CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3053 |
1.2950 |
-0.0103 |
-0.8% |
1.3050 |
| High |
1.3100 |
1.3004 |
-0.0096 |
-0.7% |
1.3100 |
| Low |
1.3046 |
1.2950 |
-0.0096 |
-0.7% |
1.2967 |
| Close |
1.3081 |
1.2975 |
-0.0106 |
-0.8% |
1.3081 |
| Range |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0133 |
| ATR |
0.0072 |
0.0077 |
0.0004 |
5.8% |
0.0000 |
| Volume |
5 |
10 |
5 |
100.0% |
104 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3138 |
1.3111 |
1.3005 |
|
| R3 |
1.3084 |
1.3057 |
1.2990 |
|
| R2 |
1.3030 |
1.3030 |
1.2985 |
|
| R1 |
1.3003 |
1.3003 |
1.2980 |
1.3017 |
| PP |
1.2976 |
1.2976 |
1.2976 |
1.2983 |
| S1 |
1.2949 |
1.2949 |
1.2970 |
1.2963 |
| S2 |
1.2922 |
1.2922 |
1.2965 |
|
| S3 |
1.2868 |
1.2895 |
1.2960 |
|
| S4 |
1.2814 |
1.2841 |
1.2945 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3448 |
1.3398 |
1.3154 |
|
| R3 |
1.3315 |
1.3265 |
1.3118 |
|
| R2 |
1.3182 |
1.3182 |
1.3105 |
|
| R1 |
1.3132 |
1.3132 |
1.3093 |
1.3157 |
| PP |
1.3049 |
1.3049 |
1.3049 |
1.3062 |
| S1 |
1.2999 |
1.2999 |
1.3069 |
1.3024 |
| S2 |
1.2916 |
1.2916 |
1.3057 |
|
| S3 |
1.2783 |
1.2866 |
1.3044 |
|
| S4 |
1.2650 |
1.2733 |
1.3008 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3234 |
|
2.618 |
1.3145 |
|
1.618 |
1.3091 |
|
1.000 |
1.3058 |
|
0.618 |
1.3037 |
|
HIGH |
1.3004 |
|
0.618 |
1.2983 |
|
0.500 |
1.2977 |
|
0.382 |
1.2971 |
|
LOW |
1.2950 |
|
0.618 |
1.2917 |
|
1.000 |
1.2896 |
|
1.618 |
1.2863 |
|
2.618 |
1.2809 |
|
4.250 |
1.2721 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2977 |
1.3025 |
| PP |
1.2976 |
1.3008 |
| S1 |
1.2976 |
1.2992 |
|