CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3085 |
1.3040 |
-0.0045 |
-0.3% |
1.3307 |
| High |
1.3085 |
1.3125 |
0.0040 |
0.3% |
1.3307 |
| Low |
1.2988 |
1.3032 |
0.0044 |
0.3% |
1.2996 |
| Close |
1.3015 |
1.3125 |
0.0110 |
0.8% |
1.3039 |
| Range |
0.0097 |
0.0093 |
-0.0004 |
-4.1% |
0.0311 |
| ATR |
0.0077 |
0.0080 |
0.0002 |
3.0% |
0.0000 |
| Volume |
9 |
11 |
2 |
22.2% |
130 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3373 |
1.3342 |
1.3176 |
|
| R3 |
1.3280 |
1.3249 |
1.3151 |
|
| R2 |
1.3187 |
1.3187 |
1.3142 |
|
| R1 |
1.3156 |
1.3156 |
1.3134 |
1.3172 |
| PP |
1.3094 |
1.3094 |
1.3094 |
1.3102 |
| S1 |
1.3063 |
1.3063 |
1.3116 |
1.3079 |
| S2 |
1.3001 |
1.3001 |
1.3108 |
|
| S3 |
1.2908 |
1.2970 |
1.3099 |
|
| S4 |
1.2815 |
1.2877 |
1.3074 |
|
|
| 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 |
1.3125 |
1.2988 |
0.0137 |
1.0% |
0.0072 |
0.6% |
100% |
True |
False |
29 |
| 10 |
1.3307 |
1.2988 |
0.0319 |
2.4% |
0.0083 |
0.6% |
43% |
False |
False |
31 |
| 20 |
1.3528 |
1.2988 |
0.0540 |
4.1% |
0.0067 |
0.5% |
25% |
False |
False |
21 |
| 40 |
1.3700 |
1.2988 |
0.0712 |
5.4% |
0.0050 |
0.4% |
19% |
False |
False |
15 |
| 60 |
1.3700 |
1.2978 |
0.0722 |
5.5% |
0.0042 |
0.3% |
20% |
False |
False |
11 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0038 |
0.3% |
39% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3520 |
|
2.618 |
1.3368 |
|
1.618 |
1.3275 |
|
1.000 |
1.3218 |
|
0.618 |
1.3182 |
|
HIGH |
1.3125 |
|
0.618 |
1.3089 |
|
0.500 |
1.3079 |
|
0.382 |
1.3068 |
|
LOW |
1.3032 |
|
0.618 |
1.2975 |
|
1.000 |
1.2939 |
|
1.618 |
1.2882 |
|
2.618 |
1.2789 |
|
4.250 |
1.2637 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3110 |
1.3102 |
| PP |
1.3094 |
1.3079 |
| S1 |
1.3079 |
1.3057 |
|