CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3593 |
1.3656 |
0.0063 |
0.5% |
1.3462 |
| High |
1.3731 |
1.3659 |
-0.0072 |
-0.5% |
1.3731 |
| Low |
1.3590 |
1.3524 |
-0.0066 |
-0.5% |
1.3430 |
| Close |
1.3671 |
1.3530 |
-0.0141 |
-1.0% |
1.3671 |
| Range |
0.0141 |
0.0135 |
-0.0006 |
-4.3% |
0.0301 |
| ATR |
0.0087 |
0.0092 |
0.0004 |
4.9% |
0.0000 |
| Volume |
317 |
1,167 |
850 |
268.1% |
2,009 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3976 |
1.3888 |
1.3604 |
|
| R3 |
1.3841 |
1.3753 |
1.3567 |
|
| R2 |
1.3706 |
1.3706 |
1.3555 |
|
| R1 |
1.3618 |
1.3618 |
1.3542 |
1.3595 |
| PP |
1.3571 |
1.3571 |
1.3571 |
1.3559 |
| S1 |
1.3483 |
1.3483 |
1.3518 |
1.3460 |
| S2 |
1.3436 |
1.3436 |
1.3505 |
|
| S3 |
1.3301 |
1.3348 |
1.3493 |
|
| S4 |
1.3166 |
1.3213 |
1.3456 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4514 |
1.4393 |
1.3837 |
|
| R3 |
1.4213 |
1.4092 |
1.3754 |
|
| R2 |
1.3912 |
1.3912 |
1.3726 |
|
| R1 |
1.3791 |
1.3791 |
1.3699 |
1.3852 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3641 |
| S1 |
1.3490 |
1.3490 |
1.3643 |
1.3551 |
| S2 |
1.3310 |
1.3310 |
1.3616 |
|
| S3 |
1.3009 |
1.3189 |
1.3588 |
|
| S4 |
1.2708 |
1.2888 |
1.3505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3731 |
1.3430 |
0.0301 |
2.2% |
0.0099 |
0.7% |
33% |
False |
False |
552 |
| 10 |
1.3731 |
1.3290 |
0.0441 |
3.3% |
0.0092 |
0.7% |
54% |
False |
False |
414 |
| 20 |
1.3731 |
1.3055 |
0.0676 |
5.0% |
0.0094 |
0.7% |
70% |
False |
False |
329 |
| 40 |
1.3731 |
1.2935 |
0.0796 |
5.9% |
0.0082 |
0.6% |
75% |
False |
False |
215 |
| 60 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0070 |
0.5% |
80% |
False |
False |
150 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0057 |
0.4% |
80% |
False |
False |
113 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0051 |
0.4% |
80% |
False |
False |
93 |
| 120 |
1.3731 |
1.2330 |
0.1401 |
10.4% |
0.0048 |
0.4% |
86% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4233 |
|
2.618 |
1.4012 |
|
1.618 |
1.3877 |
|
1.000 |
1.3794 |
|
0.618 |
1.3742 |
|
HIGH |
1.3659 |
|
0.618 |
1.3607 |
|
0.500 |
1.3592 |
|
0.382 |
1.3576 |
|
LOW |
1.3524 |
|
0.618 |
1.3441 |
|
1.000 |
1.3389 |
|
1.618 |
1.3306 |
|
2.618 |
1.3171 |
|
4.250 |
1.2950 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3592 |
1.3628 |
| PP |
1.3571 |
1.3595 |
| S1 |
1.3551 |
1.3563 |
|