CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2926 |
1.2983 |
0.0057 |
0.4% |
1.2970 |
| High |
1.3020 |
1.3057 |
0.0037 |
0.3% |
1.3020 |
| Low |
1.2914 |
1.2848 |
-0.0066 |
-0.5% |
1.2870 |
| Close |
1.3000 |
1.2881 |
-0.0119 |
-0.9% |
1.3000 |
| Range |
0.0106 |
0.0209 |
0.0103 |
97.2% |
0.0150 |
| ATR |
0.0092 |
0.0100 |
0.0008 |
9.1% |
0.0000 |
| Volume |
210 |
162 |
-48 |
-22.9% |
1,014 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3556 |
1.3427 |
1.2996 |
|
| R3 |
1.3347 |
1.3218 |
1.2938 |
|
| R2 |
1.3138 |
1.3138 |
1.2919 |
|
| R1 |
1.3009 |
1.3009 |
1.2900 |
1.2969 |
| PP |
1.2929 |
1.2929 |
1.2929 |
1.2909 |
| S1 |
1.2800 |
1.2800 |
1.2862 |
1.2760 |
| S2 |
1.2720 |
1.2720 |
1.2843 |
|
| S3 |
1.2511 |
1.2591 |
1.2824 |
|
| S4 |
1.2302 |
1.2382 |
1.2766 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3413 |
1.3357 |
1.3083 |
|
| R3 |
1.3263 |
1.3207 |
1.3041 |
|
| R2 |
1.3113 |
1.3113 |
1.3028 |
|
| R1 |
1.3057 |
1.3057 |
1.3014 |
1.3085 |
| PP |
1.2963 |
1.2963 |
1.2963 |
1.2978 |
| S1 |
1.2907 |
1.2907 |
1.2986 |
1.2935 |
| S2 |
1.2813 |
1.2813 |
1.2973 |
|
| S3 |
1.2663 |
1.2757 |
1.2959 |
|
| S4 |
1.2513 |
1.2607 |
1.2918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3057 |
1.2848 |
0.0209 |
1.6% |
0.0121 |
0.9% |
16% |
True |
True |
229 |
| 10 |
1.3110 |
1.2848 |
0.0262 |
2.0% |
0.0103 |
0.8% |
13% |
False |
True |
134 |
| 20 |
1.3150 |
1.2848 |
0.0302 |
2.3% |
0.0090 |
0.7% |
11% |
False |
True |
85 |
| 40 |
1.3700 |
1.2848 |
0.0852 |
6.6% |
0.0074 |
0.6% |
4% |
False |
True |
49 |
| 60 |
1.3700 |
1.2848 |
0.0852 |
6.6% |
0.0057 |
0.4% |
4% |
False |
True |
35 |
| 80 |
1.3700 |
1.2848 |
0.0852 |
6.6% |
0.0050 |
0.4% |
4% |
False |
True |
27 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.4% |
0.0043 |
0.3% |
14% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3945 |
|
2.618 |
1.3604 |
|
1.618 |
1.3395 |
|
1.000 |
1.3266 |
|
0.618 |
1.3186 |
|
HIGH |
1.3057 |
|
0.618 |
1.2977 |
|
0.500 |
1.2953 |
|
0.382 |
1.2928 |
|
LOW |
1.2848 |
|
0.618 |
1.2719 |
|
1.000 |
1.2639 |
|
1.618 |
1.2510 |
|
2.618 |
1.2301 |
|
4.250 |
1.1960 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2953 |
1.2953 |
| PP |
1.2929 |
1.2929 |
| S1 |
1.2905 |
1.2905 |
|