CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3027 |
1.2970 |
-0.0057 |
-0.4% |
1.3026 |
| High |
1.3110 |
1.3002 |
-0.0108 |
-0.8% |
1.3110 |
| Low |
1.3027 |
1.2920 |
-0.0107 |
-0.8% |
1.2936 |
| Close |
1.3071 |
1.2965 |
-0.0106 |
-0.8% |
1.3071 |
| Range |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0174 |
| ATR |
0.0085 |
0.0090 |
0.0005 |
5.5% |
0.0000 |
| Volume |
29 |
29 |
0 |
0.0% |
275 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3208 |
1.3169 |
1.3010 |
|
| R3 |
1.3126 |
1.3087 |
1.2988 |
|
| R2 |
1.3044 |
1.3044 |
1.2980 |
|
| R1 |
1.3005 |
1.3005 |
1.2973 |
1.2984 |
| PP |
1.2962 |
1.2962 |
1.2962 |
1.2952 |
| S1 |
1.2923 |
1.2923 |
1.2957 |
1.2902 |
| S2 |
1.2880 |
1.2880 |
1.2950 |
|
| S3 |
1.2798 |
1.2841 |
1.2942 |
|
| S4 |
1.2716 |
1.2759 |
1.2920 |
|
|
| 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 |
1.2920 |
0.0190 |
1.5% |
0.0084 |
0.6% |
24% |
False |
True |
40 |
| 10 |
1.3150 |
1.2920 |
0.0230 |
1.8% |
0.0087 |
0.7% |
20% |
False |
True |
38 |
| 20 |
1.3406 |
1.2920 |
0.0486 |
3.7% |
0.0084 |
0.6% |
9% |
False |
True |
35 |
| 40 |
1.3700 |
1.2920 |
0.0780 |
6.0% |
0.0065 |
0.5% |
6% |
False |
True |
21 |
| 60 |
1.3700 |
1.2920 |
0.0780 |
6.0% |
0.0048 |
0.4% |
6% |
False |
True |
16 |
| 80 |
1.3700 |
1.2800 |
0.0900 |
6.9% |
0.0045 |
0.3% |
18% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3351 |
|
2.618 |
1.3217 |
|
1.618 |
1.3135 |
|
1.000 |
1.3084 |
|
0.618 |
1.3053 |
|
HIGH |
1.3002 |
|
0.618 |
1.2971 |
|
0.500 |
1.2961 |
|
0.382 |
1.2951 |
|
LOW |
1.2920 |
|
0.618 |
1.2869 |
|
1.000 |
1.2838 |
|
1.618 |
1.2787 |
|
2.618 |
1.2705 |
|
4.250 |
1.2572 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2964 |
1.3015 |
| PP |
1.2962 |
1.2998 |
| S1 |
1.2961 |
1.2982 |
|