CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3358 |
1.3395 |
0.0037 |
0.3% |
1.3377 |
| High |
1.3404 |
1.3444 |
0.0040 |
0.3% |
1.3530 |
| Low |
1.3335 |
1.3284 |
-0.0051 |
-0.4% |
1.3318 |
| Close |
1.3399 |
1.3295 |
-0.0104 |
-0.8% |
1.3365 |
| Range |
0.0069 |
0.0160 |
0.0091 |
131.9% |
0.0212 |
| ATR |
0.0097 |
0.0101 |
0.0005 |
4.7% |
0.0000 |
| Volume |
1,012 |
1,408 |
396 |
39.1% |
2,016 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3821 |
1.3718 |
1.3383 |
|
| R3 |
1.3661 |
1.3558 |
1.3339 |
|
| R2 |
1.3501 |
1.3501 |
1.3324 |
|
| R1 |
1.3398 |
1.3398 |
1.3310 |
1.3370 |
| PP |
1.3341 |
1.3341 |
1.3341 |
1.3327 |
| S1 |
1.3238 |
1.3238 |
1.3280 |
1.3210 |
| S2 |
1.3181 |
1.3181 |
1.3266 |
|
| S3 |
1.3021 |
1.3078 |
1.3251 |
|
| S4 |
1.2861 |
1.2918 |
1.3207 |
|
|
| 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 |
1.3284 |
0.0246 |
1.9% |
0.0108 |
0.8% |
4% |
False |
True |
714 |
| 10 |
1.3605 |
1.3284 |
0.0321 |
2.4% |
0.0106 |
0.8% |
3% |
False |
True |
553 |
| 20 |
1.3731 |
1.3284 |
0.0447 |
3.4% |
0.0102 |
0.8% |
2% |
False |
True |
480 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.4% |
0.0094 |
0.7% |
39% |
False |
False |
339 |
| 60 |
1.3731 |
1.2865 |
0.0866 |
6.5% |
0.0081 |
0.6% |
50% |
False |
False |
242 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.7% |
0.0070 |
0.5% |
57% |
False |
False |
186 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.7% |
0.0059 |
0.4% |
57% |
False |
False |
149 |
| 120 |
1.3731 |
1.2557 |
0.1174 |
8.8% |
0.0056 |
0.4% |
63% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4124 |
|
2.618 |
1.3863 |
|
1.618 |
1.3703 |
|
1.000 |
1.3604 |
|
0.618 |
1.3543 |
|
HIGH |
1.3444 |
|
0.618 |
1.3383 |
|
0.500 |
1.3364 |
|
0.382 |
1.3345 |
|
LOW |
1.3284 |
|
0.618 |
1.3185 |
|
1.000 |
1.3124 |
|
1.618 |
1.3025 |
|
2.618 |
1.2865 |
|
4.250 |
1.2604 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3364 |
1.3364 |
| PP |
1.3341 |
1.3341 |
| S1 |
1.3318 |
1.3318 |
|