CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3084 |
1.3085 |
0.0001 |
0.0% |
1.3307 |
| High |
1.3084 |
1.3085 |
0.0001 |
0.0% |
1.3307 |
| Low |
1.3037 |
1.2988 |
-0.0049 |
-0.4% |
1.2996 |
| Close |
1.3061 |
1.3015 |
-0.0046 |
-0.4% |
1.3039 |
| Range |
0.0047 |
0.0097 |
0.0050 |
106.4% |
0.0311 |
| ATR |
0.0076 |
0.0077 |
0.0002 |
2.0% |
0.0000 |
| Volume |
38 |
9 |
-29 |
-76.3% |
130 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3320 |
1.3265 |
1.3068 |
|
| R3 |
1.3223 |
1.3168 |
1.3042 |
|
| R2 |
1.3126 |
1.3126 |
1.3033 |
|
| R1 |
1.3071 |
1.3071 |
1.3024 |
1.3050 |
| PP |
1.3029 |
1.3029 |
1.3029 |
1.3019 |
| S1 |
1.2974 |
1.2974 |
1.3006 |
1.2953 |
| S2 |
1.2932 |
1.2932 |
1.2997 |
|
| S3 |
1.2835 |
1.2877 |
1.2988 |
|
| S4 |
1.2738 |
1.2780 |
1.2962 |
|
|
| 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 |
1.3147 |
1.2988 |
0.0159 |
1.2% |
0.0066 |
0.5% |
17% |
False |
True |
29 |
| 10 |
1.3307 |
1.2988 |
0.0319 |
2.5% |
0.0082 |
0.6% |
8% |
False |
True |
36 |
| 20 |
1.3541 |
1.2988 |
0.0553 |
4.2% |
0.0063 |
0.5% |
5% |
False |
True |
20 |
| 40 |
1.3700 |
1.2988 |
0.0712 |
5.5% |
0.0048 |
0.4% |
4% |
False |
True |
15 |
| 60 |
1.3700 |
1.2939 |
0.0761 |
5.8% |
0.0041 |
0.3% |
10% |
False |
False |
11 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0037 |
0.3% |
28% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3497 |
|
2.618 |
1.3339 |
|
1.618 |
1.3242 |
|
1.000 |
1.3182 |
|
0.618 |
1.3145 |
|
HIGH |
1.3085 |
|
0.618 |
1.3048 |
|
0.500 |
1.3037 |
|
0.382 |
1.3025 |
|
LOW |
1.2988 |
|
0.618 |
1.2928 |
|
1.000 |
1.2891 |
|
1.618 |
1.2831 |
|
2.618 |
1.2734 |
|
4.250 |
1.2576 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3037 |
1.3037 |
| PP |
1.3029 |
1.3029 |
| S1 |
1.3022 |
1.3022 |
|