CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2970 |
1.2963 |
-0.0007 |
-0.1% |
1.3026 |
| High |
1.3002 |
1.2978 |
-0.0024 |
-0.2% |
1.3110 |
| Low |
1.2920 |
1.2870 |
-0.0050 |
-0.4% |
1.2936 |
| Close |
1.2965 |
1.2894 |
-0.0071 |
-0.5% |
1.3071 |
| Range |
0.0082 |
0.0108 |
0.0026 |
31.7% |
0.0174 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.4% |
0.0000 |
| Volume |
29 |
177 |
148 |
510.3% |
275 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3238 |
1.3174 |
1.2953 |
|
| R3 |
1.3130 |
1.3066 |
1.2924 |
|
| R2 |
1.3022 |
1.3022 |
1.2914 |
|
| R1 |
1.2958 |
1.2958 |
1.2904 |
1.2936 |
| PP |
1.2914 |
1.2914 |
1.2914 |
1.2903 |
| S1 |
1.2850 |
1.2850 |
1.2884 |
1.2828 |
| S2 |
1.2806 |
1.2806 |
1.2874 |
|
| S3 |
1.2698 |
1.2742 |
1.2864 |
|
| S4 |
1.2590 |
1.2634 |
1.2835 |
|
|
| 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 |
1.2870 |
0.0240 |
1.9% |
0.0100 |
0.8% |
10% |
False |
True |
70 |
| 10 |
1.3150 |
1.2870 |
0.0280 |
2.2% |
0.0094 |
0.7% |
9% |
False |
True |
52 |
| 20 |
1.3365 |
1.2870 |
0.0495 |
3.8% |
0.0086 |
0.7% |
5% |
False |
True |
44 |
| 40 |
1.3700 |
1.2870 |
0.0830 |
6.4% |
0.0066 |
0.5% |
3% |
False |
True |
25 |
| 60 |
1.3700 |
1.2870 |
0.0830 |
6.4% |
0.0049 |
0.4% |
3% |
False |
True |
19 |
| 80 |
1.3700 |
1.2800 |
0.0900 |
7.0% |
0.0046 |
0.4% |
10% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3437 |
|
2.618 |
1.3261 |
|
1.618 |
1.3153 |
|
1.000 |
1.3086 |
|
0.618 |
1.3045 |
|
HIGH |
1.2978 |
|
0.618 |
1.2937 |
|
0.500 |
1.2924 |
|
0.382 |
1.2911 |
|
LOW |
1.2870 |
|
0.618 |
1.2803 |
|
1.000 |
1.2762 |
|
1.618 |
1.2695 |
|
2.618 |
1.2587 |
|
4.250 |
1.2411 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2924 |
1.2990 |
| PP |
1.2914 |
1.2958 |
| S1 |
1.2904 |
1.2926 |
|