CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3039 |
1.2971 |
-0.0068 |
-0.5% |
1.3023 |
| High |
1.3074 |
1.3042 |
-0.0032 |
-0.2% |
1.3143 |
| Low |
1.2931 |
1.2918 |
-0.0013 |
-0.1% |
1.2964 |
| Close |
1.2968 |
1.3006 |
0.0038 |
0.3% |
1.3011 |
| Range |
0.0143 |
0.0124 |
-0.0019 |
-13.3% |
0.0179 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.8% |
0.0000 |
| Volume |
93,816 |
146,907 |
53,091 |
56.6% |
65,941 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3361 |
1.3307 |
1.3074 |
|
| R3 |
1.3237 |
1.3183 |
1.3040 |
|
| R2 |
1.3113 |
1.3113 |
1.3029 |
|
| R1 |
1.3059 |
1.3059 |
1.3017 |
1.3086 |
| PP |
1.2989 |
1.2989 |
1.2989 |
1.3002 |
| S1 |
1.2935 |
1.2935 |
1.2995 |
1.2962 |
| S2 |
1.2865 |
1.2865 |
1.2983 |
|
| S3 |
1.2741 |
1.2811 |
1.2972 |
|
| S4 |
1.2617 |
1.2687 |
1.2938 |
|
|
| 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 |
1.2918 |
0.0225 |
1.7% |
0.0120 |
0.9% |
39% |
False |
True |
69,913 |
| 10 |
1.3143 |
1.2918 |
0.0225 |
1.7% |
0.0110 |
0.8% |
39% |
False |
True |
39,833 |
| 20 |
1.3465 |
1.2918 |
0.0547 |
4.2% |
0.0117 |
0.9% |
16% |
False |
True |
20,669 |
| 40 |
1.3731 |
1.2918 |
0.0813 |
6.3% |
0.0107 |
0.8% |
11% |
False |
True |
10,526 |
| 60 |
1.3731 |
1.2918 |
0.0813 |
6.3% |
0.0099 |
0.8% |
11% |
False |
True |
7,071 |
| 80 |
1.3731 |
1.2737 |
0.0994 |
7.6% |
0.0087 |
0.7% |
27% |
False |
False |
5,308 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0075 |
0.6% |
29% |
False |
False |
4,249 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0065 |
0.5% |
29% |
False |
False |
3,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3569 |
|
2.618 |
1.3367 |
|
1.618 |
1.3243 |
|
1.000 |
1.3166 |
|
0.618 |
1.3119 |
|
HIGH |
1.3042 |
|
0.618 |
1.2995 |
|
0.500 |
1.2980 |
|
0.382 |
1.2965 |
|
LOW |
1.2918 |
|
0.618 |
1.2841 |
|
1.000 |
1.2794 |
|
1.618 |
1.2717 |
|
2.618 |
1.2593 |
|
4.250 |
1.2391 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2997 |
1.3004 |
| PP |
1.2989 |
1.3002 |
| S1 |
1.2980 |
1.3001 |
|