CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3102 |
1.3026 |
-0.0076 |
-0.6% |
1.3021 |
| High |
1.3150 |
1.3059 |
-0.0091 |
-0.7% |
1.3150 |
| Low |
1.2981 |
1.3012 |
0.0031 |
0.2% |
1.2981 |
| Close |
1.3020 |
1.3059 |
0.0039 |
0.3% |
1.3020 |
| Range |
0.0169 |
0.0047 |
-0.0122 |
-72.2% |
0.0169 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
25 |
103 |
78 |
312.0% |
163 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3184 |
1.3169 |
1.3085 |
|
| R3 |
1.3137 |
1.3122 |
1.3072 |
|
| R2 |
1.3090 |
1.3090 |
1.3068 |
|
| R1 |
1.3075 |
1.3075 |
1.3063 |
1.3083 |
| PP |
1.3043 |
1.3043 |
1.3043 |
1.3047 |
| S1 |
1.3028 |
1.3028 |
1.3055 |
1.3036 |
| S2 |
1.2996 |
1.2996 |
1.3050 |
|
| S3 |
1.2949 |
1.2981 |
1.3046 |
|
| S4 |
1.2902 |
1.2934 |
1.3033 |
|
|
| 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% |
0.0091 |
0.7% |
46% |
False |
False |
37 |
| 10 |
1.3150 |
1.2981 |
0.0169 |
1.3% |
0.0078 |
0.6% |
46% |
False |
False |
36 |
| 20 |
1.3528 |
1.2981 |
0.0547 |
4.2% |
0.0072 |
0.6% |
14% |
False |
False |
26 |
| 40 |
1.3700 |
1.2981 |
0.0719 |
5.5% |
0.0056 |
0.4% |
11% |
False |
False |
18 |
| 60 |
1.3700 |
1.2981 |
0.0719 |
5.5% |
0.0045 |
0.3% |
11% |
False |
False |
13 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0040 |
0.3% |
32% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3259 |
|
2.618 |
1.3182 |
|
1.618 |
1.3135 |
|
1.000 |
1.3106 |
|
0.618 |
1.3088 |
|
HIGH |
1.3059 |
|
0.618 |
1.3041 |
|
0.500 |
1.3036 |
|
0.382 |
1.3030 |
|
LOW |
1.3012 |
|
0.618 |
1.2983 |
|
1.000 |
1.2965 |
|
1.618 |
1.2936 |
|
2.618 |
1.2889 |
|
4.250 |
1.2812 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3051 |
1.3066 |
| PP |
1.3043 |
1.3063 |
| S1 |
1.3036 |
1.3061 |
|