CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3021 |
1.3084 |
0.0063 |
0.5% |
1.3307 |
| High |
1.3044 |
1.3084 |
0.0040 |
0.3% |
1.3307 |
| Low |
1.3009 |
1.3037 |
0.0028 |
0.2% |
1.2996 |
| Close |
1.3044 |
1.3061 |
0.0017 |
0.1% |
1.3039 |
| Range |
0.0035 |
0.0047 |
0.0012 |
34.3% |
0.0311 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
80 |
38 |
-42 |
-52.5% |
130 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3202 |
1.3178 |
1.3087 |
|
| R3 |
1.3155 |
1.3131 |
1.3074 |
|
| R2 |
1.3108 |
1.3108 |
1.3070 |
|
| R1 |
1.3084 |
1.3084 |
1.3065 |
1.3073 |
| PP |
1.3061 |
1.3061 |
1.3061 |
1.3055 |
| S1 |
1.3037 |
1.3037 |
1.3057 |
1.3026 |
| S2 |
1.3014 |
1.3014 |
1.3052 |
|
| S3 |
1.2967 |
1.2990 |
1.3048 |
|
| S4 |
1.2920 |
1.2943 |
1.3035 |
|
|
| 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% |
0.0057 |
0.4% |
43% |
False |
False |
34 |
| 10 |
1.3365 |
1.2996 |
0.0369 |
2.8% |
0.0079 |
0.6% |
18% |
False |
False |
36 |
| 20 |
1.3599 |
1.2996 |
0.0603 |
4.6% |
0.0064 |
0.5% |
11% |
False |
False |
21 |
| 40 |
1.3700 |
1.2996 |
0.0704 |
5.4% |
0.0046 |
0.4% |
9% |
False |
False |
15 |
| 60 |
1.3700 |
1.2939 |
0.0761 |
5.8% |
0.0041 |
0.3% |
16% |
False |
False |
11 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0035 |
0.3% |
33% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3284 |
|
2.618 |
1.3207 |
|
1.618 |
1.3160 |
|
1.000 |
1.3131 |
|
0.618 |
1.3113 |
|
HIGH |
1.3084 |
|
0.618 |
1.3066 |
|
0.500 |
1.3061 |
|
0.382 |
1.3055 |
|
LOW |
1.3037 |
|
0.618 |
1.3008 |
|
1.000 |
1.2990 |
|
1.618 |
1.2961 |
|
2.618 |
1.2914 |
|
4.250 |
1.2837 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3061 |
1.3054 |
| PP |
1.3061 |
1.3048 |
| S1 |
1.3061 |
1.3041 |
|