CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3362 |
1.3349 |
-0.0013 |
-0.1% |
1.3374 |
| High |
1.3396 |
1.3399 |
0.0003 |
0.0% |
1.3523 |
| Low |
1.3308 |
1.3324 |
0.0016 |
0.1% |
1.3308 |
| Close |
1.3358 |
1.3391 |
0.0033 |
0.2% |
1.3358 |
| Range |
0.0088 |
0.0075 |
-0.0013 |
-14.8% |
0.0215 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
237,879 |
303,420 |
65,541 |
27.6% |
1,213,594 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3596 |
1.3569 |
1.3432 |
|
| R3 |
1.3521 |
1.3494 |
1.3412 |
|
| R2 |
1.3446 |
1.3446 |
1.3405 |
|
| R1 |
1.3419 |
1.3419 |
1.3398 |
1.3433 |
| PP |
1.3371 |
1.3371 |
1.3371 |
1.3378 |
| S1 |
1.3344 |
1.3344 |
1.3384 |
1.3358 |
| S2 |
1.3296 |
1.3296 |
1.3377 |
|
| S3 |
1.3221 |
1.3269 |
1.3370 |
|
| S4 |
1.3146 |
1.3194 |
1.3350 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4041 |
1.3915 |
1.3476 |
|
| R3 |
1.3826 |
1.3700 |
1.3417 |
|
| R2 |
1.3611 |
1.3611 |
1.3397 |
|
| R1 |
1.3485 |
1.3485 |
1.3378 |
1.3441 |
| PP |
1.3396 |
1.3396 |
1.3396 |
1.3374 |
| S1 |
1.3270 |
1.3270 |
1.3338 |
1.3226 |
| S2 |
1.3181 |
1.3181 |
1.3319 |
|
| S3 |
1.2966 |
1.3055 |
1.3299 |
|
| S4 |
1.2751 |
1.2840 |
1.3240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3523 |
1.3308 |
0.0215 |
1.6% |
0.0102 |
0.8% |
39% |
False |
False |
260,069 |
| 10 |
1.3602 |
1.3308 |
0.0294 |
2.2% |
0.0111 |
0.8% |
28% |
False |
False |
288,138 |
| 20 |
1.3715 |
1.3269 |
0.0446 |
3.3% |
0.0106 |
0.8% |
27% |
False |
False |
291,557 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.3% |
0.0104 |
0.8% |
54% |
False |
False |
253,593 |
| 60 |
1.3715 |
1.2760 |
0.0955 |
7.1% |
0.0097 |
0.7% |
66% |
False |
False |
188,253 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0090 |
0.7% |
69% |
False |
False |
141,251 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0088 |
0.7% |
69% |
False |
False |
113,031 |
| 120 |
1.3715 |
1.2541 |
0.1174 |
8.8% |
0.0085 |
0.6% |
72% |
False |
False |
94,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3718 |
|
2.618 |
1.3595 |
|
1.618 |
1.3520 |
|
1.000 |
1.3474 |
|
0.618 |
1.3445 |
|
HIGH |
1.3399 |
|
0.618 |
1.3370 |
|
0.500 |
1.3362 |
|
0.382 |
1.3353 |
|
LOW |
1.3324 |
|
0.618 |
1.3278 |
|
1.000 |
1.3249 |
|
1.618 |
1.3203 |
|
2.618 |
1.3128 |
|
4.250 |
1.3005 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3381 |
1.3389 |
| PP |
1.3371 |
1.3386 |
| S1 |
1.3362 |
1.3384 |
|