CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3404 |
1.3453 |
0.0049 |
0.4% |
1.3654 |
| High |
1.3480 |
1.3523 |
0.0043 |
0.3% |
1.3658 |
| Low |
1.3367 |
1.3429 |
0.0062 |
0.5% |
1.3356 |
| Close |
1.3446 |
1.3451 |
0.0005 |
0.0% |
1.3366 |
| Range |
0.0113 |
0.0094 |
-0.0019 |
-16.8% |
0.0302 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
251,774 |
246,183 |
-5,591 |
-2.2% |
1,643,345 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3750 |
1.3694 |
1.3503 |
|
| R3 |
1.3656 |
1.3600 |
1.3477 |
|
| R2 |
1.3562 |
1.3562 |
1.3468 |
|
| R1 |
1.3506 |
1.3506 |
1.3460 |
1.3487 |
| PP |
1.3468 |
1.3468 |
1.3468 |
1.3458 |
| S1 |
1.3412 |
1.3412 |
1.3442 |
1.3393 |
| S2 |
1.3374 |
1.3374 |
1.3434 |
|
| S3 |
1.3280 |
1.3318 |
1.3425 |
|
| S4 |
1.3186 |
1.3224 |
1.3399 |
|
|
| 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 |
1.3581 |
1.3356 |
0.0225 |
1.7% |
0.0112 |
0.8% |
42% |
False |
False |
287,478 |
| 10 |
1.3715 |
1.3356 |
0.0359 |
2.7% |
0.0114 |
0.9% |
26% |
False |
False |
300,325 |
| 20 |
1.3715 |
1.3262 |
0.0453 |
3.4% |
0.0106 |
0.8% |
42% |
False |
False |
294,175 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.3% |
0.0102 |
0.8% |
63% |
False |
False |
247,792 |
| 60 |
1.3715 |
1.2713 |
0.1002 |
7.4% |
0.0095 |
0.7% |
74% |
False |
False |
174,896 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0089 |
0.7% |
74% |
False |
False |
131,226 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0087 |
0.6% |
74% |
False |
False |
105,012 |
| 120 |
1.3715 |
1.2537 |
0.1178 |
8.8% |
0.0083 |
0.6% |
78% |
False |
False |
87,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3923 |
|
2.618 |
1.3769 |
|
1.618 |
1.3675 |
|
1.000 |
1.3617 |
|
0.618 |
1.3581 |
|
HIGH |
1.3523 |
|
0.618 |
1.3487 |
|
0.500 |
1.3476 |
|
0.382 |
1.3465 |
|
LOW |
1.3429 |
|
0.618 |
1.3371 |
|
1.000 |
1.3335 |
|
1.618 |
1.3277 |
|
2.618 |
1.3183 |
|
4.250 |
1.3030 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3476 |
1.3448 |
| PP |
1.3468 |
1.3445 |
| S1 |
1.3459 |
1.3442 |
|