CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2980 |
1.3027 |
0.0047 |
0.4% |
1.3026 |
| High |
1.3044 |
1.3110 |
0.0066 |
0.5% |
1.3110 |
| Low |
1.2936 |
1.3027 |
0.0091 |
0.7% |
1.2936 |
| Close |
1.3016 |
1.3071 |
0.0055 |
0.4% |
1.3071 |
| Range |
0.0108 |
0.0083 |
-0.0025 |
-23.1% |
0.0174 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.8% |
0.0000 |
| Volume |
43 |
29 |
-14 |
-32.6% |
275 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3318 |
1.3278 |
1.3117 |
|
| R3 |
1.3235 |
1.3195 |
1.3094 |
|
| R2 |
1.3152 |
1.3152 |
1.3086 |
|
| R1 |
1.3112 |
1.3112 |
1.3079 |
1.3132 |
| PP |
1.3069 |
1.3069 |
1.3069 |
1.3080 |
| S1 |
1.3029 |
1.3029 |
1.3063 |
1.3049 |
| S2 |
1.2986 |
1.2986 |
1.3056 |
|
| S3 |
1.2903 |
1.2946 |
1.3048 |
|
| S4 |
1.2820 |
1.2863 |
1.3025 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3561 |
1.3490 |
1.3167 |
|
| R3 |
1.3387 |
1.3316 |
1.3119 |
|
| R2 |
1.3213 |
1.3213 |
1.3103 |
|
| R1 |
1.3142 |
1.3142 |
1.3087 |
1.3178 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3057 |
| S1 |
1.2968 |
1.2968 |
1.3055 |
1.3004 |
| S2 |
1.2865 |
1.2865 |
1.3039 |
|
| S3 |
1.2691 |
1.2794 |
1.3023 |
|
| S4 |
1.2517 |
1.2620 |
1.2975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3110 |
1.2936 |
0.0174 |
1.3% |
0.0077 |
0.6% |
78% |
True |
False |
55 |
| 10 |
1.3150 |
1.2936 |
0.0214 |
1.6% |
0.0083 |
0.6% |
63% |
False |
False |
43 |
| 20 |
1.3406 |
1.2936 |
0.0470 |
3.6% |
0.0081 |
0.6% |
29% |
False |
False |
34 |
| 40 |
1.3700 |
1.2936 |
0.0764 |
5.8% |
0.0063 |
0.5% |
18% |
False |
False |
21 |
| 60 |
1.3700 |
1.2936 |
0.0764 |
5.8% |
0.0047 |
0.4% |
18% |
False |
False |
15 |
| 80 |
1.3700 |
1.2800 |
0.0900 |
6.9% |
0.0045 |
0.3% |
30% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3463 |
|
2.618 |
1.3327 |
|
1.618 |
1.3244 |
|
1.000 |
1.3193 |
|
0.618 |
1.3161 |
|
HIGH |
1.3110 |
|
0.618 |
1.3078 |
|
0.500 |
1.3069 |
|
0.382 |
1.3059 |
|
LOW |
1.3027 |
|
0.618 |
1.2976 |
|
1.000 |
1.2944 |
|
1.618 |
1.2893 |
|
2.618 |
1.2810 |
|
4.250 |
1.2674 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3070 |
1.3055 |
| PP |
1.3069 |
1.3039 |
| S1 |
1.3069 |
1.3023 |
|