CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2950 |
1.2950 |
0.0000 |
0.0% |
1.3050 |
| High |
1.3004 |
1.2950 |
-0.0054 |
-0.4% |
1.3100 |
| Low |
1.2950 |
1.2888 |
-0.0062 |
-0.5% |
1.2967 |
| Close |
1.2975 |
1.2904 |
-0.0071 |
-0.5% |
1.3081 |
| Range |
0.0054 |
0.0062 |
0.0008 |
14.8% |
0.0133 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
1.0% |
0.0000 |
| Volume |
10 |
4 |
-6 |
-60.0% |
104 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3100 |
1.3064 |
1.2938 |
|
| R3 |
1.3038 |
1.3002 |
1.2921 |
|
| R2 |
1.2976 |
1.2976 |
1.2915 |
|
| R1 |
1.2940 |
1.2940 |
1.2910 |
1.2927 |
| PP |
1.2914 |
1.2914 |
1.2914 |
1.2908 |
| S1 |
1.2878 |
1.2878 |
1.2898 |
1.2865 |
| S2 |
1.2852 |
1.2852 |
1.2893 |
|
| S3 |
1.2790 |
1.2816 |
1.2887 |
|
| S4 |
1.2728 |
1.2754 |
1.2870 |
|
|
| 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 |
1.3214 |
|
2.618 |
1.3112 |
|
1.618 |
1.3050 |
|
1.000 |
1.3012 |
|
0.618 |
1.2988 |
|
HIGH |
1.2950 |
|
0.618 |
1.2926 |
|
0.500 |
1.2919 |
|
0.382 |
1.2912 |
|
LOW |
1.2888 |
|
0.618 |
1.2850 |
|
1.000 |
1.2826 |
|
1.618 |
1.2788 |
|
2.618 |
1.2726 |
|
4.250 |
1.2625 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2919 |
1.2994 |
| PP |
1.2914 |
1.2964 |
| S1 |
1.2909 |
1.2934 |
|