CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3458 |
1.3367 |
-0.0091 |
-0.7% |
1.3377 |
| High |
1.3465 |
1.3401 |
-0.0064 |
-0.5% |
1.3530 |
| Low |
1.3329 |
1.3318 |
-0.0011 |
-0.1% |
1.3318 |
| Close |
1.3358 |
1.3365 |
0.0007 |
0.1% |
1.3365 |
| Range |
0.0136 |
0.0083 |
-0.0053 |
-39.0% |
0.0212 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
452 |
485 |
33 |
7.3% |
2,016 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3610 |
1.3571 |
1.3411 |
|
| R3 |
1.3527 |
1.3488 |
1.3388 |
|
| R2 |
1.3444 |
1.3444 |
1.3380 |
|
| R1 |
1.3405 |
1.3405 |
1.3373 |
1.3383 |
| PP |
1.3361 |
1.3361 |
1.3361 |
1.3351 |
| S1 |
1.3322 |
1.3322 |
1.3357 |
1.3300 |
| S2 |
1.3278 |
1.3278 |
1.3350 |
|
| S3 |
1.3195 |
1.3239 |
1.3342 |
|
| S4 |
1.3112 |
1.3156 |
1.3319 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4040 |
1.3915 |
1.3482 |
|
| R3 |
1.3828 |
1.3703 |
1.3423 |
|
| R2 |
1.3616 |
1.3616 |
1.3404 |
|
| R1 |
1.3491 |
1.3491 |
1.3384 |
1.3448 |
| PP |
1.3404 |
1.3404 |
1.3404 |
1.3383 |
| S1 |
1.3279 |
1.3279 |
1.3346 |
1.3236 |
| S2 |
1.3192 |
1.3192 |
1.3326 |
|
| S3 |
1.2980 |
1.3067 |
1.3307 |
|
| S4 |
1.2768 |
1.2855 |
1.3248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3530 |
1.3318 |
0.0212 |
1.6% |
0.0094 |
0.7% |
22% |
False |
True |
403 |
| 10 |
1.3659 |
1.3318 |
0.0341 |
2.6% |
0.0111 |
0.8% |
14% |
False |
True |
461 |
| 20 |
1.3731 |
1.3290 |
0.0441 |
3.3% |
0.0100 |
0.7% |
17% |
False |
False |
410 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.3% |
0.0093 |
0.7% |
49% |
False |
False |
290 |
| 60 |
1.3731 |
1.2814 |
0.0917 |
6.9% |
0.0078 |
0.6% |
60% |
False |
False |
202 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0067 |
0.5% |
64% |
False |
False |
156 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0057 |
0.4% |
64% |
False |
False |
125 |
| 120 |
1.3731 |
1.2554 |
0.1177 |
8.8% |
0.0054 |
0.4% |
69% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3754 |
|
2.618 |
1.3618 |
|
1.618 |
1.3535 |
|
1.000 |
1.3484 |
|
0.618 |
1.3452 |
|
HIGH |
1.3401 |
|
0.618 |
1.3369 |
|
0.500 |
1.3360 |
|
0.382 |
1.3350 |
|
LOW |
1.3318 |
|
0.618 |
1.3267 |
|
1.000 |
1.3235 |
|
1.618 |
1.3184 |
|
2.618 |
1.3101 |
|
4.250 |
1.2965 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3363 |
1.3424 |
| PP |
1.3361 |
1.3404 |
| S1 |
1.3360 |
1.3385 |
|