|