CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3599 |
1.3521 |
-0.0078 |
-0.6% |
1.3462 |
| High |
1.3605 |
1.3582 |
-0.0023 |
-0.2% |
1.3731 |
| Low |
1.3508 |
1.3388 |
-0.0120 |
-0.9% |
1.3430 |
| Close |
1.3536 |
1.3414 |
-0.0122 |
-0.9% |
1.3671 |
| Range |
0.0097 |
0.0194 |
0.0097 |
100.0% |
0.0301 |
| ATR |
0.0095 |
0.0102 |
0.0007 |
7.4% |
0.0000 |
| Volume |
301 |
289 |
-12 |
-4.0% |
2,009 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4043 |
1.3923 |
1.3521 |
|
| R3 |
1.3849 |
1.3729 |
1.3467 |
|
| R2 |
1.3655 |
1.3655 |
1.3450 |
|
| R1 |
1.3535 |
1.3535 |
1.3432 |
1.3498 |
| PP |
1.3461 |
1.3461 |
1.3461 |
1.3443 |
| S1 |
1.3341 |
1.3341 |
1.3396 |
1.3304 |
| S2 |
1.3267 |
1.3267 |
1.3378 |
|
| S3 |
1.3073 |
1.3147 |
1.3361 |
|
| S4 |
1.2879 |
1.2953 |
1.3307 |
|
|
| 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 |
1.3388 |
0.0343 |
2.6% |
0.0141 |
1.1% |
8% |
False |
True |
481 |
| 10 |
1.3731 |
1.3370 |
0.0361 |
2.7% |
0.0109 |
0.8% |
12% |
False |
False |
421 |
| 20 |
1.3731 |
1.3066 |
0.0665 |
5.0% |
0.0106 |
0.8% |
52% |
False |
False |
365 |
| 40 |
1.3731 |
1.2998 |
0.0733 |
5.5% |
0.0088 |
0.7% |
57% |
False |
False |
236 |
| 60 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0074 |
0.5% |
69% |
False |
False |
164 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0062 |
0.5% |
69% |
False |
False |
125 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0052 |
0.4% |
69% |
False |
False |
101 |
| 120 |
1.3731 |
1.2347 |
0.1384 |
10.3% |
0.0051 |
0.4% |
77% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4407 |
|
2.618 |
1.4090 |
|
1.618 |
1.3896 |
|
1.000 |
1.3776 |
|
0.618 |
1.3702 |
|
HIGH |
1.3582 |
|
0.618 |
1.3508 |
|
0.500 |
1.3485 |
|
0.382 |
1.3462 |
|
LOW |
1.3388 |
|
0.618 |
1.3268 |
|
1.000 |
1.3194 |
|
1.618 |
1.3074 |
|
2.618 |
1.2880 |
|
4.250 |
1.2564 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3485 |
1.3499 |
| PP |
1.3461 |
1.3470 |
| S1 |
1.3438 |
1.3442 |
|