CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3374 |
1.3404 |
0.0030 |
0.2% |
1.3654 |
| High |
1.3431 |
1.3480 |
0.0049 |
0.4% |
1.3658 |
| Low |
1.3360 |
1.3367 |
0.0007 |
0.1% |
1.3356 |
| Close |
1.3392 |
1.3446 |
0.0054 |
0.4% |
1.3366 |
| Range |
0.0071 |
0.0113 |
0.0042 |
59.2% |
0.0302 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.4% |
0.0000 |
| Volume |
216,669 |
251,774 |
35,105 |
16.2% |
1,643,345 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3770 |
1.3721 |
1.3508 |
|
| R3 |
1.3657 |
1.3608 |
1.3477 |
|
| R2 |
1.3544 |
1.3544 |
1.3467 |
|
| R1 |
1.3495 |
1.3495 |
1.3456 |
1.3520 |
| PP |
1.3431 |
1.3431 |
1.3431 |
1.3443 |
| S1 |
1.3382 |
1.3382 |
1.3436 |
1.3407 |
| S2 |
1.3318 |
1.3318 |
1.3425 |
|
| S3 |
1.3205 |
1.3269 |
1.3415 |
|
| S4 |
1.3092 |
1.3156 |
1.3384 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4366 |
1.4168 |
1.3532 |
|
| R3 |
1.4064 |
1.3866 |
1.3449 |
|
| R2 |
1.3762 |
1.3762 |
1.3421 |
|
| R1 |
1.3564 |
1.3564 |
1.3394 |
1.3512 |
| PP |
1.3460 |
1.3460 |
1.3460 |
1.3434 |
| S1 |
1.3262 |
1.3262 |
1.3338 |
1.3210 |
| S2 |
1.3158 |
1.3158 |
1.3311 |
|
| S3 |
1.2856 |
1.2960 |
1.3283 |
|
| S4 |
1.2554 |
1.2658 |
1.3200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3600 |
1.3356 |
0.0244 |
1.8% |
0.0114 |
0.8% |
37% |
False |
False |
293,690 |
| 10 |
1.3715 |
1.3356 |
0.0359 |
2.7% |
0.0116 |
0.9% |
25% |
False |
False |
304,501 |
| 20 |
1.3715 |
1.3262 |
0.0453 |
3.4% |
0.0108 |
0.8% |
41% |
False |
False |
297,129 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.3% |
0.0102 |
0.8% |
62% |
False |
False |
248,001 |
| 60 |
1.3715 |
1.2713 |
0.1002 |
7.5% |
0.0095 |
0.7% |
73% |
False |
False |
170,798 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0089 |
0.7% |
74% |
False |
False |
128,152 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0087 |
0.6% |
74% |
False |
False |
102,552 |
| 120 |
1.3715 |
1.2507 |
0.1208 |
9.0% |
0.0083 |
0.6% |
78% |
False |
False |
85,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3960 |
|
2.618 |
1.3776 |
|
1.618 |
1.3663 |
|
1.000 |
1.3593 |
|
0.618 |
1.3550 |
|
HIGH |
1.3480 |
|
0.618 |
1.3437 |
|
0.500 |
1.3424 |
|
0.382 |
1.3410 |
|
LOW |
1.3367 |
|
0.618 |
1.3297 |
|
1.000 |
1.3254 |
|
1.618 |
1.3184 |
|
2.618 |
1.3071 |
|
4.250 |
1.2887 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3439 |
1.3437 |
| PP |
1.3431 |
1.3427 |
| S1 |
1.3424 |
1.3418 |
|