CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3074 |
1.3023 |
-0.0051 |
-0.4% |
1.3197 |
| High |
1.3110 |
1.3040 |
-0.0070 |
-0.5% |
1.3325 |
| Low |
1.2979 |
1.2994 |
0.0015 |
0.1% |
1.2979 |
| Close |
1.3029 |
1.3034 |
0.0005 |
0.0% |
1.3029 |
| Range |
0.0131 |
0.0046 |
-0.0085 |
-64.9% |
0.0346 |
| ATR |
0.0113 |
0.0108 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
3,724 |
4,388 |
664 |
17.8% |
12,561 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3161 |
1.3143 |
1.3059 |
|
| R3 |
1.3115 |
1.3097 |
1.3047 |
|
| R2 |
1.3069 |
1.3069 |
1.3042 |
|
| R1 |
1.3051 |
1.3051 |
1.3038 |
1.3060 |
| PP |
1.3023 |
1.3023 |
1.3023 |
1.3027 |
| S1 |
1.3005 |
1.3005 |
1.3030 |
1.3014 |
| S2 |
1.2977 |
1.2977 |
1.3026 |
|
| S3 |
1.2931 |
1.2959 |
1.3021 |
|
| S4 |
1.2885 |
1.2913 |
1.3009 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4149 |
1.3935 |
1.3219 |
|
| R3 |
1.3803 |
1.3589 |
1.3124 |
|
| R2 |
1.3457 |
1.3457 |
1.3092 |
|
| R1 |
1.3243 |
1.3243 |
1.3061 |
1.3177 |
| PP |
1.3111 |
1.3111 |
1.3111 |
1.3078 |
| S1 |
1.2897 |
1.2897 |
1.2997 |
1.2831 |
| S2 |
1.2765 |
1.2765 |
1.2966 |
|
| S3 |
1.2419 |
1.2551 |
1.2934 |
|
| S4 |
1.2073 |
1.2205 |
1.2839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3172 |
1.2979 |
0.0193 |
1.5% |
0.0099 |
0.8% |
28% |
False |
False |
3,187 |
| 10 |
1.3444 |
1.2979 |
0.0465 |
3.6% |
0.0120 |
0.9% |
12% |
False |
False |
2,223 |
| 20 |
1.3659 |
1.2979 |
0.0680 |
5.2% |
0.0115 |
0.9% |
8% |
False |
False |
1,342 |
| 40 |
1.3731 |
1.2979 |
0.0752 |
5.8% |
0.0103 |
0.8% |
7% |
False |
False |
812 |
| 60 |
1.3731 |
1.2935 |
0.0796 |
6.1% |
0.0092 |
0.7% |
12% |
False |
False |
572 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0080 |
0.6% |
32% |
False |
False |
434 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0067 |
0.5% |
32% |
False |
False |
347 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0061 |
0.5% |
32% |
False |
False |
291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3236 |
|
2.618 |
1.3160 |
|
1.618 |
1.3114 |
|
1.000 |
1.3086 |
|
0.618 |
1.3068 |
|
HIGH |
1.3040 |
|
0.618 |
1.3022 |
|
0.500 |
1.3017 |
|
0.382 |
1.3012 |
|
LOW |
1.2994 |
|
0.618 |
1.2966 |
|
1.000 |
1.2948 |
|
1.618 |
1.2920 |
|
2.618 |
1.2874 |
|
4.250 |
1.2799 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3028 |
1.3076 |
| PP |
1.3023 |
1.3062 |
| S1 |
1.3017 |
1.3048 |
|