CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3046 |
1.3030 |
-0.0016 |
-0.1% |
1.3016 |
| High |
1.3076 |
1.3066 |
-0.0010 |
-0.1% |
1.3135 |
| Low |
1.2991 |
1.2924 |
-0.0067 |
-0.5% |
1.2955 |
| Close |
1.3027 |
1.2960 |
-0.0067 |
-0.5% |
1.3003 |
| Range |
0.0085 |
0.0142 |
0.0057 |
67.1% |
0.0180 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.8% |
0.0000 |
| Volume |
252,971 |
315,432 |
62,461 |
24.7% |
1,377,127 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3409 |
1.3327 |
1.3038 |
|
| R3 |
1.3267 |
1.3185 |
1.2999 |
|
| R2 |
1.3125 |
1.3125 |
1.2986 |
|
| R1 |
1.3043 |
1.3043 |
1.2973 |
1.3013 |
| PP |
1.2983 |
1.2983 |
1.2983 |
1.2969 |
| S1 |
1.2901 |
1.2901 |
1.2947 |
1.2871 |
| S2 |
1.2841 |
1.2841 |
1.2934 |
|
| S3 |
1.2699 |
1.2759 |
1.2921 |
|
| S4 |
1.2557 |
1.2617 |
1.2882 |
|
|
| 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 |
1.2924 |
0.0211 |
1.6% |
0.0125 |
1.0% |
17% |
False |
True |
296,153 |
| 10 |
1.3164 |
1.2924 |
0.0240 |
1.9% |
0.0109 |
0.8% |
15% |
False |
True |
273,147 |
| 20 |
1.3523 |
1.2924 |
0.0599 |
4.6% |
0.0119 |
0.9% |
6% |
False |
True |
299,973 |
| 40 |
1.3715 |
1.2924 |
0.0791 |
6.1% |
0.0113 |
0.9% |
5% |
False |
True |
298,551 |
| 60 |
1.3715 |
1.2924 |
0.0791 |
6.1% |
0.0108 |
0.8% |
5% |
False |
True |
265,325 |
| 80 |
1.3715 |
1.2713 |
0.1002 |
7.7% |
0.0101 |
0.8% |
25% |
False |
False |
203,092 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0095 |
0.7% |
27% |
False |
False |
162,516 |
| 120 |
1.3715 |
1.2680 |
0.1035 |
8.0% |
0.0092 |
0.7% |
27% |
False |
False |
135,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3670 |
|
2.618 |
1.3438 |
|
1.618 |
1.3296 |
|
1.000 |
1.3208 |
|
0.618 |
1.3154 |
|
HIGH |
1.3066 |
|
0.618 |
1.3012 |
|
0.500 |
1.2995 |
|
0.382 |
1.2978 |
|
LOW |
1.2924 |
|
0.618 |
1.2836 |
|
1.000 |
1.2782 |
|
1.618 |
1.2694 |
|
2.618 |
1.2552 |
|
4.250 |
1.2321 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2995 |
1.3000 |
| PP |
1.2983 |
1.2987 |
| S1 |
1.2972 |
1.2973 |
|