CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3083 |
1.3018 |
-0.0065 |
-0.5% |
1.3031 |
| High |
1.3089 |
1.3034 |
-0.0055 |
-0.4% |
1.3160 |
| Low |
1.2967 |
1.3015 |
0.0048 |
0.4% |
1.3000 |
| Close |
1.2987 |
1.3026 |
0.0039 |
0.3% |
1.3030 |
| Range |
0.0122 |
0.0019 |
-0.0103 |
-84.4% |
0.0160 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
22 |
19 |
-3 |
-13.6% |
61 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3082 |
1.3073 |
1.3036 |
|
| R3 |
1.3063 |
1.3054 |
1.3031 |
|
| R2 |
1.3044 |
1.3044 |
1.3029 |
|
| R1 |
1.3035 |
1.3035 |
1.3028 |
1.3040 |
| PP |
1.3025 |
1.3025 |
1.3025 |
1.3027 |
| S1 |
1.3016 |
1.3016 |
1.3024 |
1.3021 |
| S2 |
1.3006 |
1.3006 |
1.3023 |
|
| S3 |
1.2987 |
1.2997 |
1.3021 |
|
| S4 |
1.2968 |
1.2978 |
1.3016 |
|
|
| 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 |
1.3115 |
|
2.618 |
1.3084 |
|
1.618 |
1.3065 |
|
1.000 |
1.3053 |
|
0.618 |
1.3046 |
|
HIGH |
1.3034 |
|
0.618 |
1.3027 |
|
0.500 |
1.3025 |
|
0.382 |
1.3022 |
|
LOW |
1.3015 |
|
0.618 |
1.3003 |
|
1.000 |
1.2996 |
|
1.618 |
1.2984 |
|
2.618 |
1.2965 |
|
4.250 |
1.2934 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3026 |
1.3028 |
| PP |
1.3025 |
1.3027 |
| S1 |
1.3025 |
1.3027 |
|