CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2975 |
1.2858 |
-0.0117 |
-0.9% |
1.2935 |
| High |
1.3094 |
1.2899 |
-0.0195 |
-1.5% |
1.3019 |
| Low |
1.2837 |
1.2836 |
-0.0001 |
0.0% |
1.2852 |
| Close |
1.2872 |
1.2865 |
-0.0007 |
-0.1% |
1.2991 |
| Range |
0.0257 |
0.0063 |
-0.0194 |
-75.5% |
0.0167 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
400,240 |
265,665 |
-134,575 |
-33.6% |
1,689,770 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3056 |
1.3023 |
1.2900 |
|
| R3 |
1.2993 |
1.2960 |
1.2882 |
|
| R2 |
1.2930 |
1.2930 |
1.2877 |
|
| R1 |
1.2897 |
1.2897 |
1.2871 |
1.2914 |
| PP |
1.2867 |
1.2867 |
1.2867 |
1.2875 |
| S1 |
1.2834 |
1.2834 |
1.2859 |
1.2851 |
| S2 |
1.2804 |
1.2804 |
1.2853 |
|
| S3 |
1.2741 |
1.2771 |
1.2848 |
|
| S4 |
1.2678 |
1.2708 |
1.2830 |
|
|
| 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 |
1.2836 |
0.0258 |
2.0% |
0.0128 |
1.0% |
11% |
False |
True |
319,021 |
| 10 |
1.3115 |
1.2836 |
0.0279 |
2.2% |
0.0126 |
1.0% |
10% |
False |
True |
285,097 |
| 20 |
1.3172 |
1.2836 |
0.0336 |
2.6% |
0.0115 |
0.9% |
9% |
False |
True |
150,674 |
| 40 |
1.3731 |
1.2836 |
0.0895 |
7.0% |
0.0115 |
0.9% |
3% |
False |
True |
75,722 |
| 60 |
1.3731 |
1.2836 |
0.0895 |
7.0% |
0.0107 |
0.8% |
3% |
False |
True |
50,560 |
| 80 |
1.3731 |
1.2836 |
0.0895 |
7.0% |
0.0094 |
0.7% |
3% |
False |
True |
37,935 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0084 |
0.7% |
15% |
False |
False |
30,352 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.9% |
0.0072 |
0.6% |
15% |
False |
False |
25,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3167 |
|
2.618 |
1.3064 |
|
1.618 |
1.3001 |
|
1.000 |
1.2962 |
|
0.618 |
1.2938 |
|
HIGH |
1.2899 |
|
0.618 |
1.2875 |
|
0.500 |
1.2868 |
|
0.382 |
1.2860 |
|
LOW |
1.2836 |
|
0.618 |
1.2797 |
|
1.000 |
1.2773 |
|
1.618 |
1.2734 |
|
2.618 |
1.2671 |
|
4.250 |
1.2568 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2868 |
1.2965 |
| PP |
1.2867 |
1.2932 |
| S1 |
1.2866 |
1.2898 |
|