CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3052 |
1.3083 |
0.0031 |
0.2% |
1.3031 |
| High |
1.3053 |
1.3089 |
0.0036 |
0.3% |
1.3160 |
| Low |
1.3052 |
1.2967 |
-0.0085 |
-0.7% |
1.3000 |
| Close |
1.3053 |
1.2987 |
-0.0066 |
-0.5% |
1.3030 |
| Range |
0.0001 |
0.0122 |
0.0121 |
12,100.0% |
0.0160 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.2% |
0.0000 |
| Volume |
37 |
22 |
-15 |
-40.5% |
61 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3380 |
1.3306 |
1.3054 |
|
| R3 |
1.3258 |
1.3184 |
1.3021 |
|
| R2 |
1.3136 |
1.3136 |
1.3009 |
|
| R1 |
1.3062 |
1.3062 |
1.2998 |
1.3038 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.3003 |
| S1 |
1.2940 |
1.2940 |
1.2976 |
1.2916 |
| S2 |
1.2892 |
1.2892 |
1.2965 |
|
| S3 |
1.2770 |
1.2818 |
1.2953 |
|
| S4 |
1.2648 |
1.2696 |
1.2920 |
|
|
| 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 |
1.3608 |
|
2.618 |
1.3408 |
|
1.618 |
1.3286 |
|
1.000 |
1.3211 |
|
0.618 |
1.3164 |
|
HIGH |
1.3089 |
|
0.618 |
1.3042 |
|
0.500 |
1.3028 |
|
0.382 |
1.3014 |
|
LOW |
1.2967 |
|
0.618 |
1.2892 |
|
1.000 |
1.2845 |
|
1.618 |
1.2770 |
|
2.618 |
1.2648 |
|
4.250 |
1.2449 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3028 |
1.3028 |
| PP |
1.3014 |
1.3014 |
| S1 |
1.3001 |
1.3001 |
|