CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3105 |
1.2996 |
-0.0109 |
-0.8% |
1.3016 |
| High |
1.3135 |
1.3055 |
-0.0080 |
-0.6% |
1.3135 |
| Low |
1.2955 |
1.2980 |
0.0025 |
0.2% |
1.2955 |
| Close |
1.3003 |
1.3042 |
0.0039 |
0.3% |
1.3003 |
| Range |
0.0180 |
0.0075 |
-0.0105 |
-58.3% |
0.0180 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
346,277 |
179,065 |
-167,212 |
-48.3% |
1,377,127 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3251 |
1.3221 |
1.3083 |
|
| R3 |
1.3176 |
1.3146 |
1.3063 |
|
| R2 |
1.3101 |
1.3101 |
1.3056 |
|
| R1 |
1.3071 |
1.3071 |
1.3049 |
1.3086 |
| PP |
1.3026 |
1.3026 |
1.3026 |
1.3033 |
| S1 |
1.2996 |
1.2996 |
1.3035 |
1.3011 |
| S2 |
1.2951 |
1.2951 |
1.3028 |
|
| S3 |
1.2876 |
1.2921 |
1.3021 |
|
| S4 |
1.2801 |
1.2846 |
1.3001 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3571 |
1.3467 |
1.3102 |
|
| R3 |
1.3391 |
1.3287 |
1.3053 |
|
| R2 |
1.3211 |
1.3211 |
1.3036 |
|
| R1 |
1.3107 |
1.3107 |
1.3020 |
1.3069 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3012 |
| S1 |
1.2927 |
1.2927 |
1.2987 |
1.2889 |
| S2 |
1.2851 |
1.2851 |
1.2970 |
|
| S3 |
1.2671 |
1.2747 |
1.2954 |
|
| S4 |
1.2491 |
1.2567 |
1.2904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3135 |
1.2955 |
0.0180 |
1.4% |
0.0114 |
0.9% |
48% |
False |
False |
269,086 |
| 10 |
1.3164 |
1.2955 |
0.0209 |
1.6% |
0.0108 |
0.8% |
42% |
False |
False |
295,825 |
| 20 |
1.3523 |
1.2955 |
0.0568 |
4.4% |
0.0116 |
0.9% |
15% |
False |
False |
294,975 |
| 40 |
1.3715 |
1.2955 |
0.0760 |
5.8% |
0.0112 |
0.9% |
11% |
False |
False |
297,666 |
| 60 |
1.3715 |
1.2955 |
0.0760 |
5.8% |
0.0107 |
0.8% |
11% |
False |
False |
259,130 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0100 |
0.8% |
35% |
False |
False |
195,999 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0094 |
0.7% |
35% |
False |
False |
156,836 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
35% |
False |
False |
130,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3374 |
|
2.618 |
1.3251 |
|
1.618 |
1.3176 |
|
1.000 |
1.3130 |
|
0.618 |
1.3101 |
|
HIGH |
1.3055 |
|
0.618 |
1.3026 |
|
0.500 |
1.3018 |
|
0.382 |
1.3009 |
|
LOW |
1.2980 |
|
0.618 |
1.2934 |
|
1.000 |
1.2905 |
|
1.618 |
1.2859 |
|
2.618 |
1.2784 |
|
4.250 |
1.2661 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3034 |
1.3045 |
| PP |
1.3026 |
1.3044 |
| S1 |
1.3018 |
1.3043 |
|