CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3288 |
1.3193 |
-0.0095 |
-0.7% |
1.3349 |
| High |
1.3292 |
1.3247 |
-0.0045 |
-0.3% |
1.3437 |
| Low |
1.3163 |
1.3147 |
-0.0016 |
-0.1% |
1.3147 |
| Close |
1.3172 |
1.3181 |
0.0009 |
0.1% |
1.3181 |
| Range |
0.0129 |
0.0100 |
-0.0029 |
-22.5% |
0.0290 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
368,309 |
283,086 |
-85,223 |
-23.1% |
1,268,065 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3492 |
1.3436 |
1.3236 |
|
| R3 |
1.3392 |
1.3336 |
1.3209 |
|
| R2 |
1.3292 |
1.3292 |
1.3199 |
|
| R1 |
1.3236 |
1.3236 |
1.3190 |
1.3214 |
| PP |
1.3192 |
1.3192 |
1.3192 |
1.3181 |
| S1 |
1.3136 |
1.3136 |
1.3172 |
1.3114 |
| S2 |
1.3092 |
1.3092 |
1.3163 |
|
| S3 |
1.2992 |
1.3036 |
1.3154 |
|
| S4 |
1.2892 |
1.2936 |
1.3126 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4125 |
1.3943 |
1.3341 |
|
| R3 |
1.3835 |
1.3653 |
1.3261 |
|
| R2 |
1.3545 |
1.3545 |
1.3234 |
|
| R1 |
1.3363 |
1.3363 |
1.3208 |
1.3309 |
| PP |
1.3255 |
1.3255 |
1.3255 |
1.3228 |
| S1 |
1.3073 |
1.3073 |
1.3154 |
1.3019 |
| S2 |
1.2965 |
1.2965 |
1.3128 |
|
| S3 |
1.2675 |
1.2783 |
1.3101 |
|
| S4 |
1.2385 |
1.2493 |
1.3022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3437 |
1.3147 |
0.0290 |
2.2% |
0.0111 |
0.8% |
12% |
False |
True |
301,188 |
| 10 |
1.3523 |
1.3147 |
0.0376 |
2.9% |
0.0105 |
0.8% |
9% |
False |
True |
275,290 |
| 20 |
1.3715 |
1.3147 |
0.0568 |
4.3% |
0.0111 |
0.8% |
6% |
False |
True |
293,654 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.4% |
0.0107 |
0.8% |
25% |
False |
False |
266,050 |
| 60 |
1.3715 |
1.2892 |
0.0823 |
6.2% |
0.0099 |
0.7% |
35% |
False |
False |
204,285 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
48% |
False |
False |
153,303 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0089 |
0.7% |
48% |
False |
False |
122,671 |
| 120 |
1.3715 |
1.2588 |
0.1127 |
8.6% |
0.0088 |
0.7% |
53% |
False |
False |
102,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3672 |
|
2.618 |
1.3509 |
|
1.618 |
1.3409 |
|
1.000 |
1.3347 |
|
0.618 |
1.3309 |
|
HIGH |
1.3247 |
|
0.618 |
1.3209 |
|
0.500 |
1.3197 |
|
0.382 |
1.3185 |
|
LOW |
1.3147 |
|
0.618 |
1.3085 |
|
1.000 |
1.3047 |
|
1.618 |
1.2985 |
|
2.618 |
1.2885 |
|
4.250 |
1.2722 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3197 |
1.3292 |
| PP |
1.3192 |
1.3255 |
| S1 |
1.3186 |
1.3218 |
|