CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3298 |
1.3201 |
-0.0097 |
-0.7% |
1.3358 |
| High |
1.3298 |
1.3254 |
-0.0044 |
-0.3% |
1.3444 |
| Low |
1.3175 |
1.3164 |
-0.0011 |
-0.1% |
1.3164 |
| Close |
1.3180 |
1.3190 |
0.0010 |
0.1% |
1.3190 |
| Range |
0.0123 |
0.0090 |
-0.0033 |
-26.8% |
0.0280 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,156 |
1,706 |
550 |
47.6% |
5,282 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3473 |
1.3421 |
1.3240 |
|
| R3 |
1.3383 |
1.3331 |
1.3215 |
|
| R2 |
1.3293 |
1.3293 |
1.3207 |
|
| R1 |
1.3241 |
1.3241 |
1.3198 |
1.3222 |
| PP |
1.3203 |
1.3203 |
1.3203 |
1.3193 |
| S1 |
1.3151 |
1.3151 |
1.3182 |
1.3132 |
| S2 |
1.3113 |
1.3113 |
1.3174 |
|
| S3 |
1.3023 |
1.3061 |
1.3165 |
|
| S4 |
1.2933 |
1.2971 |
1.3141 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4106 |
1.3928 |
1.3344 |
|
| R3 |
1.3826 |
1.3648 |
1.3267 |
|
| R2 |
1.3546 |
1.3546 |
1.3241 |
|
| R1 |
1.3368 |
1.3368 |
1.3216 |
1.3317 |
| PP |
1.3266 |
1.3266 |
1.3266 |
1.3241 |
| S1 |
1.3088 |
1.3088 |
1.3164 |
1.3037 |
| S2 |
1.2986 |
1.2986 |
1.3139 |
|
| S3 |
1.2706 |
1.2808 |
1.3113 |
|
| S4 |
1.2426 |
1.2528 |
1.3036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3444 |
1.3164 |
0.0280 |
2.1% |
0.0105 |
0.8% |
9% |
False |
True |
1,153 |
| 10 |
1.3530 |
1.3164 |
0.0366 |
2.8% |
0.0099 |
0.7% |
7% |
False |
True |
780 |
| 20 |
1.3731 |
1.3164 |
0.0567 |
4.3% |
0.0104 |
0.8% |
5% |
False |
True |
600 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.4% |
0.0097 |
0.7% |
24% |
False |
False |
406 |
| 60 |
1.3731 |
1.2913 |
0.0818 |
6.2% |
0.0082 |
0.6% |
34% |
False |
False |
289 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.7% |
0.0073 |
0.6% |
47% |
False |
False |
222 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.7% |
0.0060 |
0.5% |
47% |
False |
False |
178 |
| 120 |
1.3731 |
1.2572 |
0.1159 |
8.8% |
0.0057 |
0.4% |
53% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3637 |
|
2.618 |
1.3490 |
|
1.618 |
1.3400 |
|
1.000 |
1.3344 |
|
0.618 |
1.3310 |
|
HIGH |
1.3254 |
|
0.618 |
1.3220 |
|
0.500 |
1.3209 |
|
0.382 |
1.3198 |
|
LOW |
1.3164 |
|
0.618 |
1.3108 |
|
1.000 |
1.3074 |
|
1.618 |
1.3018 |
|
2.618 |
1.2928 |
|
4.250 |
1.2782 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3209 |
1.3304 |
| PP |
1.3203 |
1.3266 |
| S1 |
1.3196 |
1.3228 |
|