CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2875 |
1.2882 |
0.0007 |
0.1% |
1.2970 |
| High |
1.2904 |
1.2882 |
-0.0022 |
-0.2% |
1.3020 |
| Low |
1.2860 |
1.2770 |
-0.0090 |
-0.7% |
1.2870 |
| Close |
1.2874 |
1.2792 |
-0.0082 |
-0.6% |
1.3000 |
| Range |
0.0044 |
0.0112 |
0.0068 |
154.5% |
0.0150 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.2% |
0.0000 |
| Volume |
185 |
108 |
-77 |
-41.6% |
1,014 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3083 |
1.2854 |
|
| R3 |
1.3039 |
1.2971 |
1.2823 |
|
| R2 |
1.2927 |
1.2927 |
1.2813 |
|
| R1 |
1.2859 |
1.2859 |
1.2802 |
1.2837 |
| PP |
1.2815 |
1.2815 |
1.2815 |
1.2804 |
| S1 |
1.2747 |
1.2747 |
1.2782 |
1.2725 |
| S2 |
1.2703 |
1.2703 |
1.2771 |
|
| S3 |
1.2591 |
1.2635 |
1.2761 |
|
| S4 |
1.2479 |
1.2523 |
1.2730 |
|
|
| 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 |
1.2770 |
0.0287 |
2.2% |
0.0107 |
0.8% |
8% |
False |
True |
193 |
| 10 |
1.3110 |
1.2770 |
0.0340 |
2.7% |
0.0103 |
0.8% |
6% |
False |
True |
154 |
| 20 |
1.3150 |
1.2770 |
0.0380 |
3.0% |
0.0091 |
0.7% |
6% |
False |
True |
96 |
| 40 |
1.3700 |
1.2770 |
0.0930 |
7.3% |
0.0077 |
0.6% |
2% |
False |
True |
56 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.3% |
0.0060 |
0.5% |
2% |
False |
True |
40 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.3% |
0.0052 |
0.4% |
2% |
False |
True |
31 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.4% |
0.0044 |
0.3% |
4% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3358 |
|
2.618 |
1.3175 |
|
1.618 |
1.3063 |
|
1.000 |
1.2994 |
|
0.618 |
1.2951 |
|
HIGH |
1.2882 |
|
0.618 |
1.2839 |
|
0.500 |
1.2826 |
|
0.382 |
1.2813 |
|
LOW |
1.2770 |
|
0.618 |
1.2701 |
|
1.000 |
1.2658 |
|
1.618 |
1.2589 |
|
2.618 |
1.2477 |
|
4.250 |
1.2294 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2826 |
1.2914 |
| PP |
1.2815 |
1.2873 |
| S1 |
1.2803 |
1.2833 |
|