CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3028 |
1.3045 |
0.0017 |
0.1% |
1.3195 |
| High |
1.3076 |
1.3072 |
-0.0004 |
0.0% |
1.3321 |
| Low |
1.3011 |
1.2965 |
-0.0046 |
-0.4% |
1.2967 |
| Close |
1.3042 |
1.2996 |
-0.0046 |
-0.4% |
1.3020 |
| Range |
0.0065 |
0.0107 |
0.0042 |
64.6% |
0.0354 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
212,788 |
220,283 |
7,495 |
3.5% |
1,861,663 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3332 |
1.3271 |
1.3055 |
|
| R3 |
1.3225 |
1.3164 |
1.3025 |
|
| R2 |
1.3118 |
1.3118 |
1.3016 |
|
| R1 |
1.3057 |
1.3057 |
1.3006 |
1.3034 |
| PP |
1.3011 |
1.3011 |
1.3011 |
1.3000 |
| S1 |
1.2950 |
1.2950 |
1.2986 |
1.2927 |
| S2 |
1.2904 |
1.2904 |
1.2976 |
|
| S3 |
1.2797 |
1.2843 |
1.2967 |
|
| S4 |
1.2690 |
1.2736 |
1.2937 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4165 |
1.3946 |
1.3215 |
|
| R3 |
1.3811 |
1.3592 |
1.3117 |
|
| R2 |
1.3457 |
1.3457 |
1.3085 |
|
| R1 |
1.3238 |
1.3238 |
1.3052 |
1.3171 |
| PP |
1.3103 |
1.3103 |
1.3103 |
1.3069 |
| S1 |
1.2884 |
1.2884 |
1.2988 |
1.2817 |
| S2 |
1.2749 |
1.2749 |
1.2955 |
|
| S3 |
1.2395 |
1.2530 |
1.2923 |
|
| S4 |
1.2041 |
1.2176 |
1.2825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3164 |
1.2965 |
0.0199 |
1.5% |
0.0093 |
0.7% |
16% |
False |
True |
250,142 |
| 10 |
1.3321 |
1.2965 |
0.0356 |
2.7% |
0.0118 |
0.9% |
9% |
False |
True |
315,688 |
| 20 |
1.3600 |
1.2965 |
0.0635 |
4.9% |
0.0116 |
0.9% |
5% |
False |
True |
299,358 |
| 40 |
1.3715 |
1.2965 |
0.0750 |
5.8% |
0.0112 |
0.9% |
4% |
False |
True |
294,703 |
| 60 |
1.3715 |
1.2892 |
0.0823 |
6.3% |
0.0104 |
0.8% |
13% |
False |
False |
245,470 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0097 |
0.7% |
31% |
False |
False |
184,605 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0092 |
0.7% |
31% |
False |
False |
147,715 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0092 |
0.7% |
31% |
False |
False |
123,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3527 |
|
2.618 |
1.3352 |
|
1.618 |
1.3245 |
|
1.000 |
1.3179 |
|
0.618 |
1.3138 |
|
HIGH |
1.3072 |
|
0.618 |
1.3031 |
|
0.500 |
1.3019 |
|
0.382 |
1.3006 |
|
LOW |
1.2965 |
|
0.618 |
1.2899 |
|
1.000 |
1.2858 |
|
1.618 |
1.2792 |
|
2.618 |
1.2685 |
|
4.250 |
1.2510 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3019 |
1.3021 |
| PP |
1.3011 |
1.3012 |
| S1 |
1.3004 |
1.3004 |
|