CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3395 |
1.3298 |
-0.0097 |
-0.7% |
1.3377 |
| High |
1.3444 |
1.3298 |
-0.0146 |
-1.1% |
1.3530 |
| Low |
1.3284 |
1.3175 |
-0.0109 |
-0.8% |
1.3318 |
| Close |
1.3295 |
1.3180 |
-0.0115 |
-0.9% |
1.3365 |
| Range |
0.0160 |
0.0123 |
-0.0037 |
-23.1% |
0.0212 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
1.5% |
0.0000 |
| Volume |
1,408 |
1,156 |
-252 |
-17.9% |
2,016 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3587 |
1.3506 |
1.3248 |
|
| R3 |
1.3464 |
1.3383 |
1.3214 |
|
| R2 |
1.3341 |
1.3341 |
1.3203 |
|
| R1 |
1.3260 |
1.3260 |
1.3191 |
1.3239 |
| PP |
1.3218 |
1.3218 |
1.3218 |
1.3207 |
| S1 |
1.3137 |
1.3137 |
1.3169 |
1.3116 |
| S2 |
1.3095 |
1.3095 |
1.3157 |
|
| S3 |
1.2972 |
1.3014 |
1.3146 |
|
| S4 |
1.2849 |
1.2891 |
1.3112 |
|
|
| 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 |
1.3465 |
1.3175 |
0.0290 |
2.2% |
0.0114 |
0.9% |
2% |
False |
True |
902 |
| 10 |
1.3582 |
1.3175 |
0.0407 |
3.1% |
0.0109 |
0.8% |
1% |
False |
True |
638 |
| 20 |
1.3731 |
1.3175 |
0.0556 |
4.2% |
0.0104 |
0.8% |
1% |
False |
True |
527 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.4% |
0.0096 |
0.7% |
23% |
False |
False |
365 |
| 60 |
1.3731 |
1.2913 |
0.0818 |
6.2% |
0.0080 |
0.6% |
33% |
False |
False |
261 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.7% |
0.0071 |
0.5% |
46% |
False |
False |
201 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.7% |
0.0060 |
0.5% |
46% |
False |
False |
161 |
| 120 |
1.3731 |
1.2557 |
0.1174 |
8.9% |
0.0057 |
0.4% |
53% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3821 |
|
2.618 |
1.3620 |
|
1.618 |
1.3497 |
|
1.000 |
1.3421 |
|
0.618 |
1.3374 |
|
HIGH |
1.3298 |
|
0.618 |
1.3251 |
|
0.500 |
1.3237 |
|
0.382 |
1.3222 |
|
LOW |
1.3175 |
|
0.618 |
1.3099 |
|
1.000 |
1.3052 |
|
1.618 |
1.2976 |
|
2.618 |
1.2853 |
|
4.250 |
1.2652 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3237 |
1.3310 |
| PP |
1.3218 |
1.3266 |
| S1 |
1.3199 |
1.3223 |
|