CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3377 |
1.3412 |
0.0035 |
0.3% |
1.3656 |
| High |
1.3434 |
1.3485 |
0.0051 |
0.4% |
1.3659 |
| Low |
1.3375 |
1.3385 |
0.0010 |
0.1% |
1.3366 |
| Close |
1.3400 |
1.3454 |
0.0054 |
0.4% |
1.3374 |
| Range |
0.0059 |
0.0100 |
0.0041 |
69.5% |
0.0293 |
| ATR |
0.0097 |
0.0098 |
0.0000 |
0.2% |
0.0000 |
| Volume |
483 |
380 |
-103 |
-21.3% |
2,594 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3741 |
1.3698 |
1.3509 |
|
| R3 |
1.3641 |
1.3598 |
1.3482 |
|
| R2 |
1.3541 |
1.3541 |
1.3472 |
|
| R1 |
1.3498 |
1.3498 |
1.3463 |
1.3520 |
| PP |
1.3441 |
1.3441 |
1.3441 |
1.3452 |
| S1 |
1.3398 |
1.3398 |
1.3445 |
1.3420 |
| S2 |
1.3341 |
1.3341 |
1.3436 |
|
| S3 |
1.3241 |
1.3298 |
1.3427 |
|
| S4 |
1.3141 |
1.3198 |
1.3399 |
|
|
| 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 |
1.3605 |
1.3366 |
0.0239 |
1.8% |
0.0105 |
0.8% |
37% |
False |
False |
391 |
| 10 |
1.3731 |
1.3366 |
0.0365 |
2.7% |
0.0109 |
0.8% |
24% |
False |
False |
463 |
| 20 |
1.3731 |
1.3275 |
0.0456 |
3.4% |
0.0099 |
0.7% |
39% |
False |
False |
383 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.3% |
0.0090 |
0.7% |
61% |
False |
False |
268 |
| 60 |
1.3731 |
1.2737 |
0.0994 |
7.4% |
0.0075 |
0.6% |
72% |
False |
False |
185 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0064 |
0.5% |
73% |
False |
False |
142 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0054 |
0.4% |
73% |
False |
False |
114 |
| 120 |
1.3731 |
1.2554 |
0.1177 |
8.7% |
0.0052 |
0.4% |
76% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3910 |
|
2.618 |
1.3747 |
|
1.618 |
1.3647 |
|
1.000 |
1.3585 |
|
0.618 |
1.3547 |
|
HIGH |
1.3485 |
|
0.618 |
1.3447 |
|
0.500 |
1.3435 |
|
0.382 |
1.3423 |
|
LOW |
1.3385 |
|
0.618 |
1.3323 |
|
1.000 |
1.3285 |
|
1.618 |
1.3223 |
|
2.618 |
1.3123 |
|
4.250 |
1.2960 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3448 |
1.3445 |
| PP |
1.3441 |
1.3435 |
| S1 |
1.3435 |
1.3426 |
|