CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3367 |
1.3358 |
-0.0009 |
-0.1% |
1.3377 |
| High |
1.3401 |
1.3404 |
0.0003 |
0.0% |
1.3530 |
| Low |
1.3318 |
1.3335 |
0.0017 |
0.1% |
1.3318 |
| Close |
1.3365 |
1.3399 |
0.0034 |
0.3% |
1.3365 |
| Range |
0.0083 |
0.0069 |
-0.0014 |
-16.9% |
0.0212 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
485 |
1,012 |
527 |
108.7% |
2,016 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3586 |
1.3562 |
1.3437 |
|
| R3 |
1.3517 |
1.3493 |
1.3418 |
|
| R2 |
1.3448 |
1.3448 |
1.3412 |
|
| R1 |
1.3424 |
1.3424 |
1.3405 |
1.3436 |
| PP |
1.3379 |
1.3379 |
1.3379 |
1.3386 |
| S1 |
1.3355 |
1.3355 |
1.3393 |
1.3367 |
| S2 |
1.3310 |
1.3310 |
1.3386 |
|
| S3 |
1.3241 |
1.3286 |
1.3380 |
|
| S4 |
1.3172 |
1.3217 |
1.3361 |
|
|
| 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% |
0.0096 |
0.7% |
38% |
False |
False |
509 |
| 10 |
1.3609 |
1.3318 |
0.0291 |
2.2% |
0.0104 |
0.8% |
28% |
False |
False |
445 |
| 20 |
1.3731 |
1.3290 |
0.0441 |
3.3% |
0.0098 |
0.7% |
25% |
False |
False |
429 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.3% |
0.0093 |
0.7% |
54% |
False |
False |
313 |
| 60 |
1.3731 |
1.2814 |
0.0917 |
6.8% |
0.0079 |
0.6% |
64% |
False |
False |
219 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0068 |
0.5% |
67% |
False |
False |
169 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0058 |
0.4% |
67% |
False |
False |
135 |
| 120 |
1.3731 |
1.2557 |
0.1174 |
8.8% |
0.0054 |
0.4% |
72% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3697 |
|
2.618 |
1.3585 |
|
1.618 |
1.3516 |
|
1.000 |
1.3473 |
|
0.618 |
1.3447 |
|
HIGH |
1.3404 |
|
0.618 |
1.3378 |
|
0.500 |
1.3370 |
|
0.382 |
1.3361 |
|
LOW |
1.3335 |
|
0.618 |
1.3292 |
|
1.000 |
1.3266 |
|
1.618 |
1.3223 |
|
2.618 |
1.3154 |
|
4.250 |
1.3042 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3389 |
1.3397 |
| PP |
1.3379 |
1.3394 |
| S1 |
1.3370 |
1.3392 |
|