CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2963 |
1.2877 |
-0.0086 |
-0.7% |
1.3026 |
| High |
1.2978 |
1.2996 |
0.0018 |
0.1% |
1.3110 |
| Low |
1.2870 |
1.2877 |
0.0007 |
0.1% |
1.2936 |
| Close |
1.2894 |
1.2963 |
0.0069 |
0.5% |
1.3071 |
| Range |
0.0108 |
0.0119 |
0.0011 |
10.2% |
0.0174 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.2% |
0.0000 |
| Volume |
177 |
296 |
119 |
67.2% |
275 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3302 |
1.3252 |
1.3028 |
|
| R3 |
1.3183 |
1.3133 |
1.2996 |
|
| R2 |
1.3064 |
1.3064 |
1.2985 |
|
| R1 |
1.3014 |
1.3014 |
1.2974 |
1.3039 |
| PP |
1.2945 |
1.2945 |
1.2945 |
1.2958 |
| S1 |
1.2895 |
1.2895 |
1.2952 |
1.2920 |
| S2 |
1.2826 |
1.2826 |
1.2941 |
|
| S3 |
1.2707 |
1.2776 |
1.2930 |
|
| S4 |
1.2588 |
1.2657 |
1.2898 |
|
|
| 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% |
39% |
False |
False |
114 |
| 10 |
1.3150 |
1.2870 |
0.0280 |
2.2% |
0.0096 |
0.7% |
33% |
False |
False |
81 |
| 20 |
1.3307 |
1.2870 |
0.0437 |
3.4% |
0.0089 |
0.7% |
21% |
False |
False |
58 |
| 40 |
1.3700 |
1.2870 |
0.0830 |
6.4% |
0.0068 |
0.5% |
11% |
False |
False |
32 |
| 60 |
1.3700 |
1.2870 |
0.0830 |
6.4% |
0.0051 |
0.4% |
11% |
False |
False |
24 |
| 80 |
1.3700 |
1.2870 |
0.0830 |
6.4% |
0.0047 |
0.4% |
11% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3502 |
|
2.618 |
1.3308 |
|
1.618 |
1.3189 |
|
1.000 |
1.3115 |
|
0.618 |
1.3070 |
|
HIGH |
1.2996 |
|
0.618 |
1.2951 |
|
0.500 |
1.2937 |
|
0.382 |
1.2922 |
|
LOW |
1.2877 |
|
0.618 |
1.2803 |
|
1.000 |
1.2758 |
|
1.618 |
1.2684 |
|
2.618 |
1.2565 |
|
4.250 |
1.2371 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2954 |
1.2954 |
| PP |
1.2945 |
1.2945 |
| S1 |
1.2937 |
1.2936 |
|