CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2877 |
1.2951 |
0.0074 |
0.6% |
1.3026 |
| High |
1.2996 |
1.2969 |
-0.0027 |
-0.2% |
1.3110 |
| Low |
1.2877 |
1.2906 |
0.0029 |
0.2% |
1.2936 |
| Close |
1.2963 |
1.2934 |
-0.0029 |
-0.2% |
1.3071 |
| Range |
0.0119 |
0.0063 |
-0.0056 |
-47.1% |
0.0174 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
296 |
302 |
6 |
2.0% |
275 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3125 |
1.3093 |
1.2969 |
|
| R3 |
1.3062 |
1.3030 |
1.2951 |
|
| R2 |
1.2999 |
1.2999 |
1.2946 |
|
| R1 |
1.2967 |
1.2967 |
1.2940 |
1.2952 |
| PP |
1.2936 |
1.2936 |
1.2936 |
1.2929 |
| S1 |
1.2904 |
1.2904 |
1.2928 |
1.2889 |
| S2 |
1.2873 |
1.2873 |
1.2922 |
|
| S3 |
1.2810 |
1.2841 |
1.2917 |
|
| S4 |
1.2747 |
1.2778 |
1.2899 |
|
|
| 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% |
0.0091 |
0.7% |
27% |
False |
False |
166 |
| 10 |
1.3150 |
1.2870 |
0.0280 |
2.2% |
0.0093 |
0.7% |
23% |
False |
False |
110 |
| 20 |
1.3307 |
1.2870 |
0.0437 |
3.4% |
0.0088 |
0.7% |
15% |
False |
False |
70 |
| 40 |
1.3700 |
1.2870 |
0.0830 |
6.4% |
0.0069 |
0.5% |
8% |
False |
False |
39 |
| 60 |
1.3700 |
1.2870 |
0.0830 |
6.4% |
0.0052 |
0.4% |
8% |
False |
False |
29 |
| 80 |
1.3700 |
1.2870 |
0.0830 |
6.4% |
0.0047 |
0.4% |
8% |
False |
False |
22 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0040 |
0.3% |
19% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3237 |
|
2.618 |
1.3134 |
|
1.618 |
1.3071 |
|
1.000 |
1.3032 |
|
0.618 |
1.3008 |
|
HIGH |
1.2969 |
|
0.618 |
1.2945 |
|
0.500 |
1.2938 |
|
0.382 |
1.2930 |
|
LOW |
1.2906 |
|
0.618 |
1.2867 |
|
1.000 |
1.2843 |
|
1.618 |
1.2804 |
|
2.618 |
1.2741 |
|
4.250 |
1.2638 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2938 |
1.2934 |
| PP |
1.2936 |
1.2933 |
| S1 |
1.2935 |
1.2933 |
|