CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2903 |
1.2975 |
0.0072 |
0.6% |
1.2935 |
| High |
1.3019 |
1.3094 |
0.0075 |
0.6% |
1.3019 |
| Low |
1.2897 |
1.2837 |
-0.0060 |
-0.5% |
1.2852 |
| Close |
1.2991 |
1.2872 |
-0.0119 |
-0.9% |
1.2991 |
| Range |
0.0122 |
0.0257 |
0.0135 |
110.7% |
0.0167 |
| ATR |
0.0115 |
0.0125 |
0.0010 |
8.8% |
0.0000 |
| Volume |
294,940 |
400,240 |
105,300 |
35.7% |
1,689,770 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3705 |
1.3546 |
1.3013 |
|
| R3 |
1.3448 |
1.3289 |
1.2943 |
|
| R2 |
1.3191 |
1.3191 |
1.2919 |
|
| R1 |
1.3032 |
1.3032 |
1.2896 |
1.2983 |
| PP |
1.2934 |
1.2934 |
1.2934 |
1.2910 |
| S1 |
1.2775 |
1.2775 |
1.2848 |
1.2726 |
| S2 |
1.2677 |
1.2677 |
1.2825 |
|
| S3 |
1.2420 |
1.2518 |
1.2801 |
|
| S4 |
1.2163 |
1.2261 |
1.2731 |
|
|
| 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 |
1.3094 |
1.2837 |
0.0257 |
2.0% |
0.0141 |
1.1% |
14% |
True |
True |
348,063 |
| 10 |
1.3115 |
1.2837 |
0.0278 |
2.2% |
0.0128 |
1.0% |
13% |
False |
True |
263,789 |
| 20 |
1.3172 |
1.2837 |
0.0335 |
2.6% |
0.0117 |
0.9% |
10% |
False |
True |
137,537 |
| 40 |
1.3731 |
1.2837 |
0.0894 |
6.9% |
0.0114 |
0.9% |
4% |
False |
True |
69,091 |
| 60 |
1.3731 |
1.2837 |
0.0894 |
6.9% |
0.0107 |
0.8% |
4% |
False |
True |
46,133 |
| 80 |
1.3731 |
1.2837 |
0.0894 |
6.9% |
0.0094 |
0.7% |
4% |
False |
True |
34,614 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0084 |
0.7% |
16% |
False |
False |
27,695 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0072 |
0.6% |
16% |
False |
False |
23,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4186 |
|
2.618 |
1.3767 |
|
1.618 |
1.3510 |
|
1.000 |
1.3351 |
|
0.618 |
1.3253 |
|
HIGH |
1.3094 |
|
0.618 |
1.2996 |
|
0.500 |
1.2966 |
|
0.382 |
1.2935 |
|
LOW |
1.2837 |
|
0.618 |
1.2678 |
|
1.000 |
1.2580 |
|
1.618 |
1.2421 |
|
2.618 |
1.2164 |
|
4.250 |
1.1745 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2966 |
1.2966 |
| PP |
1.2934 |
1.2934 |
| S1 |
1.2903 |
1.2903 |
|