CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3045 |
1.2975 |
-0.0070 |
-0.5% |
1.3195 |
| High |
1.3072 |
1.3119 |
0.0047 |
0.4% |
1.3321 |
| Low |
1.2965 |
1.2974 |
0.0009 |
0.1% |
1.2967 |
| Close |
1.2996 |
1.3108 |
0.0112 |
0.9% |
1.3020 |
| Range |
0.0107 |
0.0145 |
0.0038 |
35.5% |
0.0354 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
2.2% |
0.0000 |
| Volume |
220,283 |
387,020 |
166,737 |
75.7% |
1,861,663 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3502 |
1.3450 |
1.3188 |
|
| R3 |
1.3357 |
1.3305 |
1.3148 |
|
| R2 |
1.3212 |
1.3212 |
1.3135 |
|
| R1 |
1.3160 |
1.3160 |
1.3121 |
1.3186 |
| PP |
1.3067 |
1.3067 |
1.3067 |
1.3080 |
| S1 |
1.3015 |
1.3015 |
1.3095 |
1.3041 |
| S2 |
1.2922 |
1.2922 |
1.3081 |
|
| S3 |
1.2777 |
1.2870 |
1.3068 |
|
| S4 |
1.2632 |
1.2725 |
1.3028 |
|
|
| 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 |
1.3119 |
1.2965 |
0.0154 |
1.2% |
0.0101 |
0.8% |
93% |
True |
False |
271,203 |
| 10 |
1.3321 |
1.2965 |
0.0356 |
2.7% |
0.0120 |
0.9% |
40% |
False |
False |
317,559 |
| 20 |
1.3581 |
1.2965 |
0.0616 |
4.7% |
0.0118 |
0.9% |
23% |
False |
False |
304,847 |
| 40 |
1.3715 |
1.2965 |
0.0750 |
5.7% |
0.0113 |
0.9% |
19% |
False |
False |
298,677 |
| 60 |
1.3715 |
1.2900 |
0.0815 |
6.2% |
0.0105 |
0.8% |
26% |
False |
False |
251,695 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0098 |
0.7% |
41% |
False |
False |
189,439 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0093 |
0.7% |
41% |
False |
False |
151,584 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
41% |
False |
False |
126,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3735 |
|
2.618 |
1.3499 |
|
1.618 |
1.3354 |
|
1.000 |
1.3264 |
|
0.618 |
1.3209 |
|
HIGH |
1.3119 |
|
0.618 |
1.3064 |
|
0.500 |
1.3047 |
|
0.382 |
1.3029 |
|
LOW |
1.2974 |
|
0.618 |
1.2884 |
|
1.000 |
1.2829 |
|
1.618 |
1.2739 |
|
2.618 |
1.2594 |
|
4.250 |
1.2358 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3088 |
1.3086 |
| PP |
1.3067 |
1.3064 |
| S1 |
1.3047 |
1.3042 |
|