CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2934 |
1.2938 |
0.0004 |
0.0% |
1.2950 |
| High |
1.2944 |
1.3028 |
0.0084 |
0.6% |
1.3028 |
| Low |
1.2934 |
1.2938 |
0.0004 |
0.0% |
1.2888 |
| Close |
1.2944 |
1.3012 |
0.0068 |
0.5% |
1.3012 |
| Range |
0.0010 |
0.0090 |
0.0080 |
800.0% |
0.0140 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.5% |
0.0000 |
| Volume |
40 |
3 |
-37 |
-92.5% |
62 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3263 |
1.3227 |
1.3062 |
|
| R3 |
1.3173 |
1.3137 |
1.3037 |
|
| R2 |
1.3083 |
1.3083 |
1.3029 |
|
| R1 |
1.3047 |
1.3047 |
1.3020 |
1.3065 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.3002 |
| S1 |
1.2957 |
1.2957 |
1.3004 |
1.2975 |
| S2 |
1.2903 |
1.2903 |
1.2996 |
|
| S3 |
1.2813 |
1.2867 |
1.2987 |
|
| S4 |
1.2723 |
1.2777 |
1.2963 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3396 |
1.3344 |
1.3089 |
|
| R3 |
1.3256 |
1.3204 |
1.3051 |
|
| R2 |
1.3116 |
1.3116 |
1.3038 |
|
| R1 |
1.3064 |
1.3064 |
1.3025 |
1.3090 |
| PP |
1.2976 |
1.2976 |
1.2976 |
1.2989 |
| S1 |
1.2924 |
1.2924 |
1.2999 |
1.2950 |
| S2 |
1.2836 |
1.2836 |
1.2986 |
|
| S3 |
1.2696 |
1.2784 |
1.2974 |
|
| S4 |
1.2556 |
1.2644 |
1.2935 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3411 |
|
2.618 |
1.3264 |
|
1.618 |
1.3174 |
|
1.000 |
1.3118 |
|
0.618 |
1.3084 |
|
HIGH |
1.3028 |
|
0.618 |
1.2994 |
|
0.500 |
1.2983 |
|
0.382 |
1.2972 |
|
LOW |
1.2938 |
|
0.618 |
1.2882 |
|
1.000 |
1.2848 |
|
1.618 |
1.2792 |
|
2.618 |
1.2702 |
|
4.250 |
1.2556 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3002 |
1.2996 |
| PP |
1.2993 |
1.2981 |
| S1 |
1.2983 |
1.2965 |
|