CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2983 |
1.2875 |
-0.0108 |
-0.8% |
1.2970 |
| High |
1.3057 |
1.2904 |
-0.0153 |
-1.2% |
1.3020 |
| Low |
1.2848 |
1.2860 |
0.0012 |
0.1% |
1.2870 |
| Close |
1.2881 |
1.2874 |
-0.0007 |
-0.1% |
1.3000 |
| Range |
0.0209 |
0.0044 |
-0.0165 |
-78.9% |
0.0150 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
162 |
185 |
23 |
14.2% |
1,014 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3011 |
1.2987 |
1.2898 |
|
| R3 |
1.2967 |
1.2943 |
1.2886 |
|
| R2 |
1.2923 |
1.2923 |
1.2882 |
|
| R1 |
1.2899 |
1.2899 |
1.2878 |
1.2889 |
| PP |
1.2879 |
1.2879 |
1.2879 |
1.2875 |
| S1 |
1.2855 |
1.2855 |
1.2870 |
1.2845 |
| S2 |
1.2835 |
1.2835 |
1.2866 |
|
| S3 |
1.2791 |
1.2811 |
1.2862 |
|
| S4 |
1.2747 |
1.2767 |
1.2850 |
|
|
| 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% |
0.0108 |
0.8% |
12% |
False |
False |
231 |
| 10 |
1.3110 |
1.2848 |
0.0262 |
2.0% |
0.0104 |
0.8% |
10% |
False |
False |
150 |
| 20 |
1.3150 |
1.2848 |
0.0302 |
2.3% |
0.0088 |
0.7% |
9% |
False |
False |
92 |
| 40 |
1.3700 |
1.2848 |
0.0852 |
6.6% |
0.0076 |
0.6% |
3% |
False |
False |
53 |
| 60 |
1.3700 |
1.2848 |
0.0852 |
6.6% |
0.0058 |
0.4% |
3% |
False |
False |
38 |
| 80 |
1.3700 |
1.2848 |
0.0852 |
6.6% |
0.0050 |
0.4% |
3% |
False |
False |
29 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.4% |
0.0043 |
0.3% |
13% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3091 |
|
2.618 |
1.3019 |
|
1.618 |
1.2975 |
|
1.000 |
1.2948 |
|
0.618 |
1.2931 |
|
HIGH |
1.2904 |
|
0.618 |
1.2887 |
|
0.500 |
1.2882 |
|
0.382 |
1.2877 |
|
LOW |
1.2860 |
|
0.618 |
1.2833 |
|
1.000 |
1.2816 |
|
1.618 |
1.2789 |
|
2.618 |
1.2745 |
|
4.250 |
1.2673 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2882 |
1.2953 |
| PP |
1.2879 |
1.2926 |
| S1 |
1.2877 |
1.2900 |
|