CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2951 |
1.2903 |
-0.0048 |
-0.4% |
1.2935 |
| High |
1.2964 |
1.3019 |
0.0055 |
0.4% |
1.3019 |
| Low |
1.2887 |
1.2897 |
0.0010 |
0.1% |
1.2852 |
| Close |
1.2924 |
1.2991 |
0.0067 |
0.5% |
1.2991 |
| Range |
0.0077 |
0.0122 |
0.0045 |
58.4% |
0.0167 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
0.5% |
0.0000 |
| Volume |
314,672 |
294,940 |
-19,732 |
-6.3% |
1,689,770 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3335 |
1.3285 |
1.3058 |
|
| R3 |
1.3213 |
1.3163 |
1.3025 |
|
| R2 |
1.3091 |
1.3091 |
1.3013 |
|
| R1 |
1.3041 |
1.3041 |
1.3002 |
1.3066 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2982 |
| S1 |
1.2919 |
1.2919 |
1.2980 |
1.2944 |
| S2 |
1.2847 |
1.2847 |
1.2969 |
|
| S3 |
1.2725 |
1.2797 |
1.2957 |
|
| S4 |
1.2603 |
1.2675 |
1.2924 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3455 |
1.3390 |
1.3083 |
|
| R3 |
1.3288 |
1.3223 |
1.3037 |
|
| R2 |
1.3121 |
1.3121 |
1.3022 |
|
| R1 |
1.3056 |
1.3056 |
1.3006 |
1.3089 |
| PP |
1.2954 |
1.2954 |
1.2954 |
1.2970 |
| S1 |
1.2889 |
1.2889 |
1.2976 |
1.2922 |
| S2 |
1.2787 |
1.2787 |
1.2960 |
|
| S3 |
1.2620 |
1.2722 |
1.2945 |
|
| S4 |
1.2453 |
1.2555 |
1.2899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3019 |
1.2852 |
0.0167 |
1.3% |
0.0112 |
0.9% |
83% |
True |
False |
337,954 |
| 10 |
1.3115 |
1.2852 |
0.0263 |
2.0% |
0.0109 |
0.8% |
53% |
False |
False |
227,301 |
| 20 |
1.3325 |
1.2852 |
0.0473 |
3.6% |
0.0118 |
0.9% |
29% |
False |
False |
117,575 |
| 40 |
1.3731 |
1.2852 |
0.0879 |
6.8% |
0.0111 |
0.9% |
16% |
False |
False |
59,088 |
| 60 |
1.3731 |
1.2852 |
0.0879 |
6.8% |
0.0104 |
0.8% |
16% |
False |
False |
39,462 |
| 80 |
1.3731 |
1.2852 |
0.0879 |
6.8% |
0.0091 |
0.7% |
16% |
False |
False |
29,611 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0082 |
0.6% |
27% |
False |
False |
23,693 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0070 |
0.5% |
27% |
False |
False |
19,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3538 |
|
2.618 |
1.3338 |
|
1.618 |
1.3216 |
|
1.000 |
1.3141 |
|
0.618 |
1.3094 |
|
HIGH |
1.3019 |
|
0.618 |
1.2972 |
|
0.500 |
1.2958 |
|
0.382 |
1.2944 |
|
LOW |
1.2897 |
|
0.618 |
1.2822 |
|
1.000 |
1.2775 |
|
1.618 |
1.2700 |
|
2.618 |
1.2578 |
|
4.250 |
1.2379 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2980 |
1.2975 |
| PP |
1.2969 |
1.2959 |
| S1 |
1.2958 |
1.2943 |
|