CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2884 |
1.2870 |
-0.0014 |
-0.1% |
1.2950 |
| High |
1.2884 |
1.2877 |
-0.0007 |
-0.1% |
1.3028 |
| Low |
1.2884 |
1.2795 |
-0.0089 |
-0.7% |
1.2888 |
| Close |
1.2884 |
1.2803 |
-0.0081 |
-0.6% |
1.3012 |
| Range |
0.0000 |
0.0082 |
0.0082 |
|
0.0140 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.0% |
0.0000 |
| Volume |
7 |
2 |
-5 |
-71.4% |
62 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3071 |
1.3019 |
1.2848 |
|
| R3 |
1.2989 |
1.2937 |
1.2826 |
|
| R2 |
1.2907 |
1.2907 |
1.2818 |
|
| R1 |
1.2855 |
1.2855 |
1.2811 |
1.2840 |
| PP |
1.2825 |
1.2825 |
1.2825 |
1.2818 |
| S1 |
1.2773 |
1.2773 |
1.2795 |
1.2758 |
| S2 |
1.2743 |
1.2743 |
1.2788 |
|
| S3 |
1.2661 |
1.2691 |
1.2780 |
|
| S4 |
1.2579 |
1.2609 |
1.2758 |
|
|
| 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 |
1.3226 |
|
2.618 |
1.3092 |
|
1.618 |
1.3010 |
|
1.000 |
1.2959 |
|
0.618 |
1.2928 |
|
HIGH |
1.2877 |
|
0.618 |
1.2846 |
|
0.500 |
1.2836 |
|
0.382 |
1.2826 |
|
LOW |
1.2795 |
|
0.618 |
1.2744 |
|
1.000 |
1.2713 |
|
1.618 |
1.2662 |
|
2.618 |
1.2580 |
|
4.250 |
1.2447 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2836 |
1.2923 |
| PP |
1.2825 |
1.2883 |
| S1 |
1.2814 |
1.2843 |
|