CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2950 |
1.2902 |
-0.0048 |
-0.4% |
1.3050 |
| High |
1.2950 |
1.2976 |
0.0026 |
0.2% |
1.3100 |
| Low |
1.2888 |
1.2902 |
0.0014 |
0.1% |
1.2967 |
| Close |
1.2904 |
1.2973 |
0.0069 |
0.5% |
1.3081 |
| Range |
0.0062 |
0.0074 |
0.0012 |
19.4% |
0.0133 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
4 |
5 |
1 |
25.0% |
104 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3172 |
1.3147 |
1.3014 |
|
| R3 |
1.3098 |
1.3073 |
1.2993 |
|
| R2 |
1.3024 |
1.3024 |
1.2987 |
|
| R1 |
1.2999 |
1.2999 |
1.2980 |
1.3012 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2957 |
| S1 |
1.2925 |
1.2925 |
1.2966 |
1.2938 |
| S2 |
1.2876 |
1.2876 |
1.2959 |
|
| S3 |
1.2802 |
1.2851 |
1.2953 |
|
| S4 |
1.2728 |
1.2777 |
1.2932 |
|
|
| 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 |
1.3291 |
|
2.618 |
1.3170 |
|
1.618 |
1.3096 |
|
1.000 |
1.3050 |
|
0.618 |
1.3022 |
|
HIGH |
1.2976 |
|
0.618 |
1.2948 |
|
0.500 |
1.2939 |
|
0.382 |
1.2930 |
|
LOW |
1.2902 |
|
0.618 |
1.2856 |
|
1.000 |
1.2828 |
|
1.618 |
1.2782 |
|
2.618 |
1.2708 |
|
4.250 |
1.2588 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2962 |
1.2964 |
| PP |
1.2950 |
1.2955 |
| S1 |
1.2939 |
1.2946 |
|