CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3023 |
1.3035 |
0.0012 |
0.1% |
1.3197 |
| High |
1.3040 |
1.3086 |
0.0046 |
0.4% |
1.3325 |
| Low |
1.2994 |
1.3019 |
0.0025 |
0.2% |
1.2979 |
| Close |
1.3034 |
1.3051 |
0.0017 |
0.1% |
1.3029 |
| Range |
0.0046 |
0.0067 |
0.0021 |
45.7% |
0.0346 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
4,388 |
4,197 |
-191 |
-4.4% |
12,561 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3253 |
1.3219 |
1.3088 |
|
| R3 |
1.3186 |
1.3152 |
1.3069 |
|
| R2 |
1.3119 |
1.3119 |
1.3063 |
|
| R1 |
1.3085 |
1.3085 |
1.3057 |
1.3102 |
| PP |
1.3052 |
1.3052 |
1.3052 |
1.3061 |
| S1 |
1.3018 |
1.3018 |
1.3045 |
1.3035 |
| S2 |
1.2985 |
1.2985 |
1.3039 |
|
| S3 |
1.2918 |
1.2951 |
1.3033 |
|
| S4 |
1.2851 |
1.2884 |
1.3014 |
|
|
| 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% |
0.0090 |
0.7% |
37% |
False |
False |
3,443 |
| 10 |
1.3444 |
1.2979 |
0.0465 |
3.6% |
0.0120 |
0.9% |
15% |
False |
False |
2,541 |
| 20 |
1.3609 |
1.2979 |
0.0630 |
4.8% |
0.0112 |
0.9% |
11% |
False |
False |
1,493 |
| 40 |
1.3731 |
1.2979 |
0.0752 |
5.8% |
0.0103 |
0.8% |
10% |
False |
False |
911 |
| 60 |
1.3731 |
1.2935 |
0.0796 |
6.1% |
0.0092 |
0.7% |
15% |
False |
False |
641 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0080 |
0.6% |
33% |
False |
False |
486 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0068 |
0.5% |
33% |
False |
False |
389 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0061 |
0.5% |
33% |
False |
False |
326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3371 |
|
2.618 |
1.3261 |
|
1.618 |
1.3194 |
|
1.000 |
1.3153 |
|
0.618 |
1.3127 |
|
HIGH |
1.3086 |
|
0.618 |
1.3060 |
|
0.500 |
1.3053 |
|
0.382 |
1.3045 |
|
LOW |
1.3019 |
|
0.618 |
1.2978 |
|
1.000 |
1.2952 |
|
1.618 |
1.2911 |
|
2.618 |
1.2844 |
|
4.250 |
1.2734 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3053 |
1.3049 |
| PP |
1.3052 |
1.3047 |
| S1 |
1.3052 |
1.3045 |
|