CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2858 |
1.2866 |
0.0008 |
0.1% |
1.2935 |
| High |
1.2899 |
1.2874 |
-0.0025 |
-0.2% |
1.3019 |
| Low |
1.2836 |
1.2758 |
-0.0078 |
-0.6% |
1.2852 |
| Close |
1.2865 |
1.2782 |
-0.0083 |
-0.6% |
1.2991 |
| Range |
0.0063 |
0.0116 |
0.0053 |
84.1% |
0.0167 |
| ATR |
0.0121 |
0.0120 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
265,665 |
289,448 |
23,783 |
9.0% |
1,689,770 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3153 |
1.3083 |
1.2846 |
|
| R3 |
1.3037 |
1.2967 |
1.2814 |
|
| R2 |
1.2921 |
1.2921 |
1.2803 |
|
| R1 |
1.2851 |
1.2851 |
1.2793 |
1.2828 |
| PP |
1.2805 |
1.2805 |
1.2805 |
1.2793 |
| S1 |
1.2735 |
1.2735 |
1.2771 |
1.2712 |
| S2 |
1.2689 |
1.2689 |
1.2761 |
|
| S3 |
1.2573 |
1.2619 |
1.2750 |
|
| S4 |
1.2457 |
1.2503 |
1.2718 |
|
|
| 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 |
1.2758 |
0.0336 |
2.6% |
0.0127 |
1.0% |
7% |
False |
True |
312,993 |
| 10 |
1.3115 |
1.2758 |
0.0357 |
2.8% |
0.0123 |
1.0% |
7% |
False |
True |
304,661 |
| 20 |
1.3172 |
1.2758 |
0.0414 |
3.2% |
0.0116 |
0.9% |
6% |
False |
True |
165,004 |
| 40 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0116 |
0.9% |
2% |
False |
True |
82,948 |
| 60 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0108 |
0.8% |
2% |
False |
True |
55,383 |
| 80 |
1.3731 |
1.2758 |
0.0973 |
7.6% |
0.0095 |
0.7% |
2% |
False |
True |
41,553 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
8.0% |
0.0085 |
0.7% |
7% |
False |
False |
33,246 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
8.0% |
0.0073 |
0.6% |
7% |
False |
False |
27,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3367 |
|
2.618 |
1.3178 |
|
1.618 |
1.3062 |
|
1.000 |
1.2990 |
|
0.618 |
1.2946 |
|
HIGH |
1.2874 |
|
0.618 |
1.2830 |
|
0.500 |
1.2816 |
|
0.382 |
1.2802 |
|
LOW |
1.2758 |
|
0.618 |
1.2686 |
|
1.000 |
1.2642 |
|
1.618 |
1.2570 |
|
2.618 |
1.2454 |
|
4.250 |
1.2265 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2816 |
1.2926 |
| PP |
1.2805 |
1.2878 |
| S1 |
1.2793 |
1.2830 |
|