CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3453 |
1.3452 |
-0.0001 |
0.0% |
1.3654 |
| High |
1.3523 |
1.3459 |
-0.0064 |
-0.5% |
1.3658 |
| Low |
1.3429 |
1.3317 |
-0.0112 |
-0.8% |
1.3356 |
| Close |
1.3451 |
1.3350 |
-0.0101 |
-0.8% |
1.3366 |
| Range |
0.0094 |
0.0142 |
0.0048 |
51.1% |
0.0302 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.4% |
0.0000 |
| Volume |
246,183 |
261,089 |
14,906 |
6.1% |
1,643,345 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3801 |
1.3718 |
1.3428 |
|
| R3 |
1.3659 |
1.3576 |
1.3389 |
|
| R2 |
1.3517 |
1.3517 |
1.3376 |
|
| R1 |
1.3434 |
1.3434 |
1.3363 |
1.3405 |
| PP |
1.3375 |
1.3375 |
1.3375 |
1.3361 |
| S1 |
1.3292 |
1.3292 |
1.3337 |
1.3263 |
| S2 |
1.3233 |
1.3233 |
1.3324 |
|
| S3 |
1.3091 |
1.3150 |
1.3311 |
|
| S4 |
1.2949 |
1.3008 |
1.3272 |
|
|
| 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 |
1.3523 |
1.3317 |
0.0206 |
1.5% |
0.0099 |
0.7% |
16% |
False |
True |
249,392 |
| 10 |
1.3715 |
1.3317 |
0.0398 |
3.0% |
0.0123 |
0.9% |
8% |
False |
True |
302,368 |
| 20 |
1.3715 |
1.3269 |
0.0446 |
3.3% |
0.0110 |
0.8% |
18% |
False |
False |
293,939 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.3% |
0.0104 |
0.8% |
49% |
False |
False |
250,299 |
| 60 |
1.3715 |
1.2760 |
0.0955 |
7.2% |
0.0096 |
0.7% |
62% |
False |
False |
179,241 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.8% |
0.0090 |
0.7% |
65% |
False |
False |
134,487 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.8% |
0.0088 |
0.7% |
65% |
False |
False |
107,621 |
| 120 |
1.3715 |
1.2537 |
0.1178 |
8.8% |
0.0084 |
0.6% |
69% |
False |
False |
89,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4063 |
|
2.618 |
1.3831 |
|
1.618 |
1.3689 |
|
1.000 |
1.3601 |
|
0.618 |
1.3547 |
|
HIGH |
1.3459 |
|
0.618 |
1.3405 |
|
0.500 |
1.3388 |
|
0.382 |
1.3371 |
|
LOW |
1.3317 |
|
0.618 |
1.3229 |
|
1.000 |
1.3175 |
|
1.618 |
1.3087 |
|
2.618 |
1.2945 |
|
4.250 |
1.2714 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3388 |
1.3420 |
| PP |
1.3375 |
1.3397 |
| S1 |
1.3363 |
1.3373 |
|