CME Euro FX (E) Future June 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 |
1.3008 |
1.3052 |
0.0044 |
0.3% |
1.3023 |
| High |
1.3062 |
1.3083 |
0.0021 |
0.2% |
1.3143 |
| Low |
1.2989 |
1.3000 |
0.0011 |
0.1% |
1.2964 |
| Close |
1.3050 |
1.3035 |
-0.0015 |
-0.1% |
1.3011 |
| Range |
0.0073 |
0.0083 |
0.0010 |
13.7% |
0.0179 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
35,361 |
52,583 |
17,222 |
48.7% |
65,941 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3288 |
1.3245 |
1.3081 |
|
| R3 |
1.3205 |
1.3162 |
1.3058 |
|
| R2 |
1.3122 |
1.3122 |
1.3050 |
|
| R1 |
1.3079 |
1.3079 |
1.3043 |
1.3059 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3030 |
| S1 |
1.2996 |
1.2996 |
1.3027 |
1.2976 |
| S2 |
1.2956 |
1.2956 |
1.3020 |
|
| S3 |
1.2873 |
1.2913 |
1.3012 |
|
| S4 |
1.2790 |
1.2830 |
1.2989 |
|
|
| 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% |
0.0118 |
0.9% |
40% |
False |
False |
29,060 |
| 10 |
1.3172 |
1.2964 |
0.0208 |
1.6% |
0.0104 |
0.8% |
34% |
False |
False |
16,251 |
| 20 |
1.3530 |
1.2964 |
0.0566 |
4.3% |
0.0113 |
0.9% |
13% |
False |
False |
8,663 |
| 40 |
1.3731 |
1.2964 |
0.0767 |
5.9% |
0.0105 |
0.8% |
9% |
False |
False |
4,528 |
| 60 |
1.3731 |
1.2964 |
0.0767 |
5.9% |
0.0097 |
0.7% |
9% |
False |
False |
3,061 |
| 80 |
1.3731 |
1.2737 |
0.0994 |
7.6% |
0.0085 |
0.6% |
30% |
False |
False |
2,300 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0073 |
0.6% |
32% |
False |
False |
1,842 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0063 |
0.5% |
32% |
False |
False |
1,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3436 |
|
2.618 |
1.3300 |
|
1.618 |
1.3217 |
|
1.000 |
1.3166 |
|
0.618 |
1.3134 |
|
HIGH |
1.3083 |
|
0.618 |
1.3051 |
|
0.500 |
1.3042 |
|
0.382 |
1.3032 |
|
LOW |
1.3000 |
|
0.618 |
1.2949 |
|
1.000 |
1.2917 |
|
1.618 |
1.2866 |
|
2.618 |
1.2783 |
|
4.250 |
1.2647 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3042 |
1.3054 |
| PP |
1.3039 |
1.3047 |
| S1 |
1.3037 |
1.3041 |
|