CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3589 |
1.3654 |
0.0065 |
0.5% |
1.3468 |
| High |
1.3715 |
1.3658 |
-0.0057 |
-0.4% |
1.3715 |
| Low |
1.3578 |
1.3509 |
-0.0069 |
-0.5% |
1.3418 |
| Close |
1.3665 |
1.3523 |
-0.0142 |
-1.0% |
1.3665 |
| Range |
0.0137 |
0.0149 |
0.0012 |
8.8% |
0.0297 |
| ATR |
0.0098 |
0.0102 |
0.0004 |
4.2% |
0.0000 |
| Volume |
404,628 |
278,973 |
-125,655 |
-31.1% |
1,423,197 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4010 |
1.3916 |
1.3605 |
|
| R3 |
1.3861 |
1.3767 |
1.3564 |
|
| R2 |
1.3712 |
1.3712 |
1.3550 |
|
| R1 |
1.3618 |
1.3618 |
1.3537 |
1.3591 |
| PP |
1.3563 |
1.3563 |
1.3563 |
1.3550 |
| S1 |
1.3469 |
1.3469 |
1.3509 |
1.3442 |
| S2 |
1.3414 |
1.3414 |
1.3496 |
|
| S3 |
1.3265 |
1.3320 |
1.3482 |
|
| S4 |
1.3116 |
1.3171 |
1.3441 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4490 |
1.4375 |
1.3828 |
|
| R3 |
1.4193 |
1.4078 |
1.3747 |
|
| R2 |
1.3896 |
1.3896 |
1.3719 |
|
| R1 |
1.3781 |
1.3781 |
1.3692 |
1.3839 |
| PP |
1.3599 |
1.3599 |
1.3599 |
1.3628 |
| S1 |
1.3484 |
1.3484 |
1.3638 |
1.3542 |
| S2 |
1.3302 |
1.3302 |
1.3611 |
|
| S3 |
1.3005 |
1.3187 |
1.3583 |
|
| S4 |
1.2708 |
1.2890 |
1.3502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3715 |
1.3418 |
0.0297 |
2.2% |
0.0106 |
0.8% |
35% |
False |
False |
297,562 |
| 10 |
1.3715 |
1.3269 |
0.0446 |
3.3% |
0.0102 |
0.8% |
57% |
False |
False |
294,975 |
| 20 |
1.3715 |
1.3025 |
0.0690 |
5.1% |
0.0106 |
0.8% |
72% |
False |
False |
283,294 |
| 40 |
1.3715 |
1.2892 |
0.0823 |
6.1% |
0.0098 |
0.7% |
77% |
False |
False |
209,742 |
| 60 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0090 |
0.7% |
81% |
False |
False |
140,285 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0085 |
0.6% |
81% |
False |
False |
105,253 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0087 |
0.6% |
81% |
False |
False |
84,230 |
| 120 |
1.3715 |
1.2318 |
0.1397 |
10.3% |
0.0078 |
0.6% |
86% |
False |
False |
70,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4291 |
|
2.618 |
1.4048 |
|
1.618 |
1.3899 |
|
1.000 |
1.3807 |
|
0.618 |
1.3750 |
|
HIGH |
1.3658 |
|
0.618 |
1.3601 |
|
0.500 |
1.3584 |
|
0.382 |
1.3566 |
|
LOW |
1.3509 |
|
0.618 |
1.3417 |
|
1.000 |
1.3360 |
|
1.618 |
1.3268 |
|
2.618 |
1.3119 |
|
4.250 |
1.2876 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3584 |
1.3612 |
| PP |
1.3563 |
1.3582 |
| S1 |
1.3543 |
1.3553 |
|