CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3040 |
1.3102 |
0.0062 |
0.5% |
1.3021 |
| High |
1.3125 |
1.3150 |
0.0025 |
0.2% |
1.3150 |
| Low |
1.3032 |
1.2981 |
-0.0051 |
-0.4% |
1.2981 |
| Close |
1.3125 |
1.3020 |
-0.0105 |
-0.8% |
1.3020 |
| Range |
0.0093 |
0.0169 |
0.0076 |
81.7% |
0.0169 |
| ATR |
0.0080 |
0.0086 |
0.0006 |
8.0% |
0.0000 |
| Volume |
11 |
25 |
14 |
127.3% |
163 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3557 |
1.3458 |
1.3113 |
|
| R3 |
1.3388 |
1.3289 |
1.3066 |
|
| R2 |
1.3219 |
1.3219 |
1.3051 |
|
| R1 |
1.3120 |
1.3120 |
1.3035 |
1.3085 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3033 |
| S1 |
1.2951 |
1.2951 |
1.3005 |
1.2916 |
| S2 |
1.2881 |
1.2881 |
1.2989 |
|
| S3 |
1.2712 |
1.2782 |
1.2974 |
|
| S4 |
1.2543 |
1.2613 |
1.2927 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3557 |
1.3458 |
1.3113 |
|
| R3 |
1.3388 |
1.3289 |
1.3066 |
|
| R2 |
1.3219 |
1.3219 |
1.3051 |
|
| R1 |
1.3120 |
1.3120 |
1.3035 |
1.3085 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3033 |
| S1 |
1.2951 |
1.2951 |
1.3005 |
1.2916 |
| S2 |
1.2881 |
1.2881 |
1.2989 |
|
| S3 |
1.2712 |
1.2782 |
1.2974 |
|
| S4 |
1.2543 |
1.2613 |
1.2927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3150 |
1.2981 |
0.0169 |
1.3% |
0.0088 |
0.7% |
23% |
True |
True |
32 |
| 10 |
1.3307 |
1.2981 |
0.0326 |
2.5% |
0.0095 |
0.7% |
12% |
False |
True |
29 |
| 20 |
1.3528 |
1.2981 |
0.0547 |
4.2% |
0.0072 |
0.6% |
7% |
False |
True |
22 |
| 40 |
1.3700 |
1.2981 |
0.0719 |
5.5% |
0.0054 |
0.4% |
5% |
False |
True |
15 |
| 60 |
1.3700 |
1.2981 |
0.0719 |
5.5% |
0.0045 |
0.3% |
5% |
False |
True |
11 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0040 |
0.3% |
28% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3868 |
|
2.618 |
1.3592 |
|
1.618 |
1.3423 |
|
1.000 |
1.3319 |
|
0.618 |
1.3254 |
|
HIGH |
1.3150 |
|
0.618 |
1.3085 |
|
0.500 |
1.3066 |
|
0.382 |
1.3046 |
|
LOW |
1.2981 |
|
0.618 |
1.2877 |
|
1.000 |
1.2812 |
|
1.618 |
1.2708 |
|
2.618 |
1.2539 |
|
4.250 |
1.2263 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3066 |
1.3066 |
| PP |
1.3050 |
1.3050 |
| S1 |
1.3035 |
1.3035 |
|