CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2968 |
1.2877 |
-0.0091 |
-0.7% |
1.3008 |
| High |
1.2978 |
1.2988 |
0.0010 |
0.1% |
1.3115 |
| Low |
1.2852 |
1.2866 |
0.0014 |
0.1% |
1.2918 |
| Close |
1.2884 |
1.2954 |
0.0070 |
0.5% |
1.3062 |
| Range |
0.0126 |
0.0122 |
-0.0004 |
-3.2% |
0.0197 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.3% |
0.0000 |
| Volume |
410,877 |
319,590 |
-91,287 |
-22.2% |
583,247 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3302 |
1.3250 |
1.3021 |
|
| R3 |
1.3180 |
1.3128 |
1.2988 |
|
| R2 |
1.3058 |
1.3058 |
1.2976 |
|
| R1 |
1.3006 |
1.3006 |
1.2965 |
1.3032 |
| PP |
1.2936 |
1.2936 |
1.2936 |
1.2949 |
| S1 |
1.2884 |
1.2884 |
1.2943 |
1.2910 |
| S2 |
1.2814 |
1.2814 |
1.2932 |
|
| S3 |
1.2692 |
1.2762 |
1.2920 |
|
| S4 |
1.2570 |
1.2640 |
1.2887 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3623 |
1.3539 |
1.3170 |
|
| R3 |
1.3426 |
1.3342 |
1.3116 |
|
| R2 |
1.3229 |
1.3229 |
1.3098 |
|
| R1 |
1.3145 |
1.3145 |
1.3080 |
1.3187 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3053 |
| S1 |
1.2948 |
1.2948 |
1.3044 |
1.2990 |
| S2 |
1.2835 |
1.2835 |
1.3026 |
|
| S3 |
1.2638 |
1.2751 |
1.3008 |
|
| S4 |
1.2441 |
1.2554 |
1.2954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3115 |
1.2852 |
0.0263 |
2.0% |
0.0119 |
0.9% |
39% |
False |
False |
296,329 |
| 10 |
1.3143 |
1.2852 |
0.0291 |
2.2% |
0.0122 |
0.9% |
35% |
False |
False |
170,413 |
| 20 |
1.3325 |
1.2852 |
0.0473 |
3.7% |
0.0118 |
0.9% |
22% |
False |
False |
87,238 |
| 40 |
1.3731 |
1.2852 |
0.0879 |
6.8% |
0.0110 |
0.8% |
12% |
False |
False |
43,859 |
| 60 |
1.3731 |
1.2852 |
0.0879 |
6.8% |
0.0102 |
0.8% |
12% |
False |
False |
29,305 |
| 80 |
1.3731 |
1.2852 |
0.0879 |
6.8% |
0.0090 |
0.7% |
12% |
False |
False |
21,991 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0080 |
0.6% |
24% |
False |
False |
17,597 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0069 |
0.5% |
24% |
False |
False |
14,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3507 |
|
2.618 |
1.3307 |
|
1.618 |
1.3185 |
|
1.000 |
1.3110 |
|
0.618 |
1.3063 |
|
HIGH |
1.2988 |
|
0.618 |
1.2941 |
|
0.500 |
1.2927 |
|
0.382 |
1.2913 |
|
LOW |
1.2866 |
|
0.618 |
1.2791 |
|
1.000 |
1.2744 |
|
1.618 |
1.2669 |
|
2.618 |
1.2547 |
|
4.250 |
1.2348 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2945 |
1.2946 |
| PP |
1.2936 |
1.2937 |
| S1 |
1.2927 |
1.2929 |
|