CME Euro FX (E) Future June 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 |
1.3118 |
1.3008 |
-0.0110 |
-0.8% |
1.3023 |
| High |
1.3143 |
1.3062 |
-0.0081 |
-0.6% |
1.3143 |
| Low |
1.2964 |
1.2989 |
0.0025 |
0.2% |
1.2964 |
| Close |
1.3011 |
1.3050 |
0.0039 |
0.3% |
1.3011 |
| Range |
0.0179 |
0.0073 |
-0.0106 |
-59.2% |
0.0179 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
20,900 |
35,361 |
14,461 |
69.2% |
65,941 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3253 |
1.3224 |
1.3090 |
|
| R3 |
1.3180 |
1.3151 |
1.3070 |
|
| R2 |
1.3107 |
1.3107 |
1.3063 |
|
| R1 |
1.3078 |
1.3078 |
1.3057 |
1.3093 |
| PP |
1.3034 |
1.3034 |
1.3034 |
1.3041 |
| S1 |
1.3005 |
1.3005 |
1.3043 |
1.3020 |
| S2 |
1.2961 |
1.2961 |
1.3037 |
|
| S3 |
1.2888 |
1.2932 |
1.3030 |
|
| S4 |
1.2815 |
1.2859 |
1.3010 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3576 |
1.3473 |
1.3109 |
|
| R3 |
1.3397 |
1.3294 |
1.3060 |
|
| R2 |
1.3218 |
1.3218 |
1.3044 |
|
| R1 |
1.3115 |
1.3115 |
1.3027 |
1.3077 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3021 |
| S1 |
1.2936 |
1.2936 |
1.2995 |
1.2898 |
| S2 |
1.2860 |
1.2860 |
1.2978 |
|
| S3 |
1.2681 |
1.2757 |
1.2962 |
|
| S4 |
1.2502 |
1.2578 |
1.2913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3143 |
1.2964 |
0.0179 |
1.4% |
0.0115 |
0.9% |
48% |
False |
False |
19,382 |
| 10 |
1.3172 |
1.2964 |
0.0208 |
1.6% |
0.0107 |
0.8% |
41% |
False |
False |
11,285 |
| 20 |
1.3530 |
1.2964 |
0.0566 |
4.3% |
0.0112 |
0.9% |
15% |
False |
False |
6,058 |
| 40 |
1.3731 |
1.2964 |
0.0767 |
5.9% |
0.0106 |
0.8% |
11% |
False |
False |
3,221 |
| 60 |
1.3731 |
1.2964 |
0.0767 |
5.9% |
0.0097 |
0.7% |
11% |
False |
False |
2,184 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0084 |
0.6% |
33% |
False |
False |
1,643 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0072 |
0.6% |
33% |
False |
False |
1,316 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0062 |
0.5% |
33% |
False |
False |
1,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3372 |
|
2.618 |
1.3253 |
|
1.618 |
1.3180 |
|
1.000 |
1.3135 |
|
0.618 |
1.3107 |
|
HIGH |
1.3062 |
|
0.618 |
1.3034 |
|
0.500 |
1.3026 |
|
0.382 |
1.3017 |
|
LOW |
1.2989 |
|
0.618 |
1.2944 |
|
1.000 |
1.2916 |
|
1.618 |
1.2871 |
|
2.618 |
1.2798 |
|
4.250 |
1.2679 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3042 |
1.3054 |
| PP |
1.3034 |
1.3052 |
| S1 |
1.3026 |
1.3051 |
|