CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3401 |
1.3377 |
-0.0024 |
-0.2% |
1.3656 |
| High |
1.3440 |
1.3434 |
-0.0006 |
0.0% |
1.3659 |
| Low |
1.3366 |
1.3375 |
0.0009 |
0.1% |
1.3366 |
| Close |
1.3374 |
1.3400 |
0.0026 |
0.2% |
1.3374 |
| Range |
0.0074 |
0.0059 |
-0.0015 |
-20.3% |
0.0293 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
504 |
483 |
-21 |
-4.2% |
2,594 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3580 |
1.3549 |
1.3432 |
|
| R3 |
1.3521 |
1.3490 |
1.3416 |
|
| R2 |
1.3462 |
1.3462 |
1.3411 |
|
| R1 |
1.3431 |
1.3431 |
1.3405 |
1.3447 |
| PP |
1.3403 |
1.3403 |
1.3403 |
1.3411 |
| S1 |
1.3372 |
1.3372 |
1.3395 |
1.3388 |
| S2 |
1.3344 |
1.3344 |
1.3389 |
|
| S3 |
1.3285 |
1.3313 |
1.3384 |
|
| S4 |
1.3226 |
1.3254 |
1.3368 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4345 |
1.4153 |
1.3535 |
|
| R3 |
1.4052 |
1.3860 |
1.3455 |
|
| R2 |
1.3759 |
1.3759 |
1.3428 |
|
| R1 |
1.3567 |
1.3567 |
1.3401 |
1.3517 |
| PP |
1.3466 |
1.3466 |
1.3466 |
1.3441 |
| S1 |
1.3274 |
1.3274 |
1.3347 |
1.3224 |
| S2 |
1.3173 |
1.3173 |
1.3320 |
|
| S3 |
1.2880 |
1.2981 |
1.3293 |
|
| S4 |
1.2587 |
1.2688 |
1.3213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3609 |
1.3366 |
0.0243 |
1.8% |
0.0113 |
0.8% |
14% |
False |
False |
382 |
| 10 |
1.3731 |
1.3366 |
0.0365 |
2.7% |
0.0106 |
0.8% |
9% |
False |
False |
467 |
| 20 |
1.3731 |
1.3275 |
0.0456 |
3.4% |
0.0097 |
0.7% |
27% |
False |
False |
393 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.3% |
0.0089 |
0.7% |
54% |
False |
False |
260 |
| 60 |
1.3731 |
1.2737 |
0.0994 |
7.4% |
0.0075 |
0.6% |
67% |
False |
False |
179 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0063 |
0.5% |
68% |
False |
False |
137 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0053 |
0.4% |
68% |
False |
False |
110 |
| 120 |
1.3731 |
1.2460 |
0.1271 |
9.5% |
0.0052 |
0.4% |
74% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3685 |
|
2.618 |
1.3588 |
|
1.618 |
1.3529 |
|
1.000 |
1.3493 |
|
0.618 |
1.3470 |
|
HIGH |
1.3434 |
|
0.618 |
1.3411 |
|
0.500 |
1.3405 |
|
0.382 |
1.3398 |
|
LOW |
1.3375 |
|
0.618 |
1.3339 |
|
1.000 |
1.3316 |
|
1.618 |
1.3280 |
|
2.618 |
1.3221 |
|
4.250 |
1.3124 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3405 |
1.3474 |
| PP |
1.3403 |
1.3449 |
| S1 |
1.3402 |
1.3425 |
|