CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3045 |
1.3059 |
0.0014 |
0.1% |
1.3021 |
| High |
1.3054 |
1.3059 |
0.0005 |
0.0% |
1.3150 |
| Low |
1.3023 |
1.2942 |
-0.0081 |
-0.6% |
1.2981 |
| Close |
1.3044 |
1.2977 |
-0.0067 |
-0.5% |
1.3020 |
| Range |
0.0031 |
0.0117 |
0.0086 |
277.4% |
0.0169 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.3% |
0.0000 |
| Volume |
25 |
75 |
50 |
200.0% |
163 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3344 |
1.3277 |
1.3041 |
|
| R3 |
1.3227 |
1.3160 |
1.3009 |
|
| R2 |
1.3110 |
1.3110 |
1.2998 |
|
| R1 |
1.3043 |
1.3043 |
1.2988 |
1.3018 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.2980 |
| S1 |
1.2926 |
1.2926 |
1.2966 |
1.2901 |
| S2 |
1.2876 |
1.2876 |
1.2956 |
|
| S3 |
1.2759 |
1.2809 |
1.2945 |
|
| S4 |
1.2642 |
1.2692 |
1.2913 |
|
|
| 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 |
1.2942 |
0.0208 |
1.6% |
0.0091 |
0.7% |
17% |
False |
True |
47 |
| 10 |
1.3150 |
1.2942 |
0.0208 |
1.6% |
0.0079 |
0.6% |
17% |
False |
True |
38 |
| 20 |
1.3528 |
1.2942 |
0.0586 |
4.5% |
0.0078 |
0.6% |
6% |
False |
True |
31 |
| 40 |
1.3700 |
1.2942 |
0.0758 |
5.8% |
0.0059 |
0.5% |
5% |
False |
True |
20 |
| 60 |
1.3700 |
1.2942 |
0.0758 |
5.8% |
0.0046 |
0.4% |
5% |
False |
True |
14 |
| 80 |
1.3700 |
1.2776 |
0.0924 |
7.1% |
0.0042 |
0.3% |
22% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3556 |
|
2.618 |
1.3365 |
|
1.618 |
1.3248 |
|
1.000 |
1.3176 |
|
0.618 |
1.3131 |
|
HIGH |
1.3059 |
|
0.618 |
1.3014 |
|
0.500 |
1.3001 |
|
0.382 |
1.2987 |
|
LOW |
1.2942 |
|
0.618 |
1.2870 |
|
1.000 |
1.2825 |
|
1.618 |
1.2753 |
|
2.618 |
1.2636 |
|
4.250 |
1.2445 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3001 |
1.3001 |
| PP |
1.2993 |
1.2993 |
| S1 |
1.2985 |
1.2985 |
|