CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2996 |
1.3046 |
0.0050 |
0.4% |
1.3016 |
| High |
1.3055 |
1.3076 |
0.0021 |
0.2% |
1.3135 |
| Low |
1.2980 |
1.2991 |
0.0011 |
0.1% |
1.2955 |
| Close |
1.3042 |
1.3027 |
-0.0015 |
-0.1% |
1.3003 |
| Range |
0.0075 |
0.0085 |
0.0010 |
13.3% |
0.0180 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
179,065 |
252,971 |
73,906 |
41.3% |
1,377,127 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3286 |
1.3242 |
1.3074 |
|
| R3 |
1.3201 |
1.3157 |
1.3050 |
|
| R2 |
1.3116 |
1.3116 |
1.3043 |
|
| R1 |
1.3072 |
1.3072 |
1.3035 |
1.3052 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3021 |
| S1 |
1.2987 |
1.2987 |
1.3019 |
1.2967 |
| S2 |
1.2946 |
1.2946 |
1.3011 |
|
| S3 |
1.2861 |
1.2902 |
1.3004 |
|
| S4 |
1.2776 |
1.2817 |
1.2980 |
|
|
| 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% |
0.0118 |
0.9% |
40% |
False |
False |
277,123 |
| 10 |
1.3164 |
1.2955 |
0.0209 |
1.6% |
0.0106 |
0.8% |
34% |
False |
False |
276,211 |
| 20 |
1.3523 |
1.2955 |
0.0568 |
4.4% |
0.0117 |
0.9% |
13% |
False |
False |
296,790 |
| 40 |
1.3715 |
1.2955 |
0.0760 |
5.8% |
0.0112 |
0.9% |
9% |
False |
False |
296,293 |
| 60 |
1.3715 |
1.2955 |
0.0760 |
5.8% |
0.0106 |
0.8% |
9% |
False |
False |
261,713 |
| 80 |
1.3715 |
1.2713 |
0.1002 |
7.7% |
0.0100 |
0.8% |
31% |
False |
False |
199,153 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0094 |
0.7% |
34% |
False |
False |
159,365 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
34% |
False |
False |
132,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3437 |
|
2.618 |
1.3299 |
|
1.618 |
1.3214 |
|
1.000 |
1.3161 |
|
0.618 |
1.3129 |
|
HIGH |
1.3076 |
|
0.618 |
1.3044 |
|
0.500 |
1.3034 |
|
0.382 |
1.3023 |
|
LOW |
1.2991 |
|
0.618 |
1.2938 |
|
1.000 |
1.2906 |
|
1.618 |
1.2853 |
|
2.618 |
1.2768 |
|
4.250 |
1.2630 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3034 |
1.3045 |
| PP |
1.3031 |
1.3039 |
| S1 |
1.3029 |
1.3033 |
|