CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3136 |
1.3057 |
-0.0079 |
-0.6% |
1.3307 |
| High |
1.3147 |
1.3086 |
-0.0061 |
-0.5% |
1.3307 |
| Low |
1.3084 |
1.2996 |
-0.0088 |
-0.7% |
1.2996 |
| Close |
1.3084 |
1.3039 |
-0.0045 |
-0.3% |
1.3039 |
| Range |
0.0063 |
0.0090 |
0.0027 |
42.9% |
0.0311 |
| ATR |
0.0081 |
0.0081 |
0.0001 |
0.8% |
0.0000 |
| Volume |
9 |
10 |
1 |
11.1% |
130 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3310 |
1.3265 |
1.3089 |
|
| R3 |
1.3220 |
1.3175 |
1.3064 |
|
| R2 |
1.3130 |
1.3130 |
1.3056 |
|
| R1 |
1.3085 |
1.3085 |
1.3047 |
1.3063 |
| PP |
1.3040 |
1.3040 |
1.3040 |
1.3029 |
| S1 |
1.2995 |
1.2995 |
1.3031 |
1.2973 |
| S2 |
1.2950 |
1.2950 |
1.3023 |
|
| S3 |
1.2860 |
1.2905 |
1.3014 |
|
| S4 |
1.2770 |
1.2815 |
1.2990 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4047 |
1.3854 |
1.3210 |
|
| R3 |
1.3736 |
1.3543 |
1.3125 |
|
| R2 |
1.3425 |
1.3425 |
1.3096 |
|
| R1 |
1.3232 |
1.3232 |
1.3068 |
1.3173 |
| PP |
1.3114 |
1.3114 |
1.3114 |
1.3085 |
| S1 |
1.2921 |
1.2921 |
1.3010 |
1.2862 |
| S2 |
1.2803 |
1.2803 |
1.2982 |
|
| S3 |
1.2492 |
1.2610 |
1.2953 |
|
| S4 |
1.2181 |
1.2299 |
1.2868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3307 |
1.2996 |
0.0311 |
2.4% |
0.0101 |
0.8% |
14% |
False |
True |
26 |
| 10 |
1.3406 |
1.2996 |
0.0410 |
3.1% |
0.0079 |
0.6% |
10% |
False |
True |
25 |
| 20 |
1.3700 |
1.2996 |
0.0704 |
5.4% |
0.0069 |
0.5% |
6% |
False |
True |
16 |
| 40 |
1.3700 |
1.2996 |
0.0704 |
5.4% |
0.0047 |
0.4% |
6% |
False |
True |
12 |
| 60 |
1.3700 |
1.2939 |
0.0761 |
5.8% |
0.0040 |
0.3% |
13% |
False |
False |
9 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0034 |
0.3% |
30% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3469 |
|
2.618 |
1.3322 |
|
1.618 |
1.3232 |
|
1.000 |
1.3176 |
|
0.618 |
1.3142 |
|
HIGH |
1.3086 |
|
0.618 |
1.3052 |
|
0.500 |
1.3041 |
|
0.382 |
1.3030 |
|
LOW |
1.2996 |
|
0.618 |
1.2940 |
|
1.000 |
1.2906 |
|
1.618 |
1.2850 |
|
2.618 |
1.2760 |
|
4.250 |
1.2614 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3041 |
1.3072 |
| PP |
1.3040 |
1.3061 |
| S1 |
1.3040 |
1.3050 |
|