CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3517 |
1.3599 |
0.0082 |
0.6% |
1.3462 |
| High |
1.3609 |
1.3605 |
-0.0004 |
0.0% |
1.3731 |
| Low |
1.3470 |
1.3508 |
0.0038 |
0.3% |
1.3430 |
| Close |
1.3595 |
1.3536 |
-0.0059 |
-0.4% |
1.3671 |
| Range |
0.0139 |
0.0097 |
-0.0042 |
-30.2% |
0.0301 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.1% |
0.0000 |
| Volume |
333 |
301 |
-32 |
-9.6% |
2,009 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3841 |
1.3785 |
1.3589 |
|
| R3 |
1.3744 |
1.3688 |
1.3563 |
|
| R2 |
1.3647 |
1.3647 |
1.3554 |
|
| R1 |
1.3591 |
1.3591 |
1.3545 |
1.3571 |
| PP |
1.3550 |
1.3550 |
1.3550 |
1.3539 |
| S1 |
1.3494 |
1.3494 |
1.3527 |
1.3474 |
| S2 |
1.3453 |
1.3453 |
1.3518 |
|
| S3 |
1.3356 |
1.3397 |
1.3509 |
|
| S4 |
1.3259 |
1.3300 |
1.3483 |
|
|
| 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 |
1.3470 |
0.0261 |
1.9% |
0.0112 |
0.8% |
25% |
False |
False |
548 |
| 10 |
1.3731 |
1.3300 |
0.0431 |
3.2% |
0.0100 |
0.7% |
55% |
False |
False |
416 |
| 20 |
1.3731 |
1.3057 |
0.0674 |
5.0% |
0.0099 |
0.7% |
71% |
False |
False |
358 |
| 40 |
1.3731 |
1.2935 |
0.0796 |
5.9% |
0.0084 |
0.6% |
76% |
False |
False |
229 |
| 60 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0072 |
0.5% |
81% |
False |
False |
161 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0060 |
0.4% |
81% |
False |
False |
121 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0051 |
0.4% |
81% |
False |
False |
99 |
| 120 |
1.3731 |
1.2347 |
0.1384 |
10.2% |
0.0049 |
0.4% |
86% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4017 |
|
2.618 |
1.3859 |
|
1.618 |
1.3762 |
|
1.000 |
1.3702 |
|
0.618 |
1.3665 |
|
HIGH |
1.3605 |
|
0.618 |
1.3568 |
|
0.500 |
1.3557 |
|
0.382 |
1.3545 |
|
LOW |
1.3508 |
|
0.618 |
1.3448 |
|
1.000 |
1.3411 |
|
1.618 |
1.3351 |
|
2.618 |
1.3254 |
|
4.250 |
1.3096 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3557 |
1.3565 |
| PP |
1.3550 |
1.3555 |
| S1 |
1.3543 |
1.3546 |
|