CME Euro FX (E) Future December 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 |
1.2870 |
1.2791 |
-0.0079 |
-0.6% |
1.2950 |
| High |
1.2877 |
1.2845 |
-0.0032 |
-0.2% |
1.3028 |
| Low |
1.2795 |
1.2789 |
-0.0006 |
0.0% |
1.2888 |
| Close |
1.2803 |
1.2845 |
0.0042 |
0.3% |
1.3012 |
| Range |
0.0082 |
0.0056 |
-0.0026 |
-31.7% |
0.0140 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
2 |
23 |
21 |
1,050.0% |
62 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2994 |
1.2976 |
1.2876 |
|
| R3 |
1.2938 |
1.2920 |
1.2860 |
|
| R2 |
1.2882 |
1.2882 |
1.2855 |
|
| R1 |
1.2864 |
1.2864 |
1.2850 |
1.2873 |
| PP |
1.2826 |
1.2826 |
1.2826 |
1.2831 |
| S1 |
1.2808 |
1.2808 |
1.2840 |
1.2817 |
| S2 |
1.2770 |
1.2770 |
1.2835 |
|
| S3 |
1.2714 |
1.2752 |
1.2830 |
|
| S4 |
1.2658 |
1.2696 |
1.2814 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3396 |
1.3344 |
1.3089 |
|
| R3 |
1.3256 |
1.3204 |
1.3051 |
|
| R2 |
1.3116 |
1.3116 |
1.3038 |
|
| R1 |
1.3064 |
1.3064 |
1.3025 |
1.3090 |
| PP |
1.2976 |
1.2976 |
1.2976 |
1.2989 |
| S1 |
1.2924 |
1.2924 |
1.2999 |
1.2950 |
| S2 |
1.2836 |
1.2836 |
1.2986 |
|
| S3 |
1.2696 |
1.2784 |
1.2974 |
|
| S4 |
1.2556 |
1.2644 |
1.2935 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3083 |
|
2.618 |
1.2992 |
|
1.618 |
1.2936 |
|
1.000 |
1.2901 |
|
0.618 |
1.2880 |
|
HIGH |
1.2845 |
|
0.618 |
1.2824 |
|
0.500 |
1.2817 |
|
0.382 |
1.2810 |
|
LOW |
1.2789 |
|
0.618 |
1.2754 |
|
1.000 |
1.2733 |
|
1.618 |
1.2698 |
|
2.618 |
1.2642 |
|
4.250 |
1.2551 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2836 |
1.2842 |
| PP |
1.2826 |
1.2839 |
| S1 |
1.2817 |
1.2837 |
|