CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3059 |
1.2980 |
-0.0079 |
-0.6% |
1.3021 |
| High |
1.3059 |
1.3044 |
-0.0015 |
-0.1% |
1.3150 |
| Low |
1.2942 |
1.2936 |
-0.0006 |
0.0% |
1.2981 |
| Close |
1.2977 |
1.3016 |
0.0039 |
0.3% |
1.3020 |
| Range |
0.0117 |
0.0108 |
-0.0009 |
-7.7% |
0.0169 |
| ATR |
0.0083 |
0.0084 |
0.0002 |
2.2% |
0.0000 |
| Volume |
75 |
43 |
-32 |
-42.7% |
163 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3323 |
1.3277 |
1.3075 |
|
| R3 |
1.3215 |
1.3169 |
1.3046 |
|
| R2 |
1.3107 |
1.3107 |
1.3036 |
|
| R1 |
1.3061 |
1.3061 |
1.3026 |
1.3084 |
| PP |
1.2999 |
1.2999 |
1.2999 |
1.3010 |
| S1 |
1.2953 |
1.2953 |
1.3006 |
1.2976 |
| S2 |
1.2891 |
1.2891 |
1.2996 |
|
| S3 |
1.2783 |
1.2845 |
1.2986 |
|
| S4 |
1.2675 |
1.2737 |
1.2957 |
|
|
| 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 |
1.2936 |
0.0214 |
1.6% |
0.0094 |
0.7% |
37% |
False |
True |
54 |
| 10 |
1.3150 |
1.2936 |
0.0214 |
1.6% |
0.0083 |
0.6% |
37% |
False |
True |
41 |
| 20 |
1.3408 |
1.2936 |
0.0472 |
3.6% |
0.0080 |
0.6% |
17% |
False |
True |
33 |
| 40 |
1.3700 |
1.2936 |
0.0764 |
5.9% |
0.0061 |
0.5% |
10% |
False |
True |
21 |
| 60 |
1.3700 |
1.2936 |
0.0764 |
5.9% |
0.0046 |
0.4% |
10% |
False |
True |
15 |
| 80 |
1.3700 |
1.2776 |
0.0924 |
7.1% |
0.0044 |
0.3% |
26% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3503 |
|
2.618 |
1.3327 |
|
1.618 |
1.3219 |
|
1.000 |
1.3152 |
|
0.618 |
1.3111 |
|
HIGH |
1.3044 |
|
0.618 |
1.3003 |
|
0.500 |
1.2990 |
|
0.382 |
1.2977 |
|
LOW |
1.2936 |
|
0.618 |
1.2869 |
|
1.000 |
1.2828 |
|
1.618 |
1.2761 |
|
2.618 |
1.2653 |
|
4.250 |
1.2477 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3007 |
1.3010 |
| PP |
1.2999 |
1.3004 |
| S1 |
1.2990 |
1.2998 |
|