CME Euro FX (E) Future June 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 |
1.3052 |
1.3039 |
-0.0013 |
-0.1% |
1.3023 |
| High |
1.3083 |
1.3074 |
-0.0009 |
-0.1% |
1.3143 |
| Low |
1.3000 |
1.2931 |
-0.0069 |
-0.5% |
1.2964 |
| Close |
1.3035 |
1.2968 |
-0.0067 |
-0.5% |
1.3011 |
| Range |
0.0083 |
0.0143 |
0.0060 |
72.3% |
0.0179 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
2.2% |
0.0000 |
| Volume |
52,583 |
93,816 |
41,233 |
78.4% |
65,941 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3420 |
1.3337 |
1.3047 |
|
| R3 |
1.3277 |
1.3194 |
1.3007 |
|
| R2 |
1.3134 |
1.3134 |
1.2994 |
|
| R1 |
1.3051 |
1.3051 |
1.2981 |
1.3021 |
| PP |
1.2991 |
1.2991 |
1.2991 |
1.2976 |
| S1 |
1.2908 |
1.2908 |
1.2955 |
1.2878 |
| S2 |
1.2848 |
1.2848 |
1.2942 |
|
| S3 |
1.2705 |
1.2765 |
1.2929 |
|
| S4 |
1.2562 |
1.2622 |
1.2889 |
|
|
| 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 |
1.2931 |
0.0212 |
1.6% |
0.0125 |
1.0% |
17% |
False |
True |
44,497 |
| 10 |
1.3172 |
1.2931 |
0.0241 |
1.9% |
0.0109 |
0.8% |
15% |
False |
True |
25,347 |
| 20 |
1.3530 |
1.2931 |
0.0599 |
4.6% |
0.0116 |
0.9% |
6% |
False |
True |
13,334 |
| 40 |
1.3731 |
1.2931 |
0.0800 |
6.2% |
0.0107 |
0.8% |
5% |
False |
True |
6,859 |
| 60 |
1.3731 |
1.2931 |
0.0800 |
6.2% |
0.0099 |
0.8% |
5% |
False |
True |
4,623 |
| 80 |
1.3731 |
1.2737 |
0.0994 |
7.7% |
0.0085 |
0.7% |
23% |
False |
False |
3,472 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0074 |
0.6% |
25% |
False |
False |
2,780 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0064 |
0.5% |
25% |
False |
False |
2,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3682 |
|
2.618 |
1.3448 |
|
1.618 |
1.3305 |
|
1.000 |
1.3217 |
|
0.618 |
1.3162 |
|
HIGH |
1.3074 |
|
0.618 |
1.3019 |
|
0.500 |
1.3003 |
|
0.382 |
1.2986 |
|
LOW |
1.2931 |
|
0.618 |
1.2843 |
|
1.000 |
1.2788 |
|
1.618 |
1.2700 |
|
2.618 |
1.2557 |
|
4.250 |
1.2323 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3003 |
1.3007 |
| PP |
1.2991 |
1.2994 |
| S1 |
1.2980 |
1.2981 |
|