CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2938 |
1.3050 |
0.0112 |
0.9% |
1.2950 |
| High |
1.3028 |
1.3050 |
0.0022 |
0.2% |
1.3028 |
| Low |
1.2938 |
1.2862 |
-0.0076 |
-0.6% |
1.2888 |
| Close |
1.3012 |
1.2891 |
-0.0121 |
-0.9% |
1.3012 |
| Range |
0.0090 |
0.0188 |
0.0098 |
108.9% |
0.0140 |
| ATR |
0.0075 |
0.0083 |
0.0008 |
10.7% |
0.0000 |
| Volume |
3 |
16 |
13 |
433.3% |
62 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3498 |
1.3383 |
1.2994 |
|
| R3 |
1.3310 |
1.3195 |
1.2943 |
|
| R2 |
1.3122 |
1.3122 |
1.2925 |
|
| R1 |
1.3007 |
1.3007 |
1.2908 |
1.2971 |
| PP |
1.2934 |
1.2934 |
1.2934 |
1.2916 |
| S1 |
1.2819 |
1.2819 |
1.2874 |
1.2783 |
| S2 |
1.2746 |
1.2746 |
1.2857 |
|
| S3 |
1.2558 |
1.2631 |
1.2839 |
|
| S4 |
1.2370 |
1.2443 |
1.2788 |
|
|
| 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 |
1.3849 |
|
2.618 |
1.3542 |
|
1.618 |
1.3354 |
|
1.000 |
1.3238 |
|
0.618 |
1.3166 |
|
HIGH |
1.3050 |
|
0.618 |
1.2978 |
|
0.500 |
1.2956 |
|
0.382 |
1.2934 |
|
LOW |
1.2862 |
|
0.618 |
1.2746 |
|
1.000 |
1.2674 |
|
1.618 |
1.2558 |
|
2.618 |
1.2370 |
|
4.250 |
1.2063 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2956 |
1.2956 |
| PP |
1.2934 |
1.2934 |
| S1 |
1.2913 |
1.2913 |
|