CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3057 |
1.3021 |
-0.0036 |
-0.3% |
1.3307 |
| High |
1.3086 |
1.3044 |
-0.0042 |
-0.3% |
1.3307 |
| Low |
1.2996 |
1.3009 |
0.0013 |
0.1% |
1.2996 |
| Close |
1.3039 |
1.3044 |
0.0005 |
0.0% |
1.3039 |
| Range |
0.0090 |
0.0035 |
-0.0055 |
-61.1% |
0.0311 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
10 |
80 |
70 |
700.0% |
130 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3137 |
1.3126 |
1.3063 |
|
| R3 |
1.3102 |
1.3091 |
1.3054 |
|
| R2 |
1.3067 |
1.3067 |
1.3050 |
|
| R1 |
1.3056 |
1.3056 |
1.3047 |
1.3062 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3035 |
| S1 |
1.3021 |
1.3021 |
1.3041 |
1.3027 |
| S2 |
1.2997 |
1.2997 |
1.3038 |
|
| S3 |
1.2962 |
1.2986 |
1.3034 |
|
| S4 |
1.2927 |
1.2951 |
1.3025 |
|
|
| 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 |
1.3148 |
1.2996 |
0.0152 |
1.2% |
0.0065 |
0.5% |
32% |
False |
False |
34 |
| 10 |
1.3406 |
1.2996 |
0.0410 |
3.1% |
0.0080 |
0.6% |
12% |
False |
False |
32 |
| 20 |
1.3641 |
1.2996 |
0.0645 |
4.9% |
0.0068 |
0.5% |
7% |
False |
False |
19 |
| 40 |
1.3700 |
1.2996 |
0.0704 |
5.4% |
0.0047 |
0.4% |
7% |
False |
False |
14 |
| 60 |
1.3700 |
1.2939 |
0.0761 |
5.8% |
0.0040 |
0.3% |
14% |
False |
False |
10 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0035 |
0.3% |
31% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3193 |
|
2.618 |
1.3136 |
|
1.618 |
1.3101 |
|
1.000 |
1.3079 |
|
0.618 |
1.3066 |
|
HIGH |
1.3044 |
|
0.618 |
1.3031 |
|
0.500 |
1.3027 |
|
0.382 |
1.3022 |
|
LOW |
1.3009 |
|
0.618 |
1.2987 |
|
1.000 |
1.2974 |
|
1.618 |
1.2952 |
|
2.618 |
1.2917 |
|
4.250 |
1.2860 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3038 |
1.3072 |
| PP |
1.3032 |
1.3062 |
| S1 |
1.3027 |
1.3053 |
|