CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2882 |
1.2802 |
-0.0080 |
-0.6% |
1.2970 |
| High |
1.2882 |
1.2860 |
-0.0022 |
-0.2% |
1.3020 |
| Low |
1.2770 |
1.2785 |
0.0015 |
0.1% |
1.2870 |
| Close |
1.2792 |
1.2833 |
0.0041 |
0.3% |
1.3000 |
| Range |
0.0112 |
0.0075 |
-0.0037 |
-33.0% |
0.0150 |
| ATR |
0.0097 |
0.0096 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
108 |
140 |
32 |
29.6% |
1,014 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3051 |
1.3017 |
1.2874 |
|
| R3 |
1.2976 |
1.2942 |
1.2854 |
|
| R2 |
1.2901 |
1.2901 |
1.2847 |
|
| R1 |
1.2867 |
1.2867 |
1.2840 |
1.2884 |
| PP |
1.2826 |
1.2826 |
1.2826 |
1.2835 |
| S1 |
1.2792 |
1.2792 |
1.2826 |
1.2809 |
| S2 |
1.2751 |
1.2751 |
1.2819 |
|
| S3 |
1.2676 |
1.2717 |
1.2812 |
|
| S4 |
1.2601 |
1.2642 |
1.2792 |
|
|
| 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% |
0.0109 |
0.9% |
22% |
False |
False |
161 |
| 10 |
1.3110 |
1.2770 |
0.0340 |
2.6% |
0.0100 |
0.8% |
19% |
False |
False |
163 |
| 20 |
1.3150 |
1.2770 |
0.0380 |
3.0% |
0.0092 |
0.7% |
17% |
False |
False |
102 |
| 40 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0078 |
0.6% |
7% |
False |
False |
59 |
| 60 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0061 |
0.5% |
7% |
False |
False |
42 |
| 80 |
1.3700 |
1.2770 |
0.0930 |
7.2% |
0.0052 |
0.4% |
7% |
False |
False |
32 |
| 100 |
1.3700 |
1.2751 |
0.0949 |
7.4% |
0.0045 |
0.4% |
9% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3179 |
|
2.618 |
1.3056 |
|
1.618 |
1.2981 |
|
1.000 |
1.2935 |
|
0.618 |
1.2906 |
|
HIGH |
1.2860 |
|
0.618 |
1.2831 |
|
0.500 |
1.2823 |
|
0.382 |
1.2814 |
|
LOW |
1.2785 |
|
0.618 |
1.2739 |
|
1.000 |
1.2710 |
|
1.618 |
1.2664 |
|
2.618 |
1.2589 |
|
4.250 |
1.2466 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2830 |
1.2837 |
| PP |
1.2826 |
1.2836 |
| S1 |
1.2823 |
1.2834 |
|